Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4,179.0 |
4,247.0 |
68.0 |
1.6% |
4,271.0 |
High |
4,257.0 |
4,360.0 |
103.0 |
2.4% |
4,293.0 |
Low |
4,166.0 |
4,203.0 |
37.0 |
0.9% |
4,128.0 |
Close |
4,222.0 |
4,358.0 |
136.0 |
3.2% |
4,156.0 |
Range |
91.0 |
157.0 |
66.0 |
72.5% |
165.0 |
ATR |
78.9 |
84.4 |
5.6 |
7.1% |
0.0 |
Volume |
29,219 |
36,848 |
7,629 |
26.1% |
151,905 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,778.0 |
4,725.0 |
4,444.4 |
|
R3 |
4,621.0 |
4,568.0 |
4,401.2 |
|
R2 |
4,464.0 |
4,464.0 |
4,386.8 |
|
R1 |
4,411.0 |
4,411.0 |
4,372.4 |
4,437.5 |
PP |
4,307.0 |
4,307.0 |
4,307.0 |
4,320.3 |
S1 |
4,254.0 |
4,254.0 |
4,343.6 |
4,280.5 |
S2 |
4,150.0 |
4,150.0 |
4,329.2 |
|
S3 |
3,993.0 |
4,097.0 |
4,314.8 |
|
S4 |
3,836.0 |
3,940.0 |
4,271.7 |
|
|
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 |
4,360.0 |
4,128.0 |
232.0 |
5.3% |
87.0 |
2.0% |
99% |
True |
False |
30,449 |
10 |
4,360.0 |
4,128.0 |
232.0 |
5.3% |
63.7 |
1.5% |
99% |
True |
False |
30,747 |
20 |
4,360.0 |
3,843.0 |
517.0 |
11.9% |
64.5 |
1.5% |
100% |
True |
False |
34,187 |
40 |
4,360.0 |
3,843.0 |
517.0 |
11.9% |
62.8 |
1.4% |
100% |
True |
False |
34,164 |
60 |
4,360.0 |
3,730.0 |
630.0 |
14.5% |
62.9 |
1.4% |
100% |
True |
False |
22,891 |
80 |
4,656.0 |
3,730.0 |
926.0 |
21.2% |
55.1 |
1.3% |
68% |
False |
False |
17,204 |
100 |
4,656.0 |
3,730.0 |
926.0 |
21.2% |
45.5 |
1.0% |
68% |
False |
False |
13,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,027.3 |
2.618 |
4,771.0 |
1.618 |
4,614.0 |
1.000 |
4,517.0 |
0.618 |
4,457.0 |
HIGH |
4,360.0 |
0.618 |
4,300.0 |
0.500 |
4,281.5 |
0.382 |
4,263.0 |
LOW |
4,203.0 |
0.618 |
4,106.0 |
1.000 |
4,046.0 |
1.618 |
3,949.0 |
2.618 |
3,792.0 |
4.250 |
3,535.8 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4,332.5 |
4,326.3 |
PP |
4,307.0 |
4,294.7 |
S1 |
4,281.5 |
4,263.0 |
|