Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,669.0 |
1,683.8 |
14.8 |
0.9% |
1,640.5 |
High |
1,685.5 |
1,696.8 |
11.3 |
0.7% |
1,693.9 |
Low |
1,662.5 |
1,665.4 |
2.9 |
0.2% |
1,639.9 |
Close |
1,683.0 |
1,676.6 |
-6.4 |
-0.4% |
1,683.0 |
Range |
23.0 |
31.4 |
8.4 |
36.5% |
54.0 |
ATR |
50.4 |
49.1 |
-1.4 |
-2.7% |
0.0 |
Volume |
92,569 |
106,229 |
13,660 |
14.8% |
496,813 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.8 |
1,756.6 |
1,693.9 |
|
R3 |
1,742.4 |
1,725.2 |
1,685.2 |
|
R2 |
1,711.0 |
1,711.0 |
1,682.4 |
|
R1 |
1,693.8 |
1,693.8 |
1,679.5 |
1,686.7 |
PP |
1,679.6 |
1,679.6 |
1,679.6 |
1,676.1 |
S1 |
1,662.4 |
1,662.4 |
1,673.7 |
1,655.3 |
S2 |
1,648.2 |
1,648.2 |
1,670.8 |
|
S3 |
1,616.8 |
1,631.0 |
1,668.0 |
|
S4 |
1,585.4 |
1,599.6 |
1,659.3 |
|
|
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 |
1,696.8 |
1,654.3 |
42.5 |
2.5% |
29.9 |
1.8% |
52% |
True |
False |
103,320 |
10 |
1,696.8 |
1,596.6 |
100.2 |
6.0% |
39.0 |
2.3% |
80% |
True |
False |
117,907 |
20 |
1,819.4 |
1,535.0 |
284.4 |
17.0% |
53.1 |
3.2% |
50% |
False |
False |
166,867 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.2% |
56.8 |
3.4% |
36% |
False |
False |
200,547 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.2% |
50.1 |
3.0% |
36% |
False |
False |
196,304 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.4% |
42.6 |
2.5% |
44% |
False |
False |
151,568 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.4% |
37.6 |
2.2% |
44% |
False |
False |
122,069 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.3% |
35.5 |
2.1% |
46% |
False |
False |
102,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.3 |
2.618 |
1,779.0 |
1.618 |
1,747.6 |
1.000 |
1,728.2 |
0.618 |
1,716.2 |
HIGH |
1,696.8 |
0.618 |
1,684.8 |
0.500 |
1,681.1 |
0.382 |
1,677.4 |
LOW |
1,665.4 |
0.618 |
1,646.0 |
1.000 |
1,634.0 |
1.618 |
1,614.6 |
2.618 |
1,583.2 |
4.250 |
1,532.0 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,681.1 |
1,676.3 |
PP |
1,679.6 |
1,675.9 |
S1 |
1,678.1 |
1,675.6 |
|