Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4,188.0 |
4,270.0 |
82.0 |
2.0% |
4,271.0 |
High |
4,268.0 |
4,273.0 |
5.0 |
0.1% |
4,293.0 |
Low |
4,187.0 |
4,209.0 |
22.0 |
0.5% |
4,128.0 |
Close |
4,249.0 |
4,216.0 |
-33.0 |
-0.8% |
4,156.0 |
Range |
81.0 |
64.0 |
-17.0 |
-21.0% |
165.0 |
ATR |
79.0 |
77.9 |
-1.1 |
-1.4% |
0.0 |
Volume |
30,730 |
28,851 |
-1,879 |
-6.1% |
151,905 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.7 |
4,384.3 |
4,251.2 |
|
R3 |
4,360.7 |
4,320.3 |
4,233.6 |
|
R2 |
4,296.7 |
4,296.7 |
4,227.7 |
|
R1 |
4,256.3 |
4,256.3 |
4,221.9 |
4,244.5 |
PP |
4,232.7 |
4,232.7 |
4,232.7 |
4,226.8 |
S1 |
4,192.3 |
4,192.3 |
4,210.1 |
4,180.5 |
S2 |
4,168.7 |
4,168.7 |
4,204.3 |
|
S3 |
4,104.7 |
4,128.3 |
4,198.4 |
|
S4 |
4,040.7 |
4,064.3 |
4,180.8 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,687.3 |
4,586.7 |
4,246.8 |
|
R3 |
4,522.3 |
4,421.7 |
4,201.4 |
|
R2 |
4,357.3 |
4,357.3 |
4,186.3 |
|
R1 |
4,256.7 |
4,256.7 |
4,171.1 |
4,224.5 |
PP |
4,192.3 |
4,192.3 |
4,192.3 |
4,176.3 |
S1 |
4,091.7 |
4,091.7 |
4,140.9 |
4,059.5 |
S2 |
4,027.3 |
4,027.3 |
4,125.8 |
|
S3 |
3,862.3 |
3,926.7 |
4,110.6 |
|
S4 |
3,697.3 |
3,761.7 |
4,065.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,273.0 |
4,128.0 |
145.0 |
3.4% |
56.8 |
1.3% |
61% |
True |
False |
30,037 |
10 |
4,293.0 |
4,128.0 |
165.0 |
3.9% |
49.2 |
1.2% |
53% |
False |
False |
31,351 |
20 |
4,293.0 |
3,843.0 |
450.0 |
10.7% |
56.5 |
1.3% |
83% |
False |
False |
34,816 |
40 |
4,356.0 |
3,843.0 |
513.0 |
12.2% |
58.9 |
1.4% |
73% |
False |
False |
32,529 |
60 |
4,356.0 |
3,730.0 |
626.0 |
14.8% |
60.6 |
1.4% |
78% |
False |
False |
21,812 |
80 |
4,656.0 |
3,730.0 |
926.0 |
22.0% |
52.4 |
1.2% |
52% |
False |
False |
16,389 |
100 |
4,656.0 |
3,730.0 |
926.0 |
22.0% |
43.0 |
1.0% |
52% |
False |
False |
13,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,545.0 |
2.618 |
4,440.6 |
1.618 |
4,376.6 |
1.000 |
4,337.0 |
0.618 |
4,312.6 |
HIGH |
4,273.0 |
0.618 |
4,248.6 |
0.500 |
4,241.0 |
0.382 |
4,233.4 |
LOW |
4,209.0 |
0.618 |
4,169.4 |
1.000 |
4,145.0 |
1.618 |
4,105.4 |
2.618 |
4,041.4 |
4.250 |
3,937.0 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4,241.0 |
4,210.8 |
PP |
4,232.7 |
4,205.7 |
S1 |
4,224.3 |
4,200.5 |
|