Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,675.5 |
1,658.9 |
-16.6 |
-1.0% |
1,643.2 |
High |
1,679.5 |
1,668.1 |
-11.4 |
-0.7% |
1,695.2 |
Low |
1,630.3 |
1,643.0 |
12.7 |
0.8% |
1,643.2 |
Close |
1,654.7 |
1,648.9 |
-5.8 |
-0.4% |
1,684.9 |
Range |
49.2 |
25.1 |
-24.1 |
-49.0% |
52.0 |
ATR |
47.1 |
45.5 |
-1.6 |
-3.3% |
0.0 |
Volume |
2,146 |
6,940 |
4,794 |
223.4% |
17,326 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.6 |
1,713.9 |
1,662.7 |
|
R3 |
1,703.5 |
1,688.8 |
1,655.8 |
|
R2 |
1,678.4 |
1,678.4 |
1,653.5 |
|
R1 |
1,663.7 |
1,663.7 |
1,651.2 |
1,658.5 |
PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,650.8 |
S1 |
1,638.6 |
1,638.6 |
1,646.6 |
1,633.4 |
S2 |
1,628.2 |
1,628.2 |
1,644.3 |
|
S3 |
1,603.1 |
1,613.5 |
1,642.0 |
|
S4 |
1,578.0 |
1,588.4 |
1,635.1 |
|
|
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% |
30.6 |
1.9% |
27% |
False |
False |
3,386 |
10 |
1,698.4 |
1,630.3 |
68.1 |
4.1% |
31.1 |
1.9% |
27% |
False |
False |
3,659 |
20 |
1,787.2 |
1,543.3 |
243.9 |
14.8% |
50.3 |
3.0% |
43% |
False |
False |
4,067 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.2% |
52.9 |
3.2% |
28% |
False |
False |
3,489 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.2% |
48.2 |
2.9% |
28% |
False |
False |
3,616 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.8% |
40.4 |
2.4% |
38% |
False |
False |
2,852 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.8% |
34.8 |
2.1% |
38% |
False |
False |
2,327 |
120 |
1,925.1 |
1,475.9 |
449.2 |
27.2% |
32.3 |
2.0% |
39% |
False |
False |
2,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.8 |
2.618 |
1,733.8 |
1.618 |
1,708.7 |
1.000 |
1,693.2 |
0.618 |
1,683.6 |
HIGH |
1,668.1 |
0.618 |
1,658.5 |
0.500 |
1,655.6 |
0.382 |
1,652.6 |
LOW |
1,643.0 |
0.618 |
1,627.5 |
1.000 |
1,617.9 |
1.618 |
1,602.4 |
2.618 |
1,577.3 |
4.250 |
1,536.3 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,655.6 |
1,664.4 |
PP |
1,653.3 |
1,659.2 |
S1 |
1,651.1 |
1,654.1 |
|