Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,683.8 |
1,672.5 |
-11.3 |
-0.7% |
1,640.5 |
High |
1,696.8 |
1,678.2 |
-18.6 |
-1.1% |
1,693.9 |
Low |
1,665.4 |
1,628.2 |
-37.2 |
-2.2% |
1,639.9 |
Close |
1,676.6 |
1,652.8 |
-23.8 |
-1.4% |
1,683.0 |
Range |
31.4 |
50.0 |
18.6 |
59.2% |
54.0 |
ATR |
49.1 |
49.1 |
0.1 |
0.1% |
0.0 |
Volume |
106,229 |
173,631 |
67,402 |
63.4% |
496,813 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.1 |
1,777.9 |
1,680.3 |
|
R3 |
1,753.1 |
1,727.9 |
1,666.6 |
|
R2 |
1,703.1 |
1,703.1 |
1,662.0 |
|
R1 |
1,677.9 |
1,677.9 |
1,657.4 |
1,665.5 |
PP |
1,653.1 |
1,653.1 |
1,653.1 |
1,646.9 |
S1 |
1,627.9 |
1,627.9 |
1,648.2 |
1,615.5 |
S2 |
1,603.1 |
1,603.1 |
1,643.6 |
|
S3 |
1,553.1 |
1,577.9 |
1,639.1 |
|
S4 |
1,503.1 |
1,527.9 |
1,625.3 |
|
|
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 |
1,628.2 |
68.6 |
4.2% |
33.6 |
2.0% |
36% |
False |
True |
117,249 |
10 |
1,696.8 |
1,596.6 |
100.2 |
6.1% |
35.6 |
2.2% |
56% |
False |
False |
116,267 |
20 |
1,819.4 |
1,535.0 |
284.4 |
17.2% |
53.5 |
3.2% |
41% |
False |
False |
167,532 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
57.0 |
3.4% |
30% |
False |
False |
198,957 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
50.6 |
3.1% |
30% |
False |
False |
198,346 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.8% |
42.9 |
2.6% |
39% |
False |
False |
153,640 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.8% |
37.9 |
2.3% |
39% |
False |
False |
123,753 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.7% |
35.8 |
2.2% |
41% |
False |
False |
103,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,890.7 |
2.618 |
1,809.1 |
1.618 |
1,759.1 |
1.000 |
1,728.2 |
0.618 |
1,709.1 |
HIGH |
1,678.2 |
0.618 |
1,659.1 |
0.500 |
1,653.2 |
0.382 |
1,647.3 |
LOW |
1,628.2 |
0.618 |
1,597.3 |
1.000 |
1,578.2 |
1.618 |
1,547.3 |
2.618 |
1,497.3 |
4.250 |
1,415.7 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,653.2 |
1,662.5 |
PP |
1,653.1 |
1,659.3 |
S1 |
1,652.9 |
1,656.0 |
|