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 |
1,685.7 |
1,675.5 |
-10.2 |
-0.6% |
1,643.2 |
High |
1,698.4 |
1,679.5 |
-18.9 |
-1.1% |
1,695.2 |
Low |
1,669.4 |
1,630.3 |
-39.1 |
-2.3% |
1,643.2 |
Close |
1,678.6 |
1,654.7 |
-23.9 |
-1.4% |
1,684.9 |
Range |
29.0 |
49.2 |
20.2 |
69.7% |
52.0 |
ATR |
46.9 |
47.1 |
0.2 |
0.4% |
0.0 |
Volume |
1,667 |
2,146 |
479 |
28.7% |
17,326 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.4 |
1,777.8 |
1,681.8 |
|
R3 |
1,753.2 |
1,728.6 |
1,668.2 |
|
R2 |
1,704.0 |
1,704.0 |
1,663.7 |
|
R1 |
1,679.4 |
1,679.4 |
1,659.2 |
1,667.1 |
PP |
1,654.8 |
1,654.8 |
1,654.8 |
1,648.7 |
S1 |
1,630.2 |
1,630.2 |
1,650.2 |
1,617.9 |
S2 |
1,605.6 |
1,605.6 |
1,645.7 |
|
S3 |
1,556.4 |
1,581.0 |
1,641.2 |
|
S4 |
1,507.2 |
1,531.8 |
1,627.6 |
|
|
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 |
1,630.3 |
68.1 |
4.1% |
31.7 |
1.9% |
36% |
False |
True |
2,565 |
10 |
1,698.4 |
1,599.8 |
98.6 |
6.0% |
33.5 |
2.0% |
56% |
False |
False |
3,621 |
20 |
1,820.8 |
1,543.3 |
277.5 |
16.8% |
50.9 |
3.1% |
40% |
False |
False |
3,842 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
54.5 |
3.3% |
29% |
False |
False |
3,450 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
48.0 |
2.9% |
29% |
False |
False |
3,512 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
40.2 |
2.4% |
39% |
False |
False |
2,775 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
34.7 |
2.1% |
39% |
False |
False |
2,260 |
120 |
1,925.1 |
1,475.9 |
449.2 |
27.1% |
32.4 |
2.0% |
40% |
False |
False |
1,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.6 |
2.618 |
1,808.3 |
1.618 |
1,759.1 |
1.000 |
1,728.7 |
0.618 |
1,709.9 |
HIGH |
1,679.5 |
0.618 |
1,660.7 |
0.500 |
1,654.9 |
0.382 |
1,649.1 |
LOW |
1,630.3 |
0.618 |
1,599.9 |
1.000 |
1,581.1 |
1.618 |
1,550.7 |
2.618 |
1,501.5 |
4.250 |
1,421.2 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,654.9 |
1,664.4 |
PP |
1,654.8 |
1,661.1 |
S1 |
1,654.8 |
1,657.9 |
|