Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,959.0 |
6,043.5 |
84.5 |
1.4% |
5,743.5 |
High |
6,048.0 |
6,091.0 |
43.0 |
0.7% |
6,048.0 |
Low |
5,895.0 |
5,821.0 |
-74.0 |
-1.3% |
5,660.5 |
Close |
6,009.5 |
5,834.5 |
-175.0 |
-2.9% |
6,009.5 |
Range |
153.0 |
270.0 |
117.0 |
76.5% |
387.5 |
ATR |
212.6 |
216.7 |
4.1 |
1.9% |
0.0 |
Volume |
161,632 |
184,060 |
22,428 |
13.9% |
804,252 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,725.5 |
6,550.0 |
5,983.0 |
|
R3 |
6,455.5 |
6,280.0 |
5,908.8 |
|
R2 |
6,185.5 |
6,185.5 |
5,884.0 |
|
R1 |
6,010.0 |
6,010.0 |
5,859.3 |
5,962.8 |
PP |
5,915.5 |
5,915.5 |
5,915.5 |
5,891.9 |
S1 |
5,740.0 |
5,740.0 |
5,809.8 |
5,692.8 |
S2 |
5,645.5 |
5,645.5 |
5,785.0 |
|
S3 |
5,375.5 |
5,470.0 |
5,760.3 |
|
S4 |
5,105.5 |
5,200.0 |
5,686.0 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,068.5 |
6,926.5 |
6,222.6 |
|
R3 |
6,681.0 |
6,539.0 |
6,116.1 |
|
R2 |
6,293.5 |
6,293.5 |
6,080.5 |
|
R1 |
6,151.5 |
6,151.5 |
6,045.0 |
6,222.5 |
PP |
5,906.0 |
5,906.0 |
5,906.0 |
5,941.5 |
S1 |
5,764.0 |
5,764.0 |
5,974.0 |
5,835.0 |
S2 |
5,518.5 |
5,518.5 |
5,938.5 |
|
S3 |
5,131.0 |
5,376.5 |
5,902.9 |
|
S4 |
4,743.5 |
4,989.0 |
5,796.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,091.0 |
5,783.0 |
308.0 |
5.3% |
185.3 |
3.2% |
17% |
True |
False |
168,322 |
10 |
6,091.0 |
5,132.0 |
959.0 |
16.4% |
198.6 |
3.4% |
73% |
True |
False |
181,597 |
20 |
6,091.0 |
4,980.0 |
1,111.0 |
19.0% |
212.0 |
3.6% |
77% |
True |
False |
190,716 |
40 |
6,091.0 |
4,971.0 |
1,120.0 |
19.2% |
204.7 |
3.5% |
77% |
True |
False |
118,395 |
60 |
7,425.0 |
4,971.0 |
2,454.0 |
42.1% |
232.0 |
4.0% |
35% |
False |
False |
79,249 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
44.6% |
198.3 |
3.4% |
33% |
False |
False |
59,526 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
44.6% |
178.4 |
3.1% |
33% |
False |
False |
48,201 |
120 |
7,680.0 |
4,971.0 |
2,709.0 |
46.4% |
163.3 |
2.8% |
32% |
False |
False |
40,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,238.5 |
2.618 |
6,797.9 |
1.618 |
6,527.9 |
1.000 |
6,361.0 |
0.618 |
6,257.9 |
HIGH |
6,091.0 |
0.618 |
5,987.9 |
0.500 |
5,956.0 |
0.382 |
5,924.1 |
LOW |
5,821.0 |
0.618 |
5,654.1 |
1.000 |
5,551.0 |
1.618 |
5,384.1 |
2.618 |
5,114.1 |
4.250 |
4,673.5 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,956.0 |
5,956.0 |
PP |
5,915.5 |
5,915.5 |
S1 |
5,875.0 |
5,875.0 |
|