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 |
1,669.2 |
1,685.7 |
16.5 |
1.0% |
1,643.2 |
High |
1,686.8 |
1,698.4 |
11.6 |
0.7% |
1,695.2 |
Low |
1,666.4 |
1,669.4 |
3.0 |
0.2% |
1,643.2 |
Close |
1,684.9 |
1,678.6 |
-6.3 |
-0.4% |
1,684.9 |
Range |
20.4 |
29.0 |
8.6 |
42.2% |
52.0 |
ATR |
48.3 |
46.9 |
-1.4 |
-2.9% |
0.0 |
Volume |
3,423 |
1,667 |
-1,756 |
-51.3% |
17,326 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.1 |
1,752.9 |
1,694.6 |
|
R3 |
1,740.1 |
1,723.9 |
1,686.6 |
|
R2 |
1,711.1 |
1,711.1 |
1,683.9 |
|
R1 |
1,694.9 |
1,694.9 |
1,681.3 |
1,688.5 |
PP |
1,682.1 |
1,682.1 |
1,682.1 |
1,679.0 |
S1 |
1,665.9 |
1,665.9 |
1,675.9 |
1,659.5 |
S2 |
1,653.1 |
1,653.1 |
1,673.3 |
|
S3 |
1,624.1 |
1,636.9 |
1,670.6 |
|
S4 |
1,595.1 |
1,607.9 |
1,662.7 |
|
|
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 |
1,698.4 |
1,657.9 |
40.5 |
2.4% |
28.0 |
1.7% |
51% |
True |
False |
2,730 |
10 |
1,698.4 |
1,599.4 |
99.0 |
5.9% |
36.8 |
2.2% |
80% |
True |
False |
3,570 |
20 |
1,820.8 |
1,543.3 |
277.5 |
16.5% |
50.4 |
3.0% |
49% |
False |
False |
3,888 |
40 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
54.2 |
3.2% |
35% |
False |
False |
3,470 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
47.4 |
2.8% |
35% |
False |
False |
3,484 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.4% |
39.9 |
2.4% |
44% |
False |
False |
2,750 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.4% |
34.4 |
2.0% |
44% |
False |
False |
2,252 |
120 |
1,925.1 |
1,475.9 |
449.2 |
26.8% |
32.1 |
1.9% |
45% |
False |
False |
1,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,821.7 |
2.618 |
1,774.3 |
1.618 |
1,745.3 |
1.000 |
1,727.4 |
0.618 |
1,716.3 |
HIGH |
1,698.4 |
0.618 |
1,687.3 |
0.500 |
1,683.9 |
0.382 |
1,680.5 |
LOW |
1,669.4 |
0.618 |
1,651.5 |
1.000 |
1,640.4 |
1.618 |
1,622.5 |
2.618 |
1,593.5 |
4.250 |
1,546.2 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,683.9 |
1,678.5 |
PP |
1,682.1 |
1,678.3 |
S1 |
1,680.4 |
1,678.2 |
|