Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,656.9 |
1,645.3 |
-11.6 |
-0.7% |
1,640.5 |
High |
1,666.9 |
1,646.5 |
-20.4 |
-1.2% |
1,693.9 |
Low |
1,641.1 |
1,604.7 |
-36.4 |
-2.2% |
1,639.9 |
Close |
1,647.0 |
1,612.9 |
-34.1 |
-2.1% |
1,683.0 |
Range |
25.8 |
41.8 |
16.0 |
62.0% |
54.0 |
ATR |
47.5 |
47.1 |
-0.4 |
-0.8% |
0.0 |
Volume |
108,894 |
176,712 |
67,818 |
62.3% |
496,813 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.8 |
1,721.6 |
1,635.9 |
|
R3 |
1,705.0 |
1,679.8 |
1,624.4 |
|
R2 |
1,663.2 |
1,663.2 |
1,620.6 |
|
R1 |
1,638.0 |
1,638.0 |
1,616.7 |
1,629.7 |
PP |
1,621.4 |
1,621.4 |
1,621.4 |
1,617.2 |
S1 |
1,596.2 |
1,596.2 |
1,609.1 |
1,587.9 |
S2 |
1,579.6 |
1,579.6 |
1,605.2 |
|
S3 |
1,537.8 |
1,554.4 |
1,601.4 |
|
S4 |
1,496.0 |
1,512.6 |
1,589.9 |
|
|
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 |
1,604.7 |
92.1 |
5.7% |
34.4 |
2.1% |
9% |
False |
True |
131,607 |
10 |
1,696.8 |
1,604.7 |
92.1 |
5.7% |
34.7 |
2.2% |
9% |
False |
True |
118,367 |
20 |
1,757.9 |
1,535.0 |
222.9 |
13.8% |
51.7 |
3.2% |
35% |
False |
False |
160,002 |
40 |
1,923.7 |
1,535.0 |
388.7 |
24.1% |
53.8 |
3.3% |
20% |
False |
False |
187,305 |
60 |
1,923.7 |
1,535.0 |
388.7 |
24.1% |
51.2 |
3.2% |
20% |
False |
False |
200,270 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.4% |
43.4 |
2.7% |
30% |
False |
False |
157,039 |
100 |
1,923.7 |
1,481.0 |
442.7 |
27.4% |
38.4 |
2.4% |
30% |
False |
False |
126,546 |
120 |
1,923.7 |
1,465.9 |
457.8 |
28.4% |
35.8 |
2.2% |
32% |
False |
False |
106,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.2 |
2.618 |
1,755.9 |
1.618 |
1,714.1 |
1.000 |
1,688.3 |
0.618 |
1,672.3 |
HIGH |
1,646.5 |
0.618 |
1,630.5 |
0.500 |
1,625.6 |
0.382 |
1,620.7 |
LOW |
1,604.7 |
0.618 |
1,578.9 |
1.000 |
1,562.9 |
1.618 |
1,537.1 |
2.618 |
1,495.3 |
4.250 |
1,427.1 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,625.6 |
1,641.5 |
PP |
1,621.4 |
1,631.9 |
S1 |
1,617.1 |
1,622.4 |
|