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 |
1,679.9 |
1,669.2 |
-10.7 |
-0.6% |
1,643.2 |
High |
1,687.2 |
1,686.8 |
-0.4 |
0.0% |
1,695.2 |
Low |
1,657.9 |
1,666.4 |
8.5 |
0.5% |
1,643.2 |
Close |
1,670.4 |
1,684.9 |
14.5 |
0.9% |
1,684.9 |
Range |
29.3 |
20.4 |
-8.9 |
-30.4% |
52.0 |
ATR |
50.4 |
48.3 |
-2.1 |
-4.3% |
0.0 |
Volume |
2,757 |
3,423 |
666 |
24.2% |
17,326 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.6 |
1,733.1 |
1,696.1 |
|
R3 |
1,720.2 |
1,712.7 |
1,690.5 |
|
R2 |
1,699.8 |
1,699.8 |
1,688.6 |
|
R1 |
1,692.3 |
1,692.3 |
1,686.8 |
1,696.1 |
PP |
1,679.4 |
1,679.4 |
1,679.4 |
1,681.2 |
S1 |
1,671.9 |
1,671.9 |
1,683.0 |
1,675.7 |
S2 |
1,659.0 |
1,659.0 |
1,681.2 |
|
S3 |
1,638.6 |
1,651.5 |
1,679.3 |
|
S4 |
1,618.2 |
1,631.1 |
1,673.7 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.4 |
1,809.7 |
1,713.5 |
|
R3 |
1,778.4 |
1,757.7 |
1,699.2 |
|
R2 |
1,726.4 |
1,726.4 |
1,694.4 |
|
R1 |
1,705.7 |
1,705.7 |
1,689.7 |
1,716.1 |
PP |
1,674.4 |
1,674.4 |
1,674.4 |
1,679.6 |
S1 |
1,653.7 |
1,653.7 |
1,680.1 |
1,664.1 |
S2 |
1,622.4 |
1,622.4 |
1,675.4 |
|
S3 |
1,570.4 |
1,601.7 |
1,670.6 |
|
S4 |
1,518.4 |
1,549.7 |
1,656.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,695.2 |
1,643.2 |
52.0 |
3.1% |
29.7 |
1.8% |
80% |
False |
False |
3,465 |
10 |
1,695.2 |
1,599.4 |
95.8 |
5.7% |
38.2 |
2.3% |
89% |
False |
False |
3,641 |
20 |
1,832.4 |
1,543.3 |
289.1 |
17.2% |
51.8 |
3.1% |
49% |
False |
False |
3,981 |
40 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
54.9 |
3.3% |
37% |
False |
False |
3,550 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
47.2 |
2.8% |
37% |
False |
False |
3,467 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.3% |
39.9 |
2.4% |
46% |
False |
False |
2,733 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.3% |
34.1 |
2.0% |
46% |
False |
False |
2,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,773.5 |
2.618 |
1,740.2 |
1.618 |
1,719.8 |
1.000 |
1,707.2 |
0.618 |
1,699.4 |
HIGH |
1,686.8 |
0.618 |
1,679.0 |
0.500 |
1,676.6 |
0.382 |
1,674.2 |
LOW |
1,666.4 |
0.618 |
1,653.8 |
1.000 |
1,646.0 |
1.618 |
1,633.4 |
2.618 |
1,613.0 |
4.250 |
1,579.7 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,682.1 |
1,682.1 |
PP |
1,679.4 |
1,679.3 |
S1 |
1,676.6 |
1,676.6 |
|