Trading Metrics calculated at close of trading on 12-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4,240.0 |
4,214.0 |
-26.0 |
-0.6% |
3,921.0 |
High |
4,249.0 |
4,219.0 |
-30.0 |
-0.7% |
4,192.0 |
Low |
4,209.0 |
4,170.0 |
-39.0 |
-0.9% |
3,843.0 |
Close |
4,238.0 |
4,214.0 |
-24.0 |
-0.6% |
4,176.0 |
Range |
40.0 |
49.0 |
9.0 |
22.5% |
349.0 |
ATR |
86.3 |
85.0 |
-1.3 |
-1.5% |
0.0 |
Volume |
33,070 |
31,944 |
-1,126 |
-3.4% |
200,763 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,348.0 |
4,330.0 |
4,241.0 |
|
R3 |
4,299.0 |
4,281.0 |
4,227.5 |
|
R2 |
4,250.0 |
4,250.0 |
4,223.0 |
|
R1 |
4,232.0 |
4,232.0 |
4,218.5 |
4,238.5 |
PP |
4,201.0 |
4,201.0 |
4,201.0 |
4,204.3 |
S1 |
4,183.0 |
4,183.0 |
4,209.5 |
4,189.5 |
S2 |
4,152.0 |
4,152.0 |
4,205.0 |
|
S3 |
4,103.0 |
4,134.0 |
4,200.5 |
|
S4 |
4,054.0 |
4,085.0 |
4,187.1 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,117.3 |
4,995.7 |
4,368.0 |
|
R3 |
4,768.3 |
4,646.7 |
4,272.0 |
|
R2 |
4,419.3 |
4,419.3 |
4,240.0 |
|
R1 |
4,297.7 |
4,297.7 |
4,208.0 |
4,358.5 |
PP |
4,070.3 |
4,070.3 |
4,070.3 |
4,100.8 |
S1 |
3,948.7 |
3,948.7 |
4,144.0 |
4,009.5 |
S2 |
3,721.3 |
3,721.3 |
4,112.0 |
|
S3 |
3,372.3 |
3,599.7 |
4,080.0 |
|
S4 |
3,023.3 |
3,250.7 |
3,984.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,249.0 |
3,983.0 |
266.0 |
6.3% |
67.4 |
1.6% |
87% |
False |
False |
36,530 |
10 |
4,249.0 |
3,843.0 |
406.0 |
9.6% |
64.9 |
1.5% |
91% |
False |
False |
37,071 |
20 |
4,249.0 |
3,843.0 |
406.0 |
9.6% |
65.1 |
1.5% |
91% |
False |
False |
39,043 |
40 |
4,356.0 |
3,843.0 |
513.0 |
12.2% |
57.7 |
1.4% |
72% |
False |
False |
25,595 |
60 |
4,595.0 |
3,730.0 |
865.0 |
20.5% |
58.7 |
1.4% |
56% |
False |
False |
17,139 |
80 |
4,656.0 |
3,730.0 |
926.0 |
22.0% |
48.0 |
1.1% |
52% |
False |
False |
12,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,427.3 |
2.618 |
4,347.3 |
1.618 |
4,298.3 |
1.000 |
4,268.0 |
0.618 |
4,249.3 |
HIGH |
4,219.0 |
0.618 |
4,200.3 |
0.500 |
4,194.5 |
0.382 |
4,188.7 |
LOW |
4,170.0 |
0.618 |
4,139.7 |
1.000 |
4,121.0 |
1.618 |
4,090.7 |
2.618 |
4,041.7 |
4.250 |
3,961.8 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4,207.5 |
4,209.5 |
PP |
4,201.0 |
4,205.0 |
S1 |
4,194.5 |
4,200.5 |
|