Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,239.50 |
1,219.00 |
-20.50 |
-1.7% |
1,213.75 |
High |
1,248.00 |
1,236.00 |
-12.00 |
-1.0% |
1,229.75 |
Low |
1,216.25 |
1,210.75 |
-5.50 |
-0.5% |
1,179.75 |
Close |
1,218.50 |
1,231.50 |
13.00 |
1.1% |
1,229.00 |
Range |
31.75 |
25.25 |
-6.50 |
-20.5% |
50.00 |
ATR |
31.86 |
31.39 |
-0.47 |
-1.5% |
0.00 |
Volume |
1,243 |
2,596 |
1,353 |
108.8% |
12,452 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.75 |
1,292.00 |
1,245.50 |
|
R3 |
1,276.50 |
1,266.75 |
1,238.50 |
|
R2 |
1,251.25 |
1,251.25 |
1,236.25 |
|
R1 |
1,241.50 |
1,241.50 |
1,233.75 |
1,246.50 |
PP |
1,226.00 |
1,226.00 |
1,226.00 |
1,228.50 |
S1 |
1,216.25 |
1,216.25 |
1,229.25 |
1,221.00 |
S2 |
1,200.75 |
1,200.75 |
1,226.75 |
|
S3 |
1,175.50 |
1,191.00 |
1,224.50 |
|
S4 |
1,150.25 |
1,165.75 |
1,217.50 |
|
|
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% |
73% |
False |
False |
1,525 |
10 |
1,248.00 |
1,179.50 |
68.50 |
5.6% |
28.50 |
2.3% |
76% |
False |
False |
2,207 |
20 |
1,248.00 |
1,062.00 |
186.00 |
15.1% |
31.75 |
2.6% |
91% |
False |
False |
1,994 |
40 |
1,248.00 |
1,062.00 |
186.00 |
15.1% |
32.50 |
2.6% |
91% |
False |
False |
1,291 |
60 |
1,252.50 |
1,062.00 |
190.50 |
15.5% |
36.00 |
2.9% |
89% |
False |
False |
908 |
80 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
32.00 |
2.6% |
60% |
False |
False |
686 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
27.75 |
2.3% |
60% |
False |
False |
551 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
23.75 |
1.9% |
60% |
False |
False |
459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.25 |
2.618 |
1,302.00 |
1.618 |
1,276.75 |
1.000 |
1,261.25 |
0.618 |
1,251.50 |
HIGH |
1,236.00 |
0.618 |
1,226.25 |
0.500 |
1,223.50 |
0.382 |
1,220.50 |
LOW |
1,210.75 |
0.618 |
1,195.25 |
1.000 |
1,185.50 |
1.618 |
1,170.00 |
2.618 |
1,144.75 |
4.250 |
1,103.50 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,228.75 |
1,230.75 |
PP |
1,226.00 |
1,230.00 |
S1 |
1,223.50 |
1,229.50 |
|