Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4,271.0 |
4,216.0 |
-55.0 |
-1.3% |
4,162.0 |
High |
4,293.0 |
4,223.0 |
-70.0 |
-1.6% |
4,261.0 |
Low |
4,260.0 |
4,182.0 |
-78.0 |
-1.8% |
4,152.0 |
Close |
4,284.0 |
4,185.0 |
-99.0 |
-2.3% |
4,220.0 |
Range |
33.0 |
41.0 |
8.0 |
24.2% |
109.0 |
ATR |
79.2 |
80.8 |
1.6 |
2.1% |
0.0 |
Volume |
26,486 |
34,815 |
8,329 |
31.4% |
163,619 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,319.7 |
4,293.3 |
4,207.6 |
|
R3 |
4,278.7 |
4,252.3 |
4,196.3 |
|
R2 |
4,237.7 |
4,237.7 |
4,192.5 |
|
R1 |
4,211.3 |
4,211.3 |
4,188.8 |
4,204.0 |
PP |
4,196.7 |
4,196.7 |
4,196.7 |
4,193.0 |
S1 |
4,170.3 |
4,170.3 |
4,181.2 |
4,163.0 |
S2 |
4,155.7 |
4,155.7 |
4,177.5 |
|
S3 |
4,114.7 |
4,129.3 |
4,173.7 |
|
S4 |
4,073.7 |
4,088.3 |
4,162.5 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.0 |
4,488.0 |
4,280.0 |
|
R3 |
4,429.0 |
4,379.0 |
4,250.0 |
|
R2 |
4,320.0 |
4,320.0 |
4,240.0 |
|
R1 |
4,270.0 |
4,270.0 |
4,230.0 |
4,295.0 |
PP |
4,211.0 |
4,211.0 |
4,211.0 |
4,223.5 |
S1 |
4,161.0 |
4,161.0 |
4,210.0 |
4,186.0 |
S2 |
4,102.0 |
4,102.0 |
4,200.0 |
|
S3 |
3,993.0 |
4,052.0 |
4,190.0 |
|
S4 |
3,884.0 |
3,943.0 |
4,160.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,293.0 |
4,170.0 |
123.0 |
2.9% |
41.6 |
1.0% |
12% |
False |
False |
32,666 |
10 |
4,293.0 |
3,891.0 |
402.0 |
9.6% |
56.2 |
1.3% |
73% |
False |
False |
35,003 |
20 |
4,293.0 |
3,843.0 |
450.0 |
10.8% |
61.3 |
1.5% |
76% |
False |
False |
38,740 |
40 |
4,356.0 |
3,843.0 |
513.0 |
12.3% |
56.4 |
1.3% |
67% |
False |
False |
28,862 |
60 |
4,552.0 |
3,730.0 |
822.0 |
19.6% |
59.6 |
1.4% |
55% |
False |
False |
19,325 |
80 |
4,656.0 |
3,730.0 |
926.0 |
22.1% |
49.4 |
1.2% |
49% |
False |
False |
14,522 |
100 |
4,716.0 |
3,730.0 |
986.0 |
23.6% |
40.2 |
1.0% |
46% |
False |
False |
11,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,397.3 |
2.618 |
4,330.3 |
1.618 |
4,289.3 |
1.000 |
4,264.0 |
0.618 |
4,248.3 |
HIGH |
4,223.0 |
0.618 |
4,207.3 |
0.500 |
4,202.5 |
0.382 |
4,197.7 |
LOW |
4,182.0 |
0.618 |
4,156.7 |
1.000 |
4,141.0 |
1.618 |
4,115.7 |
2.618 |
4,074.7 |
4.250 |
4,007.8 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4,202.5 |
4,237.5 |
PP |
4,196.7 |
4,220.0 |
S1 |
4,190.8 |
4,202.5 |
|