Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,196.19 |
1,206.96 |
10.77 |
0.9% |
1,131.21 |
High |
1,220.25 |
1,207.46 |
-12.79 |
-1.0% |
1,171.40 |
Low |
1,196.19 |
1,190.58 |
-5.61 |
-0.5% |
1,074.77 |
Close |
1,207.25 |
1,203.66 |
-3.59 |
-0.3% |
1,155.46 |
Range |
24.06 |
16.88 |
-7.18 |
-29.8% |
96.63 |
ATR |
30.52 |
29.54 |
-0.97 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.21 |
1,244.31 |
1,212.94 |
|
R3 |
1,234.33 |
1,227.43 |
1,208.30 |
|
R2 |
1,217.45 |
1,217.45 |
1,206.75 |
|
R1 |
1,210.55 |
1,210.55 |
1,205.21 |
1,205.56 |
PP |
1,200.57 |
1,200.57 |
1,200.57 |
1,198.07 |
S1 |
1,193.67 |
1,193.67 |
1,202.11 |
1,188.68 |
S2 |
1,183.69 |
1,183.69 |
1,200.57 |
|
S3 |
1,166.81 |
1,176.79 |
1,199.02 |
|
S4 |
1,149.93 |
1,159.91 |
1,194.38 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.77 |
1,386.24 |
1,208.61 |
|
R3 |
1,327.14 |
1,289.61 |
1,182.03 |
|
R2 |
1,230.51 |
1,230.51 |
1,173.18 |
|
R1 |
1,192.98 |
1,192.98 |
1,164.32 |
1,211.75 |
PP |
1,133.88 |
1,133.88 |
1,133.88 |
1,143.26 |
S1 |
1,096.35 |
1,096.35 |
1,146.60 |
1,115.12 |
S2 |
1,037.25 |
1,037.25 |
1,137.74 |
|
S3 |
940.62 |
999.72 |
1,128.89 |
|
S4 |
843.99 |
903.09 |
1,102.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.25 |
1,150.26 |
69.99 |
5.8% |
22.14 |
1.8% |
76% |
False |
False |
|
10 |
1,220.25 |
1,074.77 |
145.48 |
12.1% |
29.03 |
2.4% |
89% |
False |
False |
|
20 |
1,220.37 |
1,074.77 |
145.60 |
12.1% |
29.92 |
2.5% |
89% |
False |
False |
|
40 |
1,230.71 |
1,074.77 |
155.94 |
13.0% |
30.53 |
2.5% |
83% |
False |
False |
|
60 |
1,347.00 |
1,074.77 |
272.23 |
22.6% |
31.20 |
2.6% |
47% |
False |
False |
|
80 |
1,356.48 |
1,074.77 |
281.71 |
23.4% |
27.45 |
2.3% |
46% |
False |
False |
|
100 |
1,356.48 |
1,074.77 |
281.71 |
23.4% |
25.06 |
2.1% |
46% |
False |
False |
|
120 |
1,370.58 |
1,074.77 |
295.81 |
24.6% |
23.19 |
1.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.20 |
2.618 |
1,251.65 |
1.618 |
1,234.77 |
1.000 |
1,224.34 |
0.618 |
1,217.89 |
HIGH |
1,207.46 |
0.618 |
1,201.01 |
0.500 |
1,199.02 |
0.382 |
1,197.03 |
LOW |
1,190.58 |
0.618 |
1,180.15 |
1.000 |
1,173.70 |
1.618 |
1,163.27 |
2.618 |
1,146.39 |
4.250 |
1,118.84 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,202.11 |
1,203.81 |
PP |
1,200.57 |
1,203.76 |
S1 |
1,199.02 |
1,203.71 |
|