Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,190.75 |
1,213.75 |
23.00 |
1.9% |
1,150.50 |
High |
1,215.00 |
1,224.50 |
9.50 |
0.8% |
1,215.00 |
Low |
1,187.25 |
1,187.75 |
0.50 |
0.0% |
1,150.50 |
Close |
1,213.00 |
1,187.75 |
-25.25 |
-2.1% |
1,213.00 |
Range |
27.75 |
36.75 |
9.00 |
32.4% |
64.50 |
ATR |
33.14 |
33.39 |
0.26 |
0.8% |
0.00 |
Volume |
3,165 |
1,418 |
-1,747 |
-55.2% |
8,927 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.25 |
1,285.75 |
1,208.00 |
|
R3 |
1,273.50 |
1,249.00 |
1,197.75 |
|
R2 |
1,236.75 |
1,236.75 |
1,194.50 |
|
R1 |
1,212.25 |
1,212.25 |
1,191.00 |
1,206.00 |
PP |
1,200.00 |
1,200.00 |
1,200.00 |
1,197.00 |
S1 |
1,175.50 |
1,175.50 |
1,184.50 |
1,169.50 |
S2 |
1,163.25 |
1,163.25 |
1,181.00 |
|
S3 |
1,126.50 |
1,138.75 |
1,177.75 |
|
S4 |
1,089.75 |
1,102.00 |
1,167.50 |
|
|
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 |
1,224.50 |
1,175.00 |
49.50 |
4.2% |
26.00 |
2.2% |
26% |
True |
False |
1,665 |
10 |
1,224.50 |
1,062.00 |
162.50 |
13.7% |
31.00 |
2.6% |
77% |
True |
False |
1,977 |
20 |
1,224.50 |
1,062.00 |
162.50 |
13.7% |
35.50 |
3.0% |
77% |
True |
False |
1,662 |
40 |
1,224.50 |
1,062.00 |
162.50 |
13.7% |
33.50 |
2.8% |
77% |
True |
False |
930 |
60 |
1,328.25 |
1,062.00 |
266.25 |
22.4% |
35.50 |
3.0% |
47% |
False |
False |
644 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.6% |
31.00 |
2.6% |
45% |
False |
False |
488 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.6% |
26.00 |
2.2% |
45% |
False |
False |
392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.75 |
2.618 |
1,320.75 |
1.618 |
1,284.00 |
1.000 |
1,261.25 |
0.618 |
1,247.25 |
HIGH |
1,224.50 |
0.618 |
1,210.50 |
0.500 |
1,206.00 |
0.382 |
1,201.75 |
LOW |
1,187.75 |
0.618 |
1,165.00 |
1.000 |
1,151.00 |
1.618 |
1,128.25 |
2.618 |
1,091.50 |
4.250 |
1,031.50 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,206.00 |
1,202.00 |
PP |
1,200.00 |
1,197.25 |
S1 |
1,194.00 |
1,192.50 |
|