Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,213.75 |
1,195.50 |
-18.25 |
-1.5% |
1,150.50 |
High |
1,224.50 |
1,223.25 |
-1.25 |
-0.1% |
1,215.00 |
Low |
1,187.75 |
1,179.75 |
-8.00 |
-0.7% |
1,150.50 |
Close |
1,187.75 |
1,217.00 |
29.25 |
2.5% |
1,213.00 |
Range |
36.75 |
43.50 |
6.75 |
18.4% |
64.50 |
ATR |
33.39 |
34.12 |
0.72 |
2.2% |
0.00 |
Volume |
1,418 |
4,736 |
3,318 |
234.0% |
8,927 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.25 |
1,320.50 |
1,241.00 |
|
R3 |
1,293.75 |
1,277.00 |
1,229.00 |
|
R2 |
1,250.25 |
1,250.25 |
1,225.00 |
|
R1 |
1,233.50 |
1,233.50 |
1,221.00 |
1,242.00 |
PP |
1,206.75 |
1,206.75 |
1,206.75 |
1,210.75 |
S1 |
1,190.00 |
1,190.00 |
1,213.00 |
1,198.50 |
S2 |
1,163.25 |
1,163.25 |
1,209.00 |
|
S3 |
1,119.75 |
1,146.50 |
1,205.00 |
|
S4 |
1,076.25 |
1,103.00 |
1,193.00 |
|
|
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 |
4.1% |
32.25 |
2.6% |
85% |
False |
False |
2,392 |
10 |
1,224.50 |
1,100.50 |
124.00 |
10.2% |
30.25 |
2.5% |
94% |
False |
False |
2,288 |
20 |
1,224.50 |
1,062.00 |
162.50 |
13.4% |
36.25 |
3.0% |
95% |
False |
False |
1,853 |
40 |
1,224.50 |
1,062.00 |
162.50 |
13.4% |
33.75 |
2.8% |
95% |
False |
False |
1,043 |
60 |
1,328.00 |
1,062.00 |
266.00 |
21.9% |
36.00 |
2.9% |
58% |
False |
False |
723 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.1% |
31.25 |
2.6% |
55% |
False |
False |
548 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.1% |
26.25 |
2.2% |
55% |
False |
False |
439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.00 |
2.618 |
1,337.25 |
1.618 |
1,293.75 |
1.000 |
1,266.75 |
0.618 |
1,250.25 |
HIGH |
1,223.25 |
0.618 |
1,206.75 |
0.500 |
1,201.50 |
0.382 |
1,196.25 |
LOW |
1,179.75 |
0.618 |
1,152.75 |
1.000 |
1,136.25 |
1.618 |
1,109.25 |
2.618 |
1,065.75 |
4.250 |
995.00 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,211.75 |
1,212.00 |
PP |
1,206.75 |
1,207.00 |
S1 |
1,201.50 |
1,202.00 |
|