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 |
1,664.7 |
1,677.3 |
12.6 |
0.8% |
1,625.1 |
High |
1,693.9 |
1,686.1 |
-7.8 |
-0.5% |
1,681.5 |
Low |
1,662.0 |
1,654.3 |
-7.7 |
-0.5% |
1,596.6 |
Close |
1,682.6 |
1,668.5 |
-14.1 |
-0.8% |
1,635.8 |
Range |
31.9 |
31.8 |
-0.1 |
-0.3% |
84.9 |
ATR |
54.1 |
52.6 |
-1.6 |
-2.9% |
0.0 |
Volume |
107,626 |
106,191 |
-1,435 |
-1.3% |
708,394 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.0 |
1,748.6 |
1,686.0 |
|
R3 |
1,733.2 |
1,716.8 |
1,677.2 |
|
R2 |
1,701.4 |
1,701.4 |
1,674.3 |
|
R1 |
1,685.0 |
1,685.0 |
1,671.4 |
1,677.3 |
PP |
1,669.6 |
1,669.6 |
1,669.6 |
1,665.8 |
S1 |
1,653.2 |
1,653.2 |
1,665.6 |
1,645.5 |
S2 |
1,637.8 |
1,637.8 |
1,662.7 |
|
S3 |
1,606.0 |
1,621.4 |
1,659.8 |
|
S4 |
1,574.2 |
1,589.6 |
1,651.0 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.7 |
1,849.1 |
1,682.5 |
|
R3 |
1,807.8 |
1,764.2 |
1,659.1 |
|
R2 |
1,722.9 |
1,722.9 |
1,651.4 |
|
R1 |
1,679.3 |
1,679.3 |
1,643.6 |
1,701.1 |
PP |
1,638.0 |
1,638.0 |
1,638.0 |
1,648.9 |
S1 |
1,594.4 |
1,594.4 |
1,628.0 |
1,616.2 |
S2 |
1,553.1 |
1,553.1 |
1,620.2 |
|
S3 |
1,468.2 |
1,509.5 |
1,612.5 |
|
S4 |
1,383.3 |
1,424.6 |
1,589.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,693.9 |
1,627.6 |
66.3 |
4.0% |
35.0 |
2.1% |
62% |
False |
False |
105,127 |
10 |
1,693.9 |
1,596.6 |
97.3 |
5.8% |
41.7 |
2.5% |
74% |
False |
False |
125,298 |
20 |
1,832.9 |
1,535.0 |
297.9 |
17.9% |
56.5 |
3.4% |
45% |
False |
False |
174,516 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.3% |
58.0 |
3.5% |
34% |
False |
False |
207,123 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.3% |
49.9 |
3.0% |
34% |
False |
False |
193,997 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.5% |
42.6 |
2.6% |
42% |
False |
False |
149,210 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.5% |
37.3 |
2.2% |
42% |
False |
False |
120,217 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.4% |
35.4 |
2.1% |
44% |
False |
False |
100,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,821.3 |
2.618 |
1,769.4 |
1.618 |
1,737.6 |
1.000 |
1,717.9 |
0.618 |
1,705.8 |
HIGH |
1,686.1 |
0.618 |
1,674.0 |
0.500 |
1,670.2 |
0.382 |
1,666.4 |
LOW |
1,654.3 |
0.618 |
1,634.6 |
1.000 |
1,622.5 |
1.618 |
1,602.8 |
2.618 |
1,571.0 |
4.250 |
1,519.2 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,670.2 |
1,674.1 |
PP |
1,669.6 |
1,672.2 |
S1 |
1,669.1 |
1,670.4 |
|