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 |
11,912.63 |
11,707.76 |
-204.87 |
-1.7% |
11,643.35 |
High |
11,912.86 |
11,891.21 |
-21.65 |
-0.2% |
11,812.46 |
Low |
11,682.52 |
11,694.36 |
11.84 |
0.1% |
11,296.12 |
Close |
11,706.62 |
11,869.04 |
162.42 |
1.4% |
11,808.79 |
Range |
230.34 |
196.85 |
-33.49 |
-14.5% |
516.34 |
ATR |
239.11 |
236.10 |
-3.02 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,408.75 |
12,335.75 |
11,977.31 |
|
R3 |
12,211.90 |
12,138.90 |
11,923.17 |
|
R2 |
12,015.05 |
12,015.05 |
11,905.13 |
|
R1 |
11,942.05 |
11,942.05 |
11,887.08 |
11,978.55 |
PP |
11,818.20 |
11,818.20 |
11,818.20 |
11,836.46 |
S1 |
11,745.20 |
11,745.20 |
11,851.00 |
11,781.70 |
S2 |
11,621.35 |
11,621.35 |
11,832.95 |
|
S3 |
11,424.50 |
11,548.35 |
11,814.91 |
|
S4 |
11,227.65 |
11,351.50 |
11,760.77 |
|
|
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 |
4.6% |
204.38 |
1.7% |
87% |
False |
False |
|
10 |
11,940.75 |
11,296.12 |
644.63 |
5.4% |
211.65 |
1.8% |
89% |
False |
False |
|
20 |
11,940.75 |
10,404.49 |
1,536.26 |
12.9% |
234.92 |
2.0% |
95% |
False |
False |
|
40 |
11,940.75 |
10,404.49 |
1,536.26 |
12.9% |
250.12 |
2.1% |
95% |
False |
False |
|
60 |
11,940.75 |
10,404.49 |
1,536.26 |
12.9% |
283.80 |
2.4% |
95% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
252.65 |
2.1% |
62% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
229.92 |
1.9% |
62% |
False |
False |
|
120 |
12,781.06 |
10,404.49 |
2,376.57 |
20.0% |
214.08 |
1.8% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,727.82 |
2.618 |
12,406.56 |
1.618 |
12,209.71 |
1.000 |
12,088.06 |
0.618 |
12,012.86 |
HIGH |
11,891.21 |
0.618 |
11,816.01 |
0.500 |
11,792.79 |
0.382 |
11,769.56 |
LOW |
11,694.36 |
0.618 |
11,572.71 |
1.000 |
11,497.51 |
1.618 |
11,375.86 |
2.618 |
11,179.01 |
4.250 |
10,857.75 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,843.62 |
11,849.91 |
PP |
11,818.20 |
11,830.77 |
S1 |
11,792.79 |
11,811.64 |
|