Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,812.0 |
5,950.0 |
138.0 |
2.4% |
5,743.5 |
High |
5,998.0 |
5,988.5 |
-9.5 |
-0.2% |
6,048.0 |
Low |
5,756.0 |
5,844.5 |
88.5 |
1.5% |
5,660.5 |
Close |
5,969.5 |
5,860.5 |
-109.0 |
-1.8% |
6,009.5 |
Range |
242.0 |
144.0 |
-98.0 |
-40.5% |
387.5 |
ATR |
218.5 |
213.2 |
-5.3 |
-2.4% |
0.0 |
Volume |
195,584 |
158,369 |
-37,215 |
-19.0% |
804,252 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,329.8 |
6,239.2 |
5,939.7 |
|
R3 |
6,185.8 |
6,095.2 |
5,900.1 |
|
R2 |
6,041.8 |
6,041.8 |
5,886.9 |
|
R1 |
5,951.2 |
5,951.2 |
5,873.7 |
5,924.5 |
PP |
5,897.8 |
5,897.8 |
5,897.8 |
5,884.5 |
S1 |
5,807.2 |
5,807.2 |
5,847.3 |
5,780.5 |
S2 |
5,753.8 |
5,753.8 |
5,834.1 |
|
S3 |
5,609.8 |
5,663.2 |
5,820.9 |
|
S4 |
5,465.8 |
5,519.2 |
5,781.3 |
|
|
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 |
5.7% |
194.0 |
3.3% |
31% |
False |
False |
175,204 |
10 |
6,091.0 |
5,464.0 |
627.0 |
10.7% |
190.8 |
3.3% |
63% |
False |
False |
175,407 |
20 |
6,091.0 |
4,980.0 |
1,111.0 |
19.0% |
208.3 |
3.6% |
79% |
False |
False |
191,196 |
40 |
6,091.0 |
4,971.0 |
1,120.0 |
19.1% |
205.1 |
3.5% |
79% |
False |
False |
127,210 |
60 |
7,385.5 |
4,971.0 |
2,414.5 |
41.2% |
235.5 |
4.0% |
37% |
False |
False |
85,142 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
44.4% |
200.8 |
3.4% |
34% |
False |
False |
63,946 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
44.4% |
181.7 |
3.1% |
34% |
False |
False |
51,740 |
120 |
7,593.5 |
4,971.0 |
2,622.5 |
44.7% |
165.3 |
2.8% |
34% |
False |
False |
43,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,600.5 |
2.618 |
6,365.5 |
1.618 |
6,221.5 |
1.000 |
6,132.5 |
0.618 |
6,077.5 |
HIGH |
5,988.5 |
0.618 |
5,933.5 |
0.500 |
5,916.5 |
0.382 |
5,899.5 |
LOW |
5,844.5 |
0.618 |
5,755.5 |
1.000 |
5,700.5 |
1.618 |
5,611.5 |
2.618 |
5,467.5 |
4.250 |
5,232.5 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,916.5 |
5,923.5 |
PP |
5,897.8 |
5,902.5 |
S1 |
5,879.2 |
5,881.5 |
|