Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,197.50 |
1,218.25 |
20.75 |
1.7% |
1,157.75 |
High |
1,221.50 |
1,230.75 |
9.25 |
0.8% |
1,221.50 |
Low |
1,193.00 |
1,193.50 |
0.50 |
0.0% |
1,156.50 |
Close |
1,219.25 |
1,194.00 |
-25.25 |
-2.1% |
1,219.25 |
Range |
28.50 |
37.25 |
8.75 |
30.7% |
65.00 |
ATR |
34.05 |
34.28 |
0.23 |
0.7% |
0.00 |
Volume |
2,194,991 |
2,384,903 |
189,912 |
8.7% |
10,794,485 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.75 |
1,293.25 |
1,214.50 |
|
R3 |
1,280.50 |
1,256.00 |
1,204.25 |
|
R2 |
1,243.25 |
1,243.25 |
1,200.75 |
|
R1 |
1,218.75 |
1,218.75 |
1,197.50 |
1,212.50 |
PP |
1,206.00 |
1,206.00 |
1,206.00 |
1,203.00 |
S1 |
1,181.50 |
1,181.50 |
1,190.50 |
1,175.00 |
S2 |
1,168.75 |
1,168.75 |
1,187.25 |
|
S3 |
1,131.50 |
1,144.25 |
1,183.75 |
|
S4 |
1,094.25 |
1,107.00 |
1,173.50 |
|
|
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 |
1,230.75 |
1,180.75 |
50.00 |
4.2% |
26.75 |
2.2% |
27% |
True |
False |
2,280,782 |
10 |
1,230.75 |
1,068.00 |
162.75 |
13.6% |
31.75 |
2.7% |
77% |
True |
False |
2,613,817 |
20 |
1,230.75 |
1,068.00 |
162.75 |
13.6% |
36.25 |
3.0% |
77% |
True |
False |
2,932,224 |
40 |
1,230.75 |
1,068.00 |
162.75 |
13.6% |
34.75 |
2.9% |
77% |
True |
False |
2,064,697 |
60 |
1,334.25 |
1,068.00 |
266.25 |
22.3% |
37.50 |
3.1% |
47% |
False |
False |
1,378,349 |
80 |
1,348.75 |
1,068.00 |
280.75 |
23.5% |
33.00 |
2.8% |
45% |
False |
False |
1,034,128 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.5% |
29.75 |
2.5% |
45% |
False |
False |
827,383 |
120 |
1,361.00 |
1,068.00 |
293.00 |
24.5% |
27.25 |
2.3% |
43% |
False |
False |
689,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.00 |
2.618 |
1,328.25 |
1.618 |
1,291.00 |
1.000 |
1,268.00 |
0.618 |
1,253.75 |
HIGH |
1,230.75 |
0.618 |
1,216.50 |
0.500 |
1,212.00 |
0.382 |
1,207.75 |
LOW |
1,193.50 |
0.618 |
1,170.50 |
1.000 |
1,156.25 |
1.618 |
1,133.25 |
2.618 |
1,096.00 |
4.250 |
1,035.25 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,212.00 |
1,208.00 |
PP |
1,206.00 |
1,203.25 |
S1 |
1,200.00 |
1,198.75 |
|