Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,653.0 |
5,743.5 |
90.5 |
1.6% |
5,356.0 |
High |
5,759.0 |
5,884.5 |
125.5 |
2.2% |
5,759.0 |
Low |
5,613.5 |
5,660.5 |
47.0 |
0.8% |
5,132.0 |
Close |
5,681.5 |
5,877.5 |
196.0 |
3.4% |
5,681.5 |
Range |
145.5 |
224.0 |
78.5 |
54.0% |
627.0 |
ATR |
229.6 |
229.2 |
-0.4 |
-0.2% |
0.0 |
Volume |
171,759 |
146,700 |
-25,059 |
-14.6% |
1,005,409 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,479.5 |
6,402.5 |
6,000.7 |
|
R3 |
6,255.5 |
6,178.5 |
5,939.1 |
|
R2 |
6,031.5 |
6,031.5 |
5,918.6 |
|
R1 |
5,954.5 |
5,954.5 |
5,898.0 |
5,993.0 |
PP |
5,807.5 |
5,807.5 |
5,807.5 |
5,826.8 |
S1 |
5,730.5 |
5,730.5 |
5,857.0 |
5,769.0 |
S2 |
5,583.5 |
5,583.5 |
5,836.4 |
|
S3 |
5,359.5 |
5,506.5 |
5,815.9 |
|
S4 |
5,135.5 |
5,282.5 |
5,754.3 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,405.2 |
7,170.3 |
6,026.4 |
|
R3 |
6,778.2 |
6,543.3 |
5,853.9 |
|
R2 |
6,151.2 |
6,151.2 |
5,796.5 |
|
R1 |
5,916.3 |
5,916.3 |
5,739.0 |
6,033.8 |
PP |
5,524.2 |
5,524.2 |
5,524.2 |
5,582.9 |
S1 |
5,289.3 |
5,289.3 |
5,624.0 |
5,406.8 |
S2 |
4,897.2 |
4,897.2 |
5,566.6 |
|
S3 |
4,270.2 |
4,662.3 |
5,509.1 |
|
S4 |
3,643.2 |
4,035.3 |
5,336.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,884.5 |
5,132.0 |
752.5 |
12.8% |
211.9 |
3.6% |
99% |
True |
False |
194,873 |
10 |
5,884.5 |
5,132.0 |
752.5 |
12.8% |
204.6 |
3.5% |
99% |
True |
False |
192,830 |
20 |
5,884.5 |
4,972.5 |
912.0 |
15.5% |
222.2 |
3.8% |
99% |
True |
False |
189,355 |
40 |
6,126.5 |
4,971.0 |
1,155.5 |
19.7% |
206.0 |
3.5% |
78% |
False |
False |
97,458 |
60 |
7,425.0 |
4,971.0 |
2,454.0 |
41.8% |
224.5 |
3.8% |
37% |
False |
False |
65,247 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
44.3% |
193.8 |
3.3% |
35% |
False |
False |
49,023 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
44.3% |
172.8 |
2.9% |
35% |
False |
False |
39,789 |
120 |
7,680.0 |
4,971.0 |
2,709.0 |
46.1% |
158.3 |
2.7% |
33% |
False |
False |
33,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,836.5 |
2.618 |
6,470.9 |
1.618 |
6,246.9 |
1.000 |
6,108.5 |
0.618 |
6,022.9 |
HIGH |
5,884.5 |
0.618 |
5,798.9 |
0.500 |
5,772.5 |
0.382 |
5,746.1 |
LOW |
5,660.5 |
0.618 |
5,522.1 |
1.000 |
5,436.5 |
1.618 |
5,298.1 |
2.618 |
5,074.1 |
4.250 |
4,708.5 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,842.5 |
5,809.8 |
PP |
5,807.5 |
5,742.0 |
S1 |
5,772.5 |
5,674.3 |
|