Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,618.0 |
1,643.2 |
25.2 |
1.6% |
1,685.7 |
High |
1,651.3 |
1,664.3 |
13.0 |
0.8% |
1,698.4 |
Low |
1,616.0 |
1,639.0 |
23.0 |
1.4% |
1,607.3 |
Close |
1,638.0 |
1,654.3 |
16.3 |
1.0% |
1,638.0 |
Range |
35.3 |
25.3 |
-10.0 |
-28.3% |
91.1 |
ATR |
44.6 |
43.3 |
-1.3 |
-2.9% |
0.0 |
Volume |
3,594 |
1,396 |
-2,198 |
-61.2% |
17,884 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.4 |
1,716.7 |
1,668.2 |
|
R3 |
1,703.1 |
1,691.4 |
1,661.3 |
|
R2 |
1,677.8 |
1,677.8 |
1,658.9 |
|
R1 |
1,666.1 |
1,666.1 |
1,656.6 |
1,672.0 |
PP |
1,652.5 |
1,652.5 |
1,652.5 |
1,655.5 |
S1 |
1,640.8 |
1,640.8 |
1,652.0 |
1,646.7 |
S2 |
1,627.2 |
1,627.2 |
1,649.7 |
|
S3 |
1,601.9 |
1,615.5 |
1,647.3 |
|
S4 |
1,576.6 |
1,590.2 |
1,640.4 |
|
|
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 |
1,679.5 |
1,607.3 |
72.2 |
4.4% |
35.0 |
2.1% |
65% |
False |
False |
3,522 |
10 |
1,698.4 |
1,607.3 |
91.1 |
5.5% |
31.5 |
1.9% |
52% |
False |
False |
3,126 |
20 |
1,698.4 |
1,587.3 |
111.1 |
6.7% |
39.7 |
2.4% |
60% |
False |
False |
3,617 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
49.4 |
3.0% |
29% |
False |
False |
3,451 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
49.0 |
3.0% |
29% |
False |
False |
3,711 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
41.3 |
2.5% |
39% |
False |
False |
2,955 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
35.4 |
2.1% |
39% |
False |
False |
2,407 |
120 |
1,925.1 |
1,475.9 |
449.2 |
27.2% |
32.4 |
2.0% |
40% |
False |
False |
2,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.8 |
2.618 |
1,730.5 |
1.618 |
1,705.2 |
1.000 |
1,689.6 |
0.618 |
1,679.9 |
HIGH |
1,664.3 |
0.618 |
1,654.6 |
0.500 |
1,651.7 |
0.382 |
1,648.7 |
LOW |
1,639.0 |
0.618 |
1,623.4 |
1.000 |
1,613.7 |
1.618 |
1,598.1 |
2.618 |
1,572.8 |
4.250 |
1,531.5 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,653.4 |
1,648.1 |
PP |
1,652.5 |
1,642.0 |
S1 |
1,651.7 |
1,635.8 |
|