Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,658.9 |
1,646.9 |
-12.0 |
-0.7% |
1,643.2 |
High |
1,668.1 |
1,647.2 |
-20.9 |
-1.3% |
1,695.2 |
Low |
1,643.0 |
1,607.3 |
-35.7 |
-2.2% |
1,643.2 |
Close |
1,648.9 |
1,614.8 |
-34.1 |
-2.1% |
1,684.9 |
Range |
25.1 |
39.9 |
14.8 |
59.0% |
52.0 |
ATR |
45.5 |
45.2 |
-0.3 |
-0.6% |
0.0 |
Volume |
6,940 |
3,537 |
-3,403 |
-49.0% |
17,326 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.8 |
1,718.7 |
1,636.7 |
|
R3 |
1,702.9 |
1,678.8 |
1,625.8 |
|
R2 |
1,663.0 |
1,663.0 |
1,622.1 |
|
R1 |
1,638.9 |
1,638.9 |
1,618.5 |
1,631.0 |
PP |
1,623.1 |
1,623.1 |
1,623.1 |
1,619.2 |
S1 |
1,599.0 |
1,599.0 |
1,611.1 |
1,591.1 |
S2 |
1,583.2 |
1,583.2 |
1,607.5 |
|
S3 |
1,543.3 |
1,559.1 |
1,603.8 |
|
S4 |
1,503.4 |
1,519.2 |
1,592.9 |
|
|
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 |
1,607.3 |
91.1 |
5.6% |
32.7 |
2.0% |
8% |
False |
True |
3,542 |
10 |
1,698.4 |
1,607.3 |
91.1 |
5.6% |
32.9 |
2.0% |
8% |
False |
True |
3,490 |
20 |
1,759.5 |
1,543.3 |
216.2 |
13.4% |
49.3 |
3.0% |
33% |
False |
False |
3,853 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
51.4 |
3.2% |
19% |
False |
False |
3,462 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
48.6 |
3.0% |
19% |
False |
False |
3,663 |
80 |
1,925.1 |
1,482.6 |
442.5 |
27.4% |
40.8 |
2.5% |
30% |
False |
False |
2,895 |
100 |
1,925.1 |
1,482.6 |
442.5 |
27.4% |
35.2 |
2.2% |
30% |
False |
False |
2,362 |
120 |
1,925.1 |
1,475.9 |
449.2 |
27.8% |
32.4 |
2.0% |
31% |
False |
False |
2,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,816.8 |
2.618 |
1,751.7 |
1.618 |
1,711.8 |
1.000 |
1,687.1 |
0.618 |
1,671.9 |
HIGH |
1,647.2 |
0.618 |
1,632.0 |
0.500 |
1,627.3 |
0.382 |
1,622.5 |
LOW |
1,607.3 |
0.618 |
1,582.6 |
1.000 |
1,567.4 |
1.618 |
1,542.7 |
2.618 |
1,502.8 |
4.250 |
1,437.7 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,627.3 |
1,643.4 |
PP |
1,623.1 |
1,633.9 |
S1 |
1,619.0 |
1,624.3 |
|