Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,707.1 |
1,726.9 |
19.8 |
1.2% |
1,683.8 |
High |
1,728.0 |
1,751.3 |
23.3 |
1.3% |
1,696.8 |
Low |
1,696.5 |
1,707.2 |
10.7 |
0.6% |
1,604.7 |
Close |
1,723.5 |
1,747.7 |
24.2 |
1.4% |
1,636.1 |
Range |
31.5 |
44.1 |
12.6 |
40.0% |
92.1 |
ATR |
45.4 |
45.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
142,811 |
142,272 |
-539 |
-0.4% |
679,730 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.7 |
1,851.8 |
1,772.0 |
|
R3 |
1,823.6 |
1,807.7 |
1,759.8 |
|
R2 |
1,779.5 |
1,779.5 |
1,755.8 |
|
R1 |
1,763.6 |
1,763.6 |
1,751.7 |
1,771.6 |
PP |
1,735.4 |
1,735.4 |
1,735.4 |
1,739.4 |
S1 |
1,719.5 |
1,719.5 |
1,743.7 |
1,727.5 |
S2 |
1,691.3 |
1,691.3 |
1,739.6 |
|
S3 |
1,647.2 |
1,675.4 |
1,735.6 |
|
S4 |
1,603.1 |
1,631.3 |
1,723.4 |
|
|
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 |
1,751.3 |
1,612.8 |
138.5 |
7.9% |
41.1 |
2.4% |
97% |
True |
False |
135,999 |
10 |
1,751.3 |
1,604.7 |
146.6 |
8.4% |
37.7 |
2.2% |
98% |
True |
False |
133,803 |
20 |
1,751.3 |
1,596.6 |
154.7 |
8.9% |
39.7 |
2.3% |
98% |
True |
False |
129,550 |
40 |
1,923.7 |
1,535.0 |
388.7 |
22.2% |
51.6 |
3.0% |
55% |
False |
False |
176,517 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.2% |
52.4 |
3.0% |
55% |
False |
False |
198,312 |
80 |
1,923.7 |
1,524.3 |
399.4 |
22.9% |
44.7 |
2.6% |
56% |
False |
False |
164,944 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.3% |
39.5 |
2.3% |
60% |
False |
False |
133,201 |
120 |
1,923.7 |
1,475.0 |
448.7 |
25.7% |
36.0 |
2.1% |
61% |
False |
False |
111,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.7 |
2.618 |
1,866.8 |
1.618 |
1,822.7 |
1.000 |
1,795.4 |
0.618 |
1,778.6 |
HIGH |
1,751.3 |
0.618 |
1,734.5 |
0.500 |
1,729.3 |
0.382 |
1,724.0 |
LOW |
1,707.2 |
0.618 |
1,679.9 |
1.000 |
1,663.1 |
1.618 |
1,635.8 |
2.618 |
1,591.7 |
4.250 |
1,519.8 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,741.6 |
1,731.1 |
PP |
1,735.4 |
1,714.5 |
S1 |
1,729.3 |
1,698.0 |
|