Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
6,019.0 |
6,040.0 |
21.0 |
0.3% |
6,043.5 |
High |
6,169.0 |
6,155.0 |
-14.0 |
-0.2% |
6,091.0 |
Low |
5,966.0 |
5,958.0 |
-8.0 |
-0.1% |
5,754.0 |
Close |
6,018.0 |
6,070.0 |
52.0 |
0.9% |
5,987.5 |
Range |
203.0 |
197.0 |
-6.0 |
-3.0% |
337.0 |
ATR |
205.0 |
204.4 |
-0.6 |
-0.3% |
0.0 |
Volume |
200,077 |
178,504 |
-21,573 |
-10.8% |
926,006 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,652.0 |
6,558.0 |
6,178.4 |
|
R3 |
6,455.0 |
6,361.0 |
6,124.2 |
|
R2 |
6,258.0 |
6,258.0 |
6,106.1 |
|
R1 |
6,164.0 |
6,164.0 |
6,088.1 |
6,211.0 |
PP |
6,061.0 |
6,061.0 |
6,061.0 |
6,084.5 |
S1 |
5,967.0 |
5,967.0 |
6,051.9 |
6,014.0 |
S2 |
5,864.0 |
5,864.0 |
6,033.9 |
|
S3 |
5,667.0 |
5,770.0 |
6,015.8 |
|
S4 |
5,470.0 |
5,573.0 |
5,961.7 |
|
|
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 |
6.8% |
184.3 |
3.0% |
76% |
False |
False |
181,716 |
10 |
6,169.0 |
5,754.0 |
415.0 |
6.8% |
189.2 |
3.1% |
76% |
False |
False |
178,460 |
20 |
6,169.0 |
5,132.0 |
1,037.0 |
17.1% |
193.0 |
3.2% |
90% |
False |
False |
181,406 |
40 |
6,169.0 |
4,971.0 |
1,198.0 |
19.7% |
203.5 |
3.4% |
92% |
False |
False |
149,794 |
60 |
6,820.0 |
4,971.0 |
1,849.0 |
30.5% |
233.0 |
3.8% |
59% |
False |
False |
100,247 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
42.9% |
207.7 |
3.4% |
42% |
False |
False |
75,277 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
42.9% |
186.4 |
3.1% |
42% |
False |
False |
60,794 |
120 |
7,593.5 |
4,971.0 |
2,622.5 |
43.2% |
169.0 |
2.8% |
42% |
False |
False |
50,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,992.3 |
2.618 |
6,670.7 |
1.618 |
6,473.7 |
1.000 |
6,352.0 |
0.618 |
6,276.7 |
HIGH |
6,155.0 |
0.618 |
6,079.7 |
0.500 |
6,056.5 |
0.382 |
6,033.3 |
LOW |
5,958.0 |
0.618 |
5,836.3 |
1.000 |
5,761.0 |
1.618 |
5,639.3 |
2.618 |
5,442.3 |
4.250 |
5,120.8 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
6,065.5 |
6,065.5 |
PP |
6,061.0 |
6,061.0 |
S1 |
6,056.5 |
6,056.5 |
|