Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,198.50 |
1,197.50 |
-1.00 |
-0.1% |
1,157.75 |
High |
1,204.25 |
1,221.50 |
17.25 |
1.4% |
1,221.50 |
Low |
1,185.25 |
1,193.00 |
7.75 |
0.7% |
1,156.50 |
Close |
1,198.00 |
1,219.25 |
21.25 |
1.8% |
1,219.25 |
Range |
19.00 |
28.50 |
9.50 |
50.0% |
65.00 |
ATR |
34.48 |
34.05 |
-0.43 |
-1.2% |
0.00 |
Volume |
2,316,227 |
2,194,991 |
-121,236 |
-5.2% |
10,794,485 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.75 |
1,286.50 |
1,235.00 |
|
R3 |
1,268.25 |
1,258.00 |
1,227.00 |
|
R2 |
1,239.75 |
1,239.75 |
1,224.50 |
|
R1 |
1,229.50 |
1,229.50 |
1,221.75 |
1,234.50 |
PP |
1,211.25 |
1,211.25 |
1,211.25 |
1,213.75 |
S1 |
1,201.00 |
1,201.00 |
1,216.75 |
1,206.00 |
S2 |
1,182.75 |
1,182.75 |
1,214.00 |
|
S3 |
1,154.25 |
1,172.50 |
1,211.50 |
|
S4 |
1,125.75 |
1,144.00 |
1,203.50 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.00 |
1,371.75 |
1,255.00 |
|
R3 |
1,329.00 |
1,306.75 |
1,237.00 |
|
R2 |
1,264.00 |
1,264.00 |
1,231.25 |
|
R1 |
1,241.75 |
1,241.75 |
1,225.25 |
1,253.00 |
PP |
1,199.00 |
1,199.00 |
1,199.00 |
1,204.75 |
S1 |
1,176.75 |
1,176.75 |
1,213.25 |
1,188.00 |
S2 |
1,134.00 |
1,134.00 |
1,207.25 |
|
S3 |
1,069.00 |
1,111.75 |
1,201.50 |
|
S4 |
1,004.00 |
1,046.75 |
1,183.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.50 |
1,156.50 |
65.00 |
5.3% |
26.50 |
2.2% |
97% |
True |
False |
2,158,897 |
10 |
1,221.50 |
1,068.00 |
153.50 |
12.6% |
32.75 |
2.7% |
99% |
True |
False |
2,724,990 |
20 |
1,221.50 |
1,068.00 |
153.50 |
12.6% |
35.50 |
2.9% |
99% |
True |
False |
2,935,310 |
40 |
1,223.75 |
1,068.00 |
155.75 |
12.8% |
34.75 |
2.8% |
97% |
False |
False |
2,005,302 |
60 |
1,342.00 |
1,068.00 |
274.00 |
22.5% |
37.00 |
3.0% |
55% |
False |
False |
1,338,655 |
80 |
1,348.75 |
1,068.00 |
280.75 |
23.0% |
32.75 |
2.7% |
54% |
False |
False |
1,004,326 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.0% |
29.50 |
2.4% |
54% |
False |
False |
803,534 |
120 |
1,361.00 |
1,068.00 |
293.00 |
24.0% |
27.00 |
2.2% |
52% |
False |
False |
669,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.50 |
2.618 |
1,296.00 |
1.618 |
1,267.50 |
1.000 |
1,250.00 |
0.618 |
1,239.00 |
HIGH |
1,221.50 |
0.618 |
1,210.50 |
0.500 |
1,207.25 |
0.382 |
1,204.00 |
LOW |
1,193.00 |
0.618 |
1,175.50 |
1.000 |
1,164.50 |
1.618 |
1,147.00 |
2.618 |
1,118.50 |
4.250 |
1,072.00 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,215.25 |
1,213.25 |
PP |
1,211.25 |
1,207.25 |
S1 |
1,207.25 |
1,201.00 |
|