Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,643.0 |
1,654.1 |
11.1 |
0.7% |
1,683.8 |
High |
1,663.3 |
1,710.7 |
47.4 |
2.8% |
1,696.8 |
Low |
1,636.6 |
1,644.6 |
8.0 |
0.5% |
1,604.7 |
Close |
1,652.3 |
1,700.4 |
48.1 |
2.9% |
1,636.1 |
Range |
26.7 |
66.1 |
39.4 |
147.6% |
92.1 |
ATR |
45.0 |
46.5 |
1.5 |
3.3% |
0.0 |
Volume |
102,408 |
178,244 |
75,836 |
74.1% |
679,730 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.5 |
1,858.1 |
1,736.8 |
|
R3 |
1,817.4 |
1,792.0 |
1,718.6 |
|
R2 |
1,751.3 |
1,751.3 |
1,712.5 |
|
R1 |
1,725.9 |
1,725.9 |
1,706.5 |
1,738.6 |
PP |
1,685.2 |
1,685.2 |
1,685.2 |
1,691.6 |
S1 |
1,659.8 |
1,659.8 |
1,694.3 |
1,672.5 |
S2 |
1,619.1 |
1,619.1 |
1,688.3 |
|
S3 |
1,553.0 |
1,593.7 |
1,682.2 |
|
S4 |
1,486.9 |
1,527.6 |
1,664.0 |
|
|
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 |
1,710.7 |
1,604.7 |
106.0 |
6.2% |
39.5 |
2.3% |
90% |
True |
False |
136,104 |
10 |
1,710.7 |
1,604.7 |
106.0 |
6.2% |
36.6 |
2.1% |
90% |
True |
False |
126,676 |
20 |
1,710.7 |
1,585.0 |
125.7 |
7.4% |
42.2 |
2.5% |
92% |
True |
False |
134,062 |
40 |
1,923.7 |
1,535.0 |
388.7 |
22.9% |
51.9 |
3.1% |
43% |
False |
False |
177,684 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.9% |
52.2 |
3.1% |
43% |
False |
False |
199,296 |
80 |
1,923.7 |
1,489.2 |
434.5 |
25.6% |
44.4 |
2.6% |
49% |
False |
False |
161,572 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.0% |
39.0 |
2.3% |
50% |
False |
False |
130,407 |
120 |
1,923.7 |
1,474.7 |
449.0 |
26.4% |
35.8 |
2.1% |
50% |
False |
False |
109,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.6 |
2.618 |
1,883.7 |
1.618 |
1,817.6 |
1.000 |
1,776.8 |
0.618 |
1,751.5 |
HIGH |
1,710.7 |
0.618 |
1,685.4 |
0.500 |
1,677.7 |
0.382 |
1,669.9 |
LOW |
1,644.6 |
0.618 |
1,603.8 |
1.000 |
1,578.5 |
1.618 |
1,537.7 |
2.618 |
1,471.6 |
4.250 |
1,363.7 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,692.8 |
1,687.5 |
PP |
1,685.2 |
1,674.6 |
S1 |
1,677.7 |
1,661.8 |
|