Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,672.5 |
1,656.9 |
-15.6 |
-0.9% |
1,640.5 |
High |
1,678.2 |
1,666.9 |
-11.3 |
-0.7% |
1,693.9 |
Low |
1,628.2 |
1,641.1 |
12.9 |
0.8% |
1,639.9 |
Close |
1,652.8 |
1,647.0 |
-5.8 |
-0.4% |
1,683.0 |
Range |
50.0 |
25.8 |
-24.2 |
-48.4% |
54.0 |
ATR |
49.1 |
47.5 |
-1.7 |
-3.4% |
0.0 |
Volume |
173,631 |
108,894 |
-64,737 |
-37.3% |
496,813 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.1 |
1,713.8 |
1,661.2 |
|
R3 |
1,703.3 |
1,688.0 |
1,654.1 |
|
R2 |
1,677.5 |
1,677.5 |
1,651.7 |
|
R1 |
1,662.2 |
1,662.2 |
1,649.4 |
1,657.0 |
PP |
1,651.7 |
1,651.7 |
1,651.7 |
1,649.0 |
S1 |
1,636.4 |
1,636.4 |
1,644.6 |
1,631.2 |
S2 |
1,625.9 |
1,625.9 |
1,642.3 |
|
S3 |
1,600.1 |
1,610.6 |
1,639.9 |
|
S4 |
1,574.3 |
1,584.8 |
1,632.8 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.3 |
1,812.6 |
1,712.7 |
|
R3 |
1,780.3 |
1,758.6 |
1,697.9 |
|
R2 |
1,726.3 |
1,726.3 |
1,692.9 |
|
R1 |
1,704.6 |
1,704.6 |
1,688.0 |
1,715.5 |
PP |
1,672.3 |
1,672.3 |
1,672.3 |
1,677.7 |
S1 |
1,650.6 |
1,650.6 |
1,678.1 |
1,661.5 |
S2 |
1,618.3 |
1,618.3 |
1,673.1 |
|
S3 |
1,564.3 |
1,596.6 |
1,668.2 |
|
S4 |
1,510.3 |
1,542.6 |
1,653.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.8 |
1,628.2 |
68.6 |
4.2% |
32.4 |
2.0% |
27% |
False |
False |
117,502 |
10 |
1,696.8 |
1,627.6 |
69.2 |
4.2% |
32.9 |
2.0% |
28% |
False |
False |
112,464 |
20 |
1,789.0 |
1,535.0 |
254.0 |
15.4% |
52.9 |
3.2% |
44% |
False |
False |
164,139 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.6% |
55.3 |
3.4% |
29% |
False |
False |
193,032 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.6% |
50.8 |
3.1% |
29% |
False |
False |
199,046 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.9% |
43.1 |
2.6% |
37% |
False |
False |
154,905 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.9% |
38.0 |
2.3% |
37% |
False |
False |
124,809 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.8% |
35.7 |
2.2% |
40% |
False |
False |
104,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.6 |
2.618 |
1,734.4 |
1.618 |
1,708.6 |
1.000 |
1,692.7 |
0.618 |
1,682.8 |
HIGH |
1,666.9 |
0.618 |
1,657.0 |
0.500 |
1,654.0 |
0.382 |
1,651.0 |
LOW |
1,641.1 |
0.618 |
1,625.2 |
1.000 |
1,615.3 |
1.618 |
1,599.4 |
2.618 |
1,573.6 |
4.250 |
1,531.5 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,654.0 |
1,662.5 |
PP |
1,651.7 |
1,657.3 |
S1 |
1,649.3 |
1,652.2 |
|