Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,221.00 |
1,239.50 |
18.50 |
1.5% |
1,213.75 |
High |
1,246.50 |
1,248.00 |
1.50 |
0.1% |
1,229.75 |
Low |
1,221.00 |
1,216.25 |
-4.75 |
-0.4% |
1,179.75 |
Close |
1,241.00 |
1,218.50 |
-22.50 |
-1.8% |
1,229.00 |
Range |
25.50 |
31.75 |
6.25 |
24.5% |
50.00 |
ATR |
31.87 |
31.86 |
-0.01 |
0.0% |
0.00 |
Volume |
994 |
1,243 |
249 |
25.1% |
12,452 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.75 |
1,302.50 |
1,236.00 |
|
R3 |
1,291.00 |
1,270.75 |
1,227.25 |
|
R2 |
1,259.25 |
1,259.25 |
1,224.25 |
|
R1 |
1,239.00 |
1,239.00 |
1,221.50 |
1,233.25 |
PP |
1,227.50 |
1,227.50 |
1,227.50 |
1,224.75 |
S1 |
1,207.25 |
1,207.25 |
1,215.50 |
1,201.50 |
S2 |
1,195.75 |
1,195.75 |
1,212.75 |
|
S3 |
1,164.00 |
1,175.50 |
1,209.75 |
|
S4 |
1,132.25 |
1,143.75 |
1,201.00 |
|
|
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 |
1,248.00 |
1,186.50 |
61.50 |
5.0% |
26.50 |
2.2% |
52% |
True |
False |
1,707 |
10 |
1,248.00 |
1,175.00 |
73.00 |
6.0% |
29.50 |
2.4% |
60% |
True |
False |
2,049 |
20 |
1,248.00 |
1,062.00 |
186.00 |
15.3% |
32.25 |
2.6% |
84% |
True |
False |
1,930 |
40 |
1,248.00 |
1,062.00 |
186.00 |
15.3% |
32.50 |
2.7% |
84% |
True |
False |
1,227 |
60 |
1,271.75 |
1,062.00 |
209.75 |
17.2% |
36.25 |
3.0% |
75% |
False |
False |
865 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
31.75 |
2.6% |
56% |
False |
False |
654 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
27.50 |
2.3% |
56% |
False |
False |
525 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
23.50 |
1.9% |
56% |
False |
False |
438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.00 |
2.618 |
1,331.00 |
1.618 |
1,299.25 |
1.000 |
1,279.75 |
0.618 |
1,267.50 |
HIGH |
1,248.00 |
0.618 |
1,235.75 |
0.500 |
1,232.00 |
0.382 |
1,228.50 |
LOW |
1,216.25 |
0.618 |
1,196.75 |
1.000 |
1,184.50 |
1.618 |
1,165.00 |
2.618 |
1,133.25 |
4.250 |
1,081.25 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,232.00 |
1,225.25 |
PP |
1,227.50 |
1,223.00 |
S1 |
1,223.00 |
1,220.75 |
|