Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,387.5 |
5,468.0 |
80.5 |
1.5% |
5,486.0 |
High |
5,478.5 |
5,536.0 |
57.5 |
1.0% |
5,521.0 |
Low |
5,365.0 |
5,457.0 |
92.0 |
1.7% |
5,323.5 |
Close |
5,463.5 |
5,527.0 |
63.5 |
1.2% |
5,463.5 |
Range |
113.5 |
79.0 |
-34.5 |
-30.4% |
197.5 |
ATR |
135.5 |
131.5 |
-4.0 |
-3.0% |
0.0 |
Volume |
112,511 |
90,500 |
-22,011 |
-19.6% |
579,055 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,743.5 |
5,714.5 |
5,570.5 |
|
R3 |
5,664.5 |
5,635.5 |
5,548.5 |
|
R2 |
5,585.5 |
5,585.5 |
5,541.5 |
|
R1 |
5,556.5 |
5,556.5 |
5,534.0 |
5,571.0 |
PP |
5,506.5 |
5,506.5 |
5,506.5 |
5,514.0 |
S1 |
5,477.5 |
5,477.5 |
5,520.0 |
5,492.0 |
S2 |
5,427.5 |
5,427.5 |
5,512.5 |
|
S3 |
5,348.5 |
5,398.5 |
5,505.5 |
|
S4 |
5,269.5 |
5,319.5 |
5,483.5 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,028.5 |
5,943.5 |
5,572.0 |
|
R3 |
5,831.0 |
5,746.0 |
5,518.0 |
|
R2 |
5,633.5 |
5,633.5 |
5,499.5 |
|
R1 |
5,548.5 |
5,548.5 |
5,481.5 |
5,492.0 |
PP |
5,436.0 |
5,436.0 |
5,436.0 |
5,408.0 |
S1 |
5,351.0 |
5,351.0 |
5,445.5 |
5,295.0 |
S2 |
5,238.5 |
5,238.5 |
5,427.5 |
|
S3 |
5,041.0 |
5,153.5 |
5,409.0 |
|
S4 |
4,843.5 |
4,956.0 |
5,355.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,536.0 |
5,323.5 |
212.5 |
3.8% |
109.5 |
2.0% |
96% |
True |
False |
110,386 |
10 |
5,536.0 |
5,305.0 |
231.0 |
4.2% |
109.5 |
2.0% |
96% |
True |
False |
111,342 |
20 |
5,536.0 |
4,839.5 |
696.5 |
12.6% |
131.5 |
2.4% |
99% |
True |
False |
124,062 |
40 |
5,536.0 |
4,839.5 |
696.5 |
12.6% |
139.5 |
2.5% |
99% |
True |
False |
107,033 |
60 |
5,847.0 |
4,819.5 |
1,027.5 |
18.6% |
142.5 |
2.6% |
69% |
False |
False |
71,573 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
21.4% |
115.5 |
2.1% |
60% |
False |
False |
53,681 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
21.4% |
97.0 |
1.8% |
60% |
False |
False |
42,949 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.4% |
81.5 |
1.5% |
60% |
False |
False |
35,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,872.0 |
2.618 |
5,743.0 |
1.618 |
5,664.0 |
1.000 |
5,615.0 |
0.618 |
5,585.0 |
HIGH |
5,536.0 |
0.618 |
5,506.0 |
0.500 |
5,496.5 |
0.382 |
5,487.0 |
LOW |
5,457.0 |
0.618 |
5,408.0 |
1.000 |
5,378.0 |
1.618 |
5,329.0 |
2.618 |
5,250.0 |
4.250 |
5,121.0 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,517.0 |
5,496.0 |
PP |
5,506.5 |
5,465.5 |
S1 |
5,496.5 |
5,435.0 |
|