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 |
6,043.5 |
5,812.0 |
-231.5 |
-3.8% |
5,743.5 |
High |
6,091.0 |
5,998.0 |
-93.0 |
-1.5% |
6,048.0 |
Low |
5,821.0 |
5,756.0 |
-65.0 |
-1.1% |
5,660.5 |
Close |
5,834.5 |
5,969.5 |
135.0 |
2.3% |
6,009.5 |
Range |
270.0 |
242.0 |
-28.0 |
-10.4% |
387.5 |
ATR |
216.7 |
218.5 |
1.8 |
0.8% |
0.0 |
Volume |
184,060 |
195,584 |
11,524 |
6.3% |
804,252 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,633.8 |
6,543.7 |
6,102.6 |
|
R3 |
6,391.8 |
6,301.7 |
6,036.1 |
|
R2 |
6,149.8 |
6,149.8 |
6,013.9 |
|
R1 |
6,059.7 |
6,059.7 |
5,991.7 |
6,104.8 |
PP |
5,907.8 |
5,907.8 |
5,907.8 |
5,930.4 |
S1 |
5,817.7 |
5,817.7 |
5,947.3 |
5,862.8 |
S2 |
5,665.8 |
5,665.8 |
5,925.1 |
|
S3 |
5,423.8 |
5,575.7 |
5,903.0 |
|
S4 |
5,181.8 |
5,333.7 |
5,836.4 |
|
|
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 |
5,756.0 |
335.0 |
5.6% |
211.5 |
3.5% |
64% |
False |
True |
179,600 |
10 |
6,091.0 |
5,272.0 |
819.0 |
13.7% |
201.6 |
3.4% |
85% |
False |
False |
178,688 |
20 |
6,091.0 |
4,980.0 |
1,111.0 |
18.6% |
213.2 |
3.6% |
89% |
False |
False |
191,827 |
40 |
6,091.0 |
4,971.0 |
1,120.0 |
18.8% |
206.1 |
3.5% |
89% |
False |
False |
123,273 |
60 |
7,425.0 |
4,971.0 |
2,454.0 |
41.1% |
234.4 |
3.9% |
41% |
False |
False |
82,505 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
43.6% |
200.6 |
3.4% |
38% |
False |
False |
61,970 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.6% |
180.5 |
3.0% |
38% |
False |
False |
50,156 |
120 |
7,593.5 |
4,971.0 |
2,622.5 |
43.9% |
164.5 |
2.8% |
38% |
False |
False |
41,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,026.5 |
2.618 |
6,631.6 |
1.618 |
6,389.6 |
1.000 |
6,240.0 |
0.618 |
6,147.6 |
HIGH |
5,998.0 |
0.618 |
5,905.6 |
0.500 |
5,877.0 |
0.382 |
5,848.4 |
LOW |
5,756.0 |
0.618 |
5,606.4 |
1.000 |
5,514.0 |
1.618 |
5,364.4 |
2.618 |
5,122.4 |
4.250 |
4,727.5 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,938.7 |
5,954.2 |
PP |
5,907.8 |
5,938.8 |
S1 |
5,877.0 |
5,923.5 |
|