Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,195.50 |
1,216.00 |
20.50 |
1.7% |
1,150.50 |
High |
1,223.25 |
1,221.00 |
-2.25 |
-0.2% |
1,215.00 |
Low |
1,179.75 |
1,195.75 |
16.00 |
1.4% |
1,150.50 |
Close |
1,217.00 |
1,200.50 |
-16.50 |
-1.4% |
1,213.00 |
Range |
43.50 |
25.25 |
-18.25 |
-42.0% |
64.50 |
ATR |
34.12 |
33.48 |
-0.63 |
-1.9% |
0.00 |
Volume |
4,736 |
3,504 |
-1,232 |
-26.0% |
8,927 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.50 |
1,266.25 |
1,214.50 |
|
R3 |
1,256.25 |
1,241.00 |
1,207.50 |
|
R2 |
1,231.00 |
1,231.00 |
1,205.25 |
|
R1 |
1,215.75 |
1,215.75 |
1,202.75 |
1,210.75 |
PP |
1,205.75 |
1,205.75 |
1,205.75 |
1,203.25 |
S1 |
1,190.50 |
1,190.50 |
1,198.25 |
1,185.50 |
S2 |
1,180.50 |
1,180.50 |
1,195.75 |
|
S3 |
1,155.25 |
1,165.25 |
1,193.50 |
|
S4 |
1,130.00 |
1,140.00 |
1,186.50 |
|
|
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 |
1,179.50 |
45.00 |
3.7% |
30.25 |
2.5% |
47% |
False |
False |
2,889 |
10 |
1,224.50 |
1,123.00 |
101.50 |
8.5% |
29.50 |
2.4% |
76% |
False |
False |
2,270 |
20 |
1,224.50 |
1,062.00 |
162.50 |
13.5% |
35.25 |
2.9% |
85% |
False |
False |
1,981 |
40 |
1,224.50 |
1,062.00 |
162.50 |
13.5% |
33.25 |
2.8% |
85% |
False |
False |
1,129 |
60 |
1,316.50 |
1,062.00 |
254.50 |
21.2% |
36.00 |
3.0% |
54% |
False |
False |
781 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.4% |
31.50 |
2.6% |
49% |
False |
False |
591 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.4% |
26.50 |
2.2% |
49% |
False |
False |
474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.25 |
2.618 |
1,287.00 |
1.618 |
1,261.75 |
1.000 |
1,246.25 |
0.618 |
1,236.50 |
HIGH |
1,221.00 |
0.618 |
1,211.25 |
0.500 |
1,208.50 |
0.382 |
1,205.50 |
LOW |
1,195.75 |
0.618 |
1,180.25 |
1.000 |
1,170.50 |
1.618 |
1,155.00 |
2.618 |
1,129.75 |
4.250 |
1,088.50 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,208.50 |
1,202.00 |
PP |
1,205.75 |
1,201.50 |
S1 |
1,203.00 |
1,201.00 |
|