Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,825.5 |
5,949.0 |
123.5 |
2.1% |
5,744.5 |
High |
5,999.0 |
5,992.0 |
-7.0 |
-0.1% |
6,057.0 |
Low |
5,775.5 |
5,861.5 |
86.0 |
1.5% |
5,675.0 |
Close |
5,887.0 |
5,932.5 |
45.5 |
0.8% |
5,979.5 |
Range |
223.5 |
130.5 |
-93.0 |
-41.6% |
382.0 |
ATR |
214.7 |
208.7 |
-6.0 |
-2.8% |
0.0 |
Volume |
454 |
196 |
-258 |
-56.8% |
2,637 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,320.2 |
6,256.8 |
6,004.3 |
|
R3 |
6,189.7 |
6,126.3 |
5,968.4 |
|
R2 |
6,059.2 |
6,059.2 |
5,956.4 |
|
R1 |
5,995.8 |
5,995.8 |
5,944.5 |
5,962.3 |
PP |
5,928.7 |
5,928.7 |
5,928.7 |
5,911.9 |
S1 |
5,865.3 |
5,865.3 |
5,920.5 |
5,831.8 |
S2 |
5,798.2 |
5,798.2 |
5,908.6 |
|
S3 |
5,667.7 |
5,734.8 |
5,896.6 |
|
S4 |
5,537.2 |
5,604.3 |
5,860.7 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,049.8 |
6,896.7 |
6,189.6 |
|
R3 |
6,667.8 |
6,514.7 |
6,084.6 |
|
R2 |
6,285.8 |
6,285.8 |
6,049.5 |
|
R1 |
6,132.7 |
6,132.7 |
6,014.5 |
6,209.3 |
PP |
5,903.8 |
5,903.8 |
5,903.8 |
5,942.1 |
S1 |
5,750.7 |
5,750.7 |
5,944.5 |
5,827.3 |
S2 |
5,521.8 |
5,521.8 |
5,909.5 |
|
S3 |
5,139.8 |
5,368.7 |
5,874.5 |
|
S4 |
4,757.8 |
4,986.7 |
5,769.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,100.5 |
5,775.5 |
325.0 |
5.5% |
183.2 |
3.1% |
48% |
False |
False |
480 |
10 |
6,100.5 |
5,491.0 |
609.5 |
10.3% |
180.8 |
3.0% |
72% |
False |
False |
548 |
20 |
6,100.5 |
5,001.0 |
1,099.5 |
18.5% |
194.4 |
3.3% |
85% |
False |
False |
533 |
40 |
6,100.5 |
4,988.0 |
1,112.5 |
18.8% |
189.9 |
3.2% |
85% |
False |
False |
2,239 |
60 |
7,350.0 |
4,988.0 |
2,362.0 |
39.8% |
215.4 |
3.6% |
40% |
False |
False |
1,549 |
80 |
7,570.5 |
4,988.0 |
2,582.5 |
43.5% |
177.9 |
3.0% |
37% |
False |
False |
1,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,546.6 |
2.618 |
6,333.6 |
1.618 |
6,203.1 |
1.000 |
6,122.5 |
0.618 |
6,072.6 |
HIGH |
5,992.0 |
0.618 |
5,942.1 |
0.500 |
5,926.8 |
0.382 |
5,911.4 |
LOW |
5,861.5 |
0.618 |
5,780.9 |
1.000 |
5,731.0 |
1.618 |
5,650.4 |
2.618 |
5,519.9 |
4.250 |
5,306.9 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,930.6 |
5,938.0 |
PP |
5,928.7 |
5,936.2 |
S1 |
5,926.8 |
5,934.3 |
|