Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,235.50 |
1,276.50 |
41.00 |
3.3% |
1,221.00 |
High |
1,283.00 |
1,277.75 |
-5.25 |
-0.4% |
1,283.00 |
Low |
1,232.25 |
1,267.25 |
35.00 |
2.8% |
1,210.75 |
Close |
1,276.50 |
1,275.00 |
-1.50 |
-0.1% |
1,275.00 |
Range |
50.75 |
10.50 |
-40.25 |
-79.3% |
72.25 |
ATR |
32.82 |
31.23 |
-1.59 |
-4.9% |
0.00 |
Volume |
2,197 |
3,814 |
1,617 |
73.6% |
10,844 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.75 |
1,300.50 |
1,280.75 |
|
R3 |
1,294.25 |
1,290.00 |
1,278.00 |
|
R2 |
1,283.75 |
1,283.75 |
1,277.00 |
|
R1 |
1,279.50 |
1,279.50 |
1,276.00 |
1,276.50 |
PP |
1,273.25 |
1,273.25 |
1,273.25 |
1,271.75 |
S1 |
1,269.00 |
1,269.00 |
1,274.00 |
1,266.00 |
S2 |
1,262.75 |
1,262.75 |
1,273.00 |
|
S3 |
1,252.25 |
1,258.50 |
1,272.00 |
|
S4 |
1,241.75 |
1,248.00 |
1,269.25 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.00 |
1,446.25 |
1,314.75 |
|
R3 |
1,400.75 |
1,374.00 |
1,294.75 |
|
R2 |
1,328.50 |
1,328.50 |
1,288.25 |
|
R1 |
1,301.75 |
1,301.75 |
1,281.50 |
1,315.00 |
PP |
1,256.25 |
1,256.25 |
1,256.25 |
1,263.00 |
S1 |
1,229.50 |
1,229.50 |
1,268.50 |
1,243.00 |
S2 |
1,184.00 |
1,184.00 |
1,261.75 |
|
S3 |
1,111.75 |
1,157.25 |
1,255.25 |
|
S4 |
1,039.50 |
1,085.00 |
1,235.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,283.00 |
1,210.75 |
72.25 |
5.7% |
28.75 |
2.3% |
89% |
False |
False |
2,168 |
10 |
1,283.00 |
1,179.75 |
103.25 |
8.1% |
30.00 |
2.4% |
92% |
False |
False |
2,329 |
20 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
31.00 |
2.4% |
96% |
False |
False |
2,157 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
32.75 |
2.6% |
96% |
False |
False |
1,439 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
35.50 |
2.8% |
96% |
False |
False |
1,006 |
80 |
1,342.75 |
1,062.00 |
280.75 |
22.0% |
32.50 |
2.5% |
76% |
False |
False |
761 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.0% |
28.50 |
2.2% |
76% |
False |
False |
611 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.0% |
24.25 |
1.9% |
76% |
False |
False |
509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.50 |
2.618 |
1,305.25 |
1.618 |
1,294.75 |
1.000 |
1,288.25 |
0.618 |
1,284.25 |
HIGH |
1,277.75 |
0.618 |
1,273.75 |
0.500 |
1,272.50 |
0.382 |
1,271.25 |
LOW |
1,267.25 |
0.618 |
1,260.75 |
1.000 |
1,256.75 |
1.618 |
1,250.25 |
2.618 |
1,239.75 |
4.250 |
1,222.50 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,274.25 |
1,265.50 |
PP |
1,273.25 |
1,256.25 |
S1 |
1,272.50 |
1,247.00 |
|