Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,200.25 |
1,202.50 |
2.25 |
0.2% |
1,213.75 |
High |
1,209.75 |
1,229.75 |
20.00 |
1.7% |
1,229.75 |
Low |
1,186.50 |
1,202.50 |
16.00 |
1.3% |
1,179.75 |
Close |
1,204.00 |
1,229.00 |
25.00 |
2.1% |
1,229.00 |
Range |
23.25 |
27.25 |
4.00 |
17.2% |
50.00 |
ATR |
32.75 |
32.36 |
-0.39 |
-1.2% |
0.00 |
Volume |
1,369 |
1,425 |
56 |
4.1% |
12,452 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.25 |
1,292.75 |
1,244.00 |
|
R3 |
1,275.00 |
1,265.50 |
1,236.50 |
|
R2 |
1,247.75 |
1,247.75 |
1,234.00 |
|
R1 |
1,238.25 |
1,238.25 |
1,231.50 |
1,243.00 |
PP |
1,220.50 |
1,220.50 |
1,220.50 |
1,222.75 |
S1 |
1,211.00 |
1,211.00 |
1,226.50 |
1,215.75 |
S2 |
1,193.25 |
1,193.25 |
1,224.00 |
|
S3 |
1,166.00 |
1,183.75 |
1,221.50 |
|
S4 |
1,138.75 |
1,156.50 |
1,214.00 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.75 |
1,346.00 |
1,256.50 |
|
R3 |
1,312.75 |
1,296.00 |
1,242.75 |
|
R2 |
1,262.75 |
1,262.75 |
1,238.25 |
|
R1 |
1,246.00 |
1,246.00 |
1,233.50 |
1,254.50 |
PP |
1,212.75 |
1,212.75 |
1,212.75 |
1,217.00 |
S1 |
1,196.00 |
1,196.00 |
1,224.50 |
1,204.50 |
S2 |
1,162.75 |
1,162.75 |
1,219.75 |
|
S3 |
1,112.75 |
1,146.00 |
1,215.25 |
|
S4 |
1,062.75 |
1,096.00 |
1,201.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.75 |
1,179.75 |
50.00 |
4.1% |
31.25 |
2.5% |
99% |
True |
False |
2,490 |
10 |
1,229.75 |
1,150.50 |
79.25 |
6.4% |
28.50 |
2.3% |
99% |
True |
False |
2,137 |
20 |
1,229.75 |
1,062.00 |
167.75 |
13.6% |
33.25 |
2.7% |
100% |
True |
False |
2,003 |
40 |
1,229.75 |
1,062.00 |
167.75 |
13.6% |
33.00 |
2.7% |
100% |
True |
False |
1,178 |
60 |
1,297.75 |
1,062.00 |
235.75 |
19.2% |
36.25 |
2.9% |
71% |
False |
False |
828 |
80 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
31.50 |
2.6% |
59% |
False |
False |
626 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
27.00 |
2.2% |
59% |
False |
False |
502 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
23.00 |
1.9% |
59% |
False |
False |
419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.50 |
2.618 |
1,301.00 |
1.618 |
1,273.75 |
1.000 |
1,257.00 |
0.618 |
1,246.50 |
HIGH |
1,229.75 |
0.618 |
1,219.25 |
0.500 |
1,216.00 |
0.382 |
1,213.00 |
LOW |
1,202.50 |
0.618 |
1,185.75 |
1.000 |
1,175.25 |
1.618 |
1,158.50 |
2.618 |
1,131.25 |
4.250 |
1,086.75 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,224.75 |
1,222.00 |
PP |
1,220.50 |
1,215.00 |
S1 |
1,216.00 |
1,208.00 |
|