Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,193.25 |
1,190.75 |
-2.50 |
-0.2% |
1,150.50 |
High |
1,197.75 |
1,215.00 |
17.25 |
1.4% |
1,215.00 |
Low |
1,179.50 |
1,187.25 |
7.75 |
0.7% |
1,150.50 |
Close |
1,191.75 |
1,213.00 |
21.25 |
1.8% |
1,213.00 |
Range |
18.25 |
27.75 |
9.50 |
52.1% |
64.50 |
ATR |
33.55 |
33.14 |
-0.41 |
-1.2% |
0.00 |
Volume |
1,622 |
3,165 |
1,543 |
95.1% |
8,927 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.25 |
1,278.50 |
1,228.25 |
|
R3 |
1,260.50 |
1,250.75 |
1,220.75 |
|
R2 |
1,232.75 |
1,232.75 |
1,218.00 |
|
R1 |
1,223.00 |
1,223.00 |
1,215.50 |
1,228.00 |
PP |
1,205.00 |
1,205.00 |
1,205.00 |
1,207.50 |
S1 |
1,195.25 |
1,195.25 |
1,210.50 |
1,200.00 |
S2 |
1,177.25 |
1,177.25 |
1,208.00 |
|
S3 |
1,149.50 |
1,167.50 |
1,205.25 |
|
S4 |
1,121.75 |
1,139.75 |
1,197.75 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.25 |
1,364.25 |
1,248.50 |
|
R3 |
1,321.75 |
1,299.75 |
1,230.75 |
|
R2 |
1,257.25 |
1,257.25 |
1,224.75 |
|
R1 |
1,235.25 |
1,235.25 |
1,219.00 |
1,246.25 |
PP |
1,192.75 |
1,192.75 |
1,192.75 |
1,198.50 |
S1 |
1,170.75 |
1,170.75 |
1,207.00 |
1,181.75 |
S2 |
1,128.25 |
1,128.25 |
1,201.25 |
|
S3 |
1,063.75 |
1,106.25 |
1,195.25 |
|
S4 |
999.25 |
1,041.75 |
1,177.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,215.00 |
1,150.50 |
64.50 |
5.3% |
25.75 |
2.1% |
97% |
True |
False |
1,785 |
10 |
1,215.00 |
1,062.00 |
153.00 |
12.6% |
32.00 |
2.6% |
99% |
True |
False |
1,985 |
20 |
1,215.00 |
1,062.00 |
153.00 |
12.6% |
34.75 |
2.9% |
99% |
True |
False |
1,616 |
40 |
1,217.75 |
1,062.00 |
155.75 |
12.8% |
33.25 |
2.7% |
97% |
False |
False |
908 |
60 |
1,335.75 |
1,062.00 |
273.75 |
22.6% |
35.00 |
2.9% |
55% |
False |
False |
620 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.1% |
30.50 |
2.5% |
54% |
False |
False |
471 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.1% |
25.50 |
2.1% |
54% |
False |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.00 |
2.618 |
1,287.75 |
1.618 |
1,260.00 |
1.000 |
1,242.75 |
0.618 |
1,232.25 |
HIGH |
1,215.00 |
0.618 |
1,204.50 |
0.500 |
1,201.00 |
0.382 |
1,197.75 |
LOW |
1,187.25 |
0.618 |
1,170.00 |
1.000 |
1,159.50 |
1.618 |
1,142.25 |
2.618 |
1,114.50 |
4.250 |
1,069.25 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,209.00 |
1,207.00 |
PP |
1,205.00 |
1,201.00 |
S1 |
1,201.00 |
1,195.00 |
|