Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,726.9 |
1,746.2 |
19.3 |
1.1% |
1,643.0 |
High |
1,751.3 |
1,754.0 |
2.7 |
0.2% |
1,754.0 |
Low |
1,707.2 |
1,733.0 |
25.8 |
1.5% |
1,636.6 |
Close |
1,747.7 |
1,747.2 |
-0.5 |
0.0% |
1,747.2 |
Range |
44.1 |
21.0 |
-23.1 |
-52.4% |
117.4 |
ATR |
45.4 |
43.6 |
-1.7 |
-3.8% |
0.0 |
Volume |
142,272 |
98,627 |
-43,645 |
-30.7% |
664,362 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.7 |
1,798.5 |
1,758.8 |
|
R3 |
1,786.7 |
1,777.5 |
1,753.0 |
|
R2 |
1,765.7 |
1,765.7 |
1,751.1 |
|
R1 |
1,756.5 |
1,756.5 |
1,749.1 |
1,761.1 |
PP |
1,744.7 |
1,744.7 |
1,744.7 |
1,747.1 |
S1 |
1,735.5 |
1,735.5 |
1,745.3 |
1,740.1 |
S2 |
1,723.7 |
1,723.7 |
1,743.4 |
|
S3 |
1,702.7 |
1,714.5 |
1,741.4 |
|
S4 |
1,681.7 |
1,693.5 |
1,735.7 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.8 |
2,023.4 |
1,811.8 |
|
R3 |
1,947.4 |
1,906.0 |
1,779.5 |
|
R2 |
1,830.0 |
1,830.0 |
1,768.7 |
|
R1 |
1,788.6 |
1,788.6 |
1,758.0 |
1,809.3 |
PP |
1,712.6 |
1,712.6 |
1,712.6 |
1,723.0 |
S1 |
1,671.2 |
1,671.2 |
1,736.4 |
1,691.9 |
S2 |
1,595.2 |
1,595.2 |
1,725.7 |
|
S3 |
1,477.8 |
1,553.8 |
1,714.9 |
|
S4 |
1,360.4 |
1,436.4 |
1,682.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.0 |
1,636.6 |
117.4 |
6.7% |
37.9 |
2.2% |
94% |
True |
False |
132,872 |
10 |
1,754.0 |
1,604.7 |
149.3 |
8.5% |
37.5 |
2.1% |
95% |
True |
False |
134,409 |
20 |
1,754.0 |
1,596.6 |
157.4 |
9.0% |
39.0 |
2.2% |
96% |
True |
False |
127,464 |
40 |
1,923.7 |
1,535.0 |
388.7 |
22.2% |
51.6 |
3.0% |
55% |
False |
False |
175,689 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.2% |
52.0 |
3.0% |
55% |
False |
False |
195,143 |
80 |
1,923.7 |
1,527.3 |
396.4 |
22.7% |
44.8 |
2.6% |
55% |
False |
False |
166,064 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.3% |
39.5 |
2.3% |
60% |
False |
False |
134,166 |
120 |
1,923.7 |
1,475.0 |
448.7 |
25.7% |
36.1 |
2.1% |
61% |
False |
False |
112,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.3 |
2.618 |
1,809.0 |
1.618 |
1,788.0 |
1.000 |
1,775.0 |
0.618 |
1,767.0 |
HIGH |
1,754.0 |
0.618 |
1,746.0 |
0.500 |
1,743.5 |
0.382 |
1,741.0 |
LOW |
1,733.0 |
0.618 |
1,720.0 |
1.000 |
1,712.0 |
1.618 |
1,699.0 |
2.618 |
1,678.0 |
4.250 |
1,643.8 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,746.0 |
1,739.9 |
PP |
1,744.7 |
1,732.6 |
S1 |
1,743.5 |
1,725.3 |
|