Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,218.25 |
1,194.00 |
-24.25 |
-2.0% |
1,157.75 |
High |
1,230.75 |
1,229.75 |
-1.00 |
-0.1% |
1,221.50 |
Low |
1,193.50 |
1,185.50 |
-8.00 |
-0.7% |
1,156.50 |
Close |
1,194.00 |
1,223.00 |
29.00 |
2.4% |
1,219.25 |
Range |
37.25 |
44.25 |
7.00 |
18.8% |
65.00 |
ATR |
34.28 |
34.99 |
0.71 |
2.1% |
0.00 |
Volume |
2,384,903 |
2,979,505 |
594,602 |
24.9% |
10,794,485 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.50 |
1,328.50 |
1,247.25 |
|
R3 |
1,301.25 |
1,284.25 |
1,235.25 |
|
R2 |
1,257.00 |
1,257.00 |
1,231.00 |
|
R1 |
1,240.00 |
1,240.00 |
1,227.00 |
1,248.50 |
PP |
1,212.75 |
1,212.75 |
1,212.75 |
1,217.00 |
S1 |
1,195.75 |
1,195.75 |
1,219.00 |
1,204.25 |
S2 |
1,168.50 |
1,168.50 |
1,215.00 |
|
S3 |
1,124.25 |
1,151.50 |
1,210.75 |
|
S4 |
1,080.00 |
1,107.25 |
1,198.75 |
|
|
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 |
4.1% |
32.75 |
2.7% |
85% |
False |
False |
2,486,873 |
10 |
1,230.75 |
1,106.50 |
124.25 |
10.2% |
31.00 |
2.5% |
94% |
False |
False |
2,494,631 |
20 |
1,230.75 |
1,068.00 |
162.75 |
13.3% |
37.00 |
3.0% |
95% |
False |
False |
2,951,430 |
40 |
1,230.75 |
1,068.00 |
162.75 |
13.3% |
35.00 |
2.9% |
95% |
False |
False |
2,138,943 |
60 |
1,334.00 |
1,068.00 |
266.00 |
21.7% |
38.00 |
3.1% |
58% |
False |
False |
1,427,952 |
80 |
1,348.75 |
1,068.00 |
280.75 |
23.0% |
33.25 |
2.7% |
55% |
False |
False |
1,071,345 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.0% |
30.00 |
2.5% |
55% |
False |
False |
857,177 |
120 |
1,361.00 |
1,068.00 |
293.00 |
24.0% |
27.75 |
2.3% |
53% |
False |
False |
714,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.75 |
2.618 |
1,345.50 |
1.618 |
1,301.25 |
1.000 |
1,274.00 |
0.618 |
1,257.00 |
HIGH |
1,229.75 |
0.618 |
1,212.75 |
0.500 |
1,207.50 |
0.382 |
1,202.50 |
LOW |
1,185.50 |
0.618 |
1,158.25 |
1.000 |
1,141.25 |
1.618 |
1,114.00 |
2.618 |
1,069.75 |
4.250 |
997.50 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,218.00 |
1,218.00 |
PP |
1,212.75 |
1,213.00 |
S1 |
1,207.50 |
1,208.00 |
|