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 |
6,038.0 |
6,019.0 |
-19.0 |
-0.3% |
6,043.5 |
High |
6,075.5 |
6,169.0 |
93.5 |
1.5% |
6,091.0 |
Low |
5,944.0 |
5,966.0 |
22.0 |
0.4% |
5,754.0 |
Close |
6,058.5 |
6,018.0 |
-40.5 |
-0.7% |
5,987.5 |
Range |
131.5 |
203.0 |
71.5 |
54.4% |
337.0 |
ATR |
205.2 |
205.0 |
-0.2 |
-0.1% |
0.0 |
Volume |
142,009 |
200,077 |
58,068 |
40.9% |
926,006 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,660.0 |
6,542.0 |
6,129.7 |
|
R3 |
6,457.0 |
6,339.0 |
6,073.8 |
|
R2 |
6,254.0 |
6,254.0 |
6,055.2 |
|
R1 |
6,136.0 |
6,136.0 |
6,036.6 |
6,093.5 |
PP |
6,051.0 |
6,051.0 |
6,051.0 |
6,029.8 |
S1 |
5,933.0 |
5,933.0 |
5,999.4 |
5,890.5 |
S2 |
5,848.0 |
5,848.0 |
5,980.8 |
|
S3 |
5,645.0 |
5,730.0 |
5,962.2 |
|
S4 |
5,442.0 |
5,527.0 |
5,906.4 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,955.2 |
6,808.3 |
6,172.9 |
|
R3 |
6,618.2 |
6,471.3 |
6,080.2 |
|
R2 |
6,281.2 |
6,281.2 |
6,049.3 |
|
R1 |
6,134.3 |
6,134.3 |
6,018.4 |
6,039.3 |
PP |
5,944.2 |
5,944.2 |
5,944.2 |
5,896.6 |
S1 |
5,797.3 |
5,797.3 |
5,956.6 |
5,702.3 |
S2 |
5,607.2 |
5,607.2 |
5,925.7 |
|
S3 |
5,270.2 |
5,460.3 |
5,894.8 |
|
S4 |
4,933.2 |
5,123.3 |
5,802.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,169.0 |
5,754.0 |
415.0 |
6.9% |
173.7 |
2.9% |
64% |
True |
False |
177,689 |
10 |
6,169.0 |
5,754.0 |
415.0 |
6.9% |
192.6 |
3.2% |
64% |
True |
False |
178,644 |
20 |
6,169.0 |
5,132.0 |
1,037.0 |
17.2% |
193.9 |
3.2% |
85% |
True |
False |
182,063 |
40 |
6,169.0 |
4,971.0 |
1,198.0 |
19.9% |
202.4 |
3.4% |
87% |
True |
False |
145,384 |
60 |
7,000.0 |
4,971.0 |
2,029.0 |
33.7% |
233.9 |
3.9% |
52% |
False |
False |
97,286 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
43.3% |
205.8 |
3.4% |
40% |
False |
False |
73,049 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.3% |
185.2 |
3.1% |
40% |
False |
False |
59,035 |
120 |
7,593.5 |
4,971.0 |
2,622.5 |
43.6% |
168.0 |
2.8% |
40% |
False |
False |
49,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,031.8 |
2.618 |
6,700.5 |
1.618 |
6,497.5 |
1.000 |
6,372.0 |
0.618 |
6,294.5 |
HIGH |
6,169.0 |
0.618 |
6,091.5 |
0.500 |
6,067.5 |
0.382 |
6,043.5 |
LOW |
5,966.0 |
0.618 |
5,840.5 |
1.000 |
5,763.0 |
1.618 |
5,637.5 |
2.618 |
5,434.5 |
4.250 |
5,103.3 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
6,067.5 |
6,002.8 |
PP |
6,051.0 |
5,987.7 |
S1 |
6,034.5 |
5,972.5 |
|