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 |
11,807.96 |
11,912.63 |
104.67 |
0.9% |
11,643.35 |
High |
11,940.75 |
11,912.86 |
-27.89 |
-0.2% |
11,812.46 |
Low |
11,805.77 |
11,682.52 |
-123.25 |
-1.0% |
11,296.12 |
Close |
11,913.62 |
11,706.62 |
-207.00 |
-1.7% |
11,808.79 |
Range |
134.98 |
230.34 |
95.36 |
70.6% |
516.34 |
ATR |
239.73 |
239.11 |
-0.62 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,458.35 |
12,312.83 |
11,833.31 |
|
R3 |
12,228.01 |
12,082.49 |
11,769.96 |
|
R2 |
11,997.67 |
11,997.67 |
11,748.85 |
|
R1 |
11,852.15 |
11,852.15 |
11,727.73 |
11,809.74 |
PP |
11,767.33 |
11,767.33 |
11,767.33 |
11,746.13 |
S1 |
11,621.81 |
11,621.81 |
11,685.51 |
11,579.40 |
S2 |
11,536.99 |
11,536.99 |
11,664.39 |
|
S3 |
11,306.65 |
11,391.47 |
11,643.28 |
|
S4 |
11,076.31 |
11,161.13 |
11,579.93 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,188.14 |
13,014.81 |
12,092.78 |
|
R3 |
12,671.80 |
12,498.47 |
11,950.78 |
|
R2 |
12,155.46 |
12,155.46 |
11,903.45 |
|
R1 |
11,982.13 |
11,982.13 |
11,856.12 |
12,068.80 |
PP |
11,639.12 |
11,639.12 |
11,639.12 |
11,682.46 |
S1 |
11,465.79 |
11,465.79 |
11,761.46 |
11,552.46 |
S2 |
11,122.78 |
11,122.78 |
11,714.13 |
|
S3 |
10,606.44 |
10,949.45 |
11,666.80 |
|
S4 |
10,090.10 |
10,433.11 |
11,524.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,940.75 |
11,391.14 |
549.61 |
4.7% |
197.92 |
1.7% |
57% |
False |
False |
|
10 |
11,940.75 |
11,296.12 |
644.63 |
5.5% |
212.77 |
1.8% |
64% |
False |
False |
|
20 |
11,940.75 |
10,404.49 |
1,536.26 |
13.1% |
241.09 |
2.1% |
85% |
False |
False |
|
40 |
11,940.75 |
10,404.49 |
1,536.26 |
13.1% |
250.22 |
2.1% |
85% |
False |
False |
|
60 |
12,130.30 |
10,404.49 |
1,725.81 |
14.7% |
284.94 |
2.4% |
75% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.1% |
250.95 |
2.1% |
55% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.1% |
228.76 |
2.0% |
55% |
False |
False |
|
120 |
12,781.06 |
10,404.49 |
2,376.57 |
20.3% |
213.94 |
1.8% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,891.81 |
2.618 |
12,515.89 |
1.618 |
12,285.55 |
1.000 |
12,143.20 |
0.618 |
12,055.21 |
HIGH |
11,912.86 |
0.618 |
11,824.87 |
0.500 |
11,797.69 |
0.382 |
11,770.51 |
LOW |
11,682.52 |
0.618 |
11,540.17 |
1.000 |
11,452.18 |
1.618 |
11,309.83 |
2.618 |
11,079.49 |
4.250 |
10,703.58 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,797.69 |
11,741.80 |
PP |
11,767.33 |
11,730.07 |
S1 |
11,736.98 |
11,718.35 |
|