Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,677.3 |
1,669.0 |
-8.3 |
-0.5% |
1,640.5 |
High |
1,686.1 |
1,685.5 |
-0.6 |
0.0% |
1,693.9 |
Low |
1,654.3 |
1,662.5 |
8.2 |
0.5% |
1,639.9 |
Close |
1,668.5 |
1,683.0 |
14.5 |
0.9% |
1,683.0 |
Range |
31.8 |
23.0 |
-8.8 |
-27.7% |
54.0 |
ATR |
52.6 |
50.4 |
-2.1 |
-4.0% |
0.0 |
Volume |
106,191 |
92,569 |
-13,622 |
-12.8% |
496,813 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.0 |
1,737.5 |
1,695.7 |
|
R3 |
1,723.0 |
1,714.5 |
1,689.3 |
|
R2 |
1,700.0 |
1,700.0 |
1,687.2 |
|
R1 |
1,691.5 |
1,691.5 |
1,685.1 |
1,695.8 |
PP |
1,677.0 |
1,677.0 |
1,677.0 |
1,679.1 |
S1 |
1,668.5 |
1,668.5 |
1,680.9 |
1,672.8 |
S2 |
1,654.0 |
1,654.0 |
1,678.8 |
|
S3 |
1,631.0 |
1,645.5 |
1,676.7 |
|
S4 |
1,608.0 |
1,622.5 |
1,670.4 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.3 |
1,812.6 |
1,712.7 |
|
R3 |
1,780.3 |
1,758.6 |
1,697.9 |
|
R2 |
1,726.3 |
1,726.3 |
1,692.9 |
|
R1 |
1,704.6 |
1,704.6 |
1,688.0 |
1,715.5 |
PP |
1,672.3 |
1,672.3 |
1,672.3 |
1,677.7 |
S1 |
1,650.6 |
1,650.6 |
1,678.1 |
1,661.5 |
S2 |
1,618.3 |
1,618.3 |
1,673.1 |
|
S3 |
1,564.3 |
1,596.6 |
1,668.2 |
|
S4 |
1,510.3 |
1,542.6 |
1,653.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,693.9 |
1,639.9 |
54.0 |
3.2% |
31.6 |
1.9% |
80% |
False |
False |
99,362 |
10 |
1,693.9 |
1,596.6 |
97.3 |
5.8% |
40.5 |
2.4% |
89% |
False |
False |
120,520 |
20 |
1,832.9 |
1,535.0 |
297.9 |
17.7% |
54.6 |
3.2% |
50% |
False |
False |
170,445 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.1% |
57.4 |
3.4% |
38% |
False |
False |
204,326 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.1% |
50.0 |
3.0% |
38% |
False |
False |
195,252 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.3% |
42.7 |
2.5% |
46% |
False |
False |
150,295 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.3% |
37.4 |
2.2% |
46% |
False |
False |
121,080 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.2% |
35.5 |
2.1% |
47% |
False |
False |
101,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.3 |
2.618 |
1,745.7 |
1.618 |
1,722.7 |
1.000 |
1,708.5 |
0.618 |
1,699.7 |
HIGH |
1,685.5 |
0.618 |
1,676.7 |
0.500 |
1,674.0 |
0.382 |
1,671.3 |
LOW |
1,662.5 |
0.618 |
1,648.3 |
1.000 |
1,639.5 |
1.618 |
1,625.3 |
2.618 |
1,602.3 |
4.250 |
1,564.8 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,680.0 |
1,680.0 |
PP |
1,677.0 |
1,677.1 |
S1 |
1,674.0 |
1,674.1 |
|