Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,645.3 |
1,620.9 |
-24.4 |
-1.5% |
1,683.8 |
High |
1,646.5 |
1,649.8 |
3.3 |
0.2% |
1,696.8 |
Low |
1,604.7 |
1,612.8 |
8.1 |
0.5% |
1,604.7 |
Close |
1,612.9 |
1,636.1 |
23.2 |
1.4% |
1,636.1 |
Range |
41.8 |
37.0 |
-4.8 |
-11.5% |
92.1 |
ATR |
47.1 |
46.4 |
-0.7 |
-1.5% |
0.0 |
Volume |
176,712 |
114,264 |
-62,448 |
-35.3% |
679,730 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,743.9 |
1,727.0 |
1,656.5 |
|
R3 |
1,706.9 |
1,690.0 |
1,646.3 |
|
R2 |
1,669.9 |
1,669.9 |
1,642.9 |
|
R1 |
1,653.0 |
1,653.0 |
1,639.5 |
1,661.5 |
PP |
1,632.9 |
1,632.9 |
1,632.9 |
1,637.1 |
S1 |
1,616.0 |
1,616.0 |
1,632.7 |
1,624.5 |
S2 |
1,595.9 |
1,595.9 |
1,629.3 |
|
S3 |
1,558.9 |
1,579.0 |
1,625.9 |
|
S4 |
1,521.9 |
1,542.0 |
1,615.8 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.2 |
1,871.2 |
1,686.8 |
|
R3 |
1,830.1 |
1,779.1 |
1,661.4 |
|
R2 |
1,738.0 |
1,738.0 |
1,653.0 |
|
R1 |
1,687.0 |
1,687.0 |
1,644.5 |
1,666.5 |
PP |
1,645.9 |
1,645.9 |
1,645.9 |
1,635.6 |
S1 |
1,594.9 |
1,594.9 |
1,627.7 |
1,574.4 |
S2 |
1,553.8 |
1,553.8 |
1,619.2 |
|
S3 |
1,461.7 |
1,502.8 |
1,610.8 |
|
S4 |
1,369.6 |
1,410.7 |
1,585.4 |
|
|
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 |
5.6% |
37.2 |
2.3% |
34% |
False |
False |
135,946 |
10 |
1,696.8 |
1,604.7 |
92.1 |
5.6% |
34.4 |
2.1% |
34% |
False |
False |
117,654 |
20 |
1,696.8 |
1,535.0 |
161.8 |
9.9% |
47.2 |
2.9% |
62% |
False |
False |
148,697 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.8% |
52.9 |
3.2% |
26% |
False |
False |
181,433 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.8% |
51.5 |
3.1% |
26% |
False |
False |
199,331 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.1% |
43.8 |
2.7% |
35% |
False |
False |
158,330 |
100 |
1,923.7 |
1,481.0 |
442.7 |
27.1% |
38.5 |
2.4% |
35% |
False |
False |
127,655 |
120 |
1,923.7 |
1,465.9 |
457.8 |
28.0% |
35.8 |
2.2% |
37% |
False |
False |
107,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.1 |
2.618 |
1,746.7 |
1.618 |
1,709.7 |
1.000 |
1,686.8 |
0.618 |
1,672.7 |
HIGH |
1,649.8 |
0.618 |
1,635.7 |
0.500 |
1,631.3 |
0.382 |
1,626.9 |
LOW |
1,612.8 |
0.618 |
1,589.9 |
1.000 |
1,575.8 |
1.618 |
1,552.9 |
2.618 |
1,515.9 |
4.250 |
1,455.6 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,634.5 |
1,636.0 |
PP |
1,632.9 |
1,635.9 |
S1 |
1,631.3 |
1,635.8 |
|