Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,654.1 |
1,707.1 |
53.0 |
3.2% |
1,683.8 |
High |
1,710.7 |
1,728.0 |
17.3 |
1.0% |
1,696.8 |
Low |
1,644.6 |
1,696.5 |
51.9 |
3.2% |
1,604.7 |
Close |
1,700.4 |
1,723.5 |
23.1 |
1.4% |
1,636.1 |
Range |
66.1 |
31.5 |
-34.6 |
-52.3% |
92.1 |
ATR |
46.5 |
45.4 |
-1.1 |
-2.3% |
0.0 |
Volume |
178,244 |
142,811 |
-35,433 |
-19.9% |
679,730 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.5 |
1,798.5 |
1,740.8 |
|
R3 |
1,779.0 |
1,767.0 |
1,732.2 |
|
R2 |
1,747.5 |
1,747.5 |
1,729.3 |
|
R1 |
1,735.5 |
1,735.5 |
1,726.4 |
1,741.5 |
PP |
1,716.0 |
1,716.0 |
1,716.0 |
1,719.0 |
S1 |
1,704.0 |
1,704.0 |
1,720.6 |
1,710.0 |
S2 |
1,684.5 |
1,684.5 |
1,717.7 |
|
S3 |
1,653.0 |
1,672.5 |
1,714.8 |
|
S4 |
1,621.5 |
1,641.0 |
1,706.2 |
|
|
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 |
1,728.0 |
1,604.7 |
123.3 |
7.2% |
40.6 |
2.4% |
96% |
True |
False |
142,887 |
10 |
1,728.0 |
1,604.7 |
123.3 |
7.2% |
36.5 |
2.1% |
96% |
True |
False |
130,195 |
20 |
1,728.0 |
1,585.0 |
143.0 |
8.3% |
40.2 |
2.3% |
97% |
True |
False |
131,174 |
40 |
1,923.7 |
1,535.0 |
388.7 |
22.6% |
51.2 |
3.0% |
48% |
False |
False |
176,839 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.6% |
52.0 |
3.0% |
48% |
False |
False |
199,058 |
80 |
1,923.7 |
1,512.8 |
410.9 |
23.8% |
44.4 |
2.6% |
51% |
False |
False |
163,291 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.7% |
39.2 |
2.3% |
55% |
False |
False |
131,810 |
120 |
1,923.7 |
1,475.0 |
448.7 |
26.0% |
35.9 |
2.1% |
55% |
False |
False |
110,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.9 |
2.618 |
1,810.5 |
1.618 |
1,779.0 |
1.000 |
1,759.5 |
0.618 |
1,747.5 |
HIGH |
1,728.0 |
0.618 |
1,716.0 |
0.500 |
1,712.3 |
0.382 |
1,708.5 |
LOW |
1,696.5 |
0.618 |
1,677.0 |
1.000 |
1,665.0 |
1.618 |
1,645.5 |
2.618 |
1,614.0 |
4.250 |
1,562.6 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,719.8 |
1,709.8 |
PP |
1,716.0 |
1,696.0 |
S1 |
1,712.3 |
1,682.3 |
|