Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,720.9 |
1,748.0 |
27.1 |
1.6% |
1,643.2 |
High |
1,753.4 |
1,755.5 |
2.1 |
0.1% |
1,755.5 |
Low |
1,710.0 |
1,735.8 |
25.8 |
1.5% |
1,639.0 |
Close |
1,749.8 |
1,749.3 |
-0.5 |
0.0% |
1,749.3 |
Range |
43.4 |
19.7 |
-23.7 |
-54.6% |
116.5 |
ATR |
43.7 |
42.0 |
-1.7 |
-3.9% |
0.0 |
Volume |
4,890 |
8,670 |
3,780 |
77.3% |
21,383 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.0 |
1,797.3 |
1,760.1 |
|
R3 |
1,786.3 |
1,777.6 |
1,754.7 |
|
R2 |
1,766.6 |
1,766.6 |
1,752.9 |
|
R1 |
1,757.9 |
1,757.9 |
1,751.1 |
1,762.3 |
PP |
1,746.9 |
1,746.9 |
1,746.9 |
1,749.0 |
S1 |
1,738.2 |
1,738.2 |
1,747.5 |
1,742.6 |
S2 |
1,727.2 |
1,727.2 |
1,745.7 |
|
S3 |
1,707.5 |
1,718.5 |
1,743.9 |
|
S4 |
1,687.8 |
1,698.8 |
1,738.5 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.1 |
2,023.2 |
1,813.4 |
|
R3 |
1,947.6 |
1,906.7 |
1,781.3 |
|
R2 |
1,831.1 |
1,831.1 |
1,770.7 |
|
R1 |
1,790.2 |
1,790.2 |
1,760.0 |
1,810.7 |
PP |
1,714.6 |
1,714.6 |
1,714.6 |
1,724.8 |
S1 |
1,673.7 |
1,673.7 |
1,738.6 |
1,694.2 |
S2 |
1,598.1 |
1,598.1 |
1,727.9 |
|
S3 |
1,481.6 |
1,557.2 |
1,717.3 |
|
S4 |
1,365.1 |
1,440.7 |
1,685.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.5 |
1,639.0 |
116.5 |
6.7% |
36.6 |
2.1% |
95% |
True |
False |
4,276 |
10 |
1,755.5 |
1,607.3 |
148.2 |
8.5% |
36.2 |
2.1% |
96% |
True |
False |
3,926 |
20 |
1,755.5 |
1,599.4 |
156.1 |
8.9% |
37.2 |
2.1% |
96% |
True |
False |
3,783 |
40 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
49.3 |
2.8% |
54% |
False |
False |
3,838 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
49.6 |
2.8% |
54% |
False |
False |
3,777 |
80 |
1,925.1 |
1,529.3 |
395.8 |
22.6% |
42.2 |
2.4% |
56% |
False |
False |
3,171 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.3% |
36.7 |
2.1% |
60% |
False |
False |
2,599 |
120 |
1,925.1 |
1,477.1 |
448.0 |
25.6% |
32.9 |
1.9% |
61% |
False |
False |
2,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.2 |
2.618 |
1,807.1 |
1.618 |
1,787.4 |
1.000 |
1,775.2 |
0.618 |
1,767.7 |
HIGH |
1,755.5 |
0.618 |
1,748.0 |
0.500 |
1,745.7 |
0.382 |
1,743.3 |
LOW |
1,735.8 |
0.618 |
1,723.6 |
1.000 |
1,716.1 |
1.618 |
1,703.9 |
2.618 |
1,684.2 |
4.250 |
1,652.1 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,748.1 |
1,742.1 |
PP |
1,746.9 |
1,734.9 |
S1 |
1,745.7 |
1,727.8 |
|