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 |
1,229.75 |
1,247.00 |
17.25 |
1.4% |
1,218.25 |
High |
1,252.50 |
1,254.50 |
2.00 |
0.2% |
1,235.75 |
Low |
1,226.75 |
1,222.25 |
-4.50 |
-0.4% |
1,185.50 |
Close |
1,247.00 |
1,224.50 |
-22.50 |
-1.8% |
1,235.25 |
Range |
25.75 |
32.25 |
6.50 |
25.2% |
50.25 |
ATR |
32.63 |
32.60 |
-0.03 |
-0.1% |
0.00 |
Volume |
2,001,503 |
2,627,710 |
626,207 |
31.3% |
12,797,227 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.50 |
1,309.75 |
1,242.25 |
|
R3 |
1,298.25 |
1,277.50 |
1,233.25 |
|
R2 |
1,266.00 |
1,266.00 |
1,230.50 |
|
R1 |
1,245.25 |
1,245.25 |
1,227.50 |
1,239.50 |
PP |
1,233.75 |
1,233.75 |
1,233.75 |
1,231.00 |
S1 |
1,213.00 |
1,213.00 |
1,221.50 |
1,207.25 |
S2 |
1,201.50 |
1,201.50 |
1,218.50 |
|
S3 |
1,169.25 |
1,180.75 |
1,215.75 |
|
S4 |
1,137.00 |
1,148.50 |
1,206.75 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.50 |
1,352.75 |
1,263.00 |
|
R3 |
1,319.25 |
1,302.50 |
1,249.00 |
|
R2 |
1,269.00 |
1,269.00 |
1,244.50 |
|
R1 |
1,252.25 |
1,252.25 |
1,239.75 |
1,260.50 |
PP |
1,218.75 |
1,218.75 |
1,218.75 |
1,223.00 |
S1 |
1,202.00 |
1,202.00 |
1,230.75 |
1,210.50 |
S2 |
1,168.50 |
1,168.50 |
1,226.00 |
|
S3 |
1,118.25 |
1,151.75 |
1,221.50 |
|
S4 |
1,068.00 |
1,101.50 |
1,207.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.50 |
1,192.50 |
62.00 |
5.1% |
27.00 |
2.2% |
52% |
True |
False |
2,412,406 |
10 |
1,254.50 |
1,180.75 |
73.75 |
6.0% |
30.00 |
2.4% |
59% |
True |
False |
2,449,639 |
20 |
1,254.50 |
1,068.00 |
186.50 |
15.2% |
33.00 |
2.7% |
84% |
True |
False |
2,671,188 |
40 |
1,254.50 |
1,068.00 |
186.50 |
15.2% |
33.50 |
2.7% |
84% |
True |
False |
2,439,003 |
60 |
1,279.00 |
1,068.00 |
211.00 |
17.2% |
38.25 |
3.1% |
74% |
False |
False |
1,628,785 |
80 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
33.75 |
2.8% |
56% |
False |
False |
1,222,041 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
30.50 |
2.5% |
56% |
False |
False |
977,795 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
28.25 |
2.3% |
56% |
False |
False |
814,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.50 |
2.618 |
1,339.00 |
1.618 |
1,306.75 |
1.000 |
1,286.75 |
0.618 |
1,274.50 |
HIGH |
1,254.50 |
0.618 |
1,242.25 |
0.500 |
1,238.50 |
0.382 |
1,234.50 |
LOW |
1,222.25 |
0.618 |
1,202.25 |
1.000 |
1,190.00 |
1.618 |
1,170.00 |
2.618 |
1,137.75 |
4.250 |
1,085.25 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,238.50 |
1,231.25 |
PP |
1,233.75 |
1,229.00 |
S1 |
1,229.00 |
1,226.75 |
|