Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,646.9 |
1,618.0 |
-28.9 |
-1.8% |
1,685.7 |
High |
1,647.2 |
1,651.3 |
4.1 |
0.2% |
1,698.4 |
Low |
1,607.3 |
1,616.0 |
8.7 |
0.5% |
1,607.3 |
Close |
1,614.8 |
1,638.0 |
23.2 |
1.4% |
1,638.0 |
Range |
39.9 |
35.3 |
-4.6 |
-11.5% |
91.1 |
ATR |
45.2 |
44.6 |
-0.6 |
-1.4% |
0.0 |
Volume |
3,537 |
3,594 |
57 |
1.6% |
17,884 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.0 |
1,724.8 |
1,657.4 |
|
R3 |
1,705.7 |
1,689.5 |
1,647.7 |
|
R2 |
1,670.4 |
1,670.4 |
1,644.5 |
|
R1 |
1,654.2 |
1,654.2 |
1,641.2 |
1,662.3 |
PP |
1,635.1 |
1,635.1 |
1,635.1 |
1,639.2 |
S1 |
1,618.9 |
1,618.9 |
1,634.8 |
1,627.0 |
S2 |
1,599.8 |
1,599.8 |
1,631.5 |
|
S3 |
1,564.5 |
1,583.6 |
1,628.3 |
|
S4 |
1,529.2 |
1,548.3 |
1,618.6 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.2 |
1,870.7 |
1,688.1 |
|
R3 |
1,830.1 |
1,779.6 |
1,663.1 |
|
R2 |
1,739.0 |
1,739.0 |
1,654.7 |
|
R1 |
1,688.5 |
1,688.5 |
1,646.4 |
1,668.2 |
PP |
1,647.9 |
1,647.9 |
1,647.9 |
1,637.8 |
S1 |
1,597.4 |
1,597.4 |
1,629.6 |
1,577.1 |
S2 |
1,556.8 |
1,556.8 |
1,621.3 |
|
S3 |
1,465.7 |
1,506.3 |
1,612.9 |
|
S4 |
1,374.6 |
1,415.2 |
1,587.9 |
|
|
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% |
35.7 |
2.2% |
34% |
False |
False |
3,576 |
10 |
1,698.4 |
1,607.3 |
91.1 |
5.6% |
32.7 |
2.0% |
34% |
False |
False |
3,521 |
20 |
1,698.4 |
1,543.3 |
155.1 |
9.5% |
44.7 |
2.7% |
61% |
False |
False |
3,764 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.3% |
50.5 |
3.1% |
25% |
False |
False |
3,469 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.3% |
49.0 |
3.0% |
25% |
False |
False |
3,704 |
80 |
1,925.1 |
1,482.6 |
442.5 |
27.0% |
41.1 |
2.5% |
35% |
False |
False |
2,939 |
100 |
1,925.1 |
1,482.6 |
442.5 |
27.0% |
35.4 |
2.2% |
35% |
False |
False |
2,397 |
120 |
1,925.1 |
1,475.9 |
449.2 |
27.4% |
32.5 |
2.0% |
36% |
False |
False |
2,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.3 |
2.618 |
1,743.7 |
1.618 |
1,708.4 |
1.000 |
1,686.6 |
0.618 |
1,673.1 |
HIGH |
1,651.3 |
0.618 |
1,637.8 |
0.500 |
1,633.7 |
0.382 |
1,629.5 |
LOW |
1,616.0 |
0.618 |
1,594.2 |
1.000 |
1,580.7 |
1.618 |
1,558.9 |
2.618 |
1,523.6 |
4.250 |
1,466.0 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,636.6 |
1,637.9 |
PP |
1,635.1 |
1,637.8 |
S1 |
1,633.7 |
1,637.7 |
|