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 |
1,157.25 |
1,157.75 |
0.50 |
0.0% |
1,123.00 |
High |
1,173.75 |
1,192.25 |
18.50 |
1.6% |
1,173.75 |
Low |
1,144.75 |
1,156.50 |
11.75 |
1.0% |
1,068.00 |
Close |
1,155.00 |
1,191.00 |
36.00 |
3.1% |
1,155.00 |
Range |
29.00 |
35.75 |
6.75 |
23.3% |
105.75 |
ATR |
37.38 |
37.37 |
-0.01 |
0.0% |
0.00 |
Volume |
2,865,529 |
1,775,475 |
-1,090,054 |
-38.0% |
16,455,417 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.25 |
1,274.75 |
1,210.75 |
|
R3 |
1,251.50 |
1,239.00 |
1,200.75 |
|
R2 |
1,215.75 |
1,215.75 |
1,197.50 |
|
R1 |
1,203.25 |
1,203.25 |
1,194.25 |
1,209.50 |
PP |
1,180.00 |
1,180.00 |
1,180.00 |
1,183.00 |
S1 |
1,167.50 |
1,167.50 |
1,187.75 |
1,173.75 |
S2 |
1,144.25 |
1,144.25 |
1,184.50 |
|
S3 |
1,108.50 |
1,131.75 |
1,181.25 |
|
S4 |
1,072.75 |
1,096.00 |
1,171.25 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.50 |
1,408.00 |
1,213.25 |
|
R3 |
1,343.75 |
1,302.25 |
1,184.00 |
|
R2 |
1,238.00 |
1,238.00 |
1,174.50 |
|
R1 |
1,196.50 |
1,196.50 |
1,164.75 |
1,217.25 |
PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,142.50 |
S1 |
1,090.75 |
1,090.75 |
1,145.25 |
1,111.50 |
S2 |
1,026.50 |
1,026.50 |
1,135.50 |
|
S3 |
920.75 |
985.00 |
1,126.00 |
|
S4 |
815.00 |
879.25 |
1,096.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,192.25 |
1,068.00 |
124.25 |
10.4% |
36.50 |
3.1% |
99% |
True |
False |
2,946,851 |
10 |
1,192.25 |
1,068.00 |
124.25 |
10.4% |
38.00 |
3.2% |
99% |
True |
False |
3,022,481 |
20 |
1,214.50 |
1,068.00 |
146.50 |
12.3% |
37.00 |
3.1% |
84% |
False |
False |
3,129,861 |
40 |
1,223.75 |
1,068.00 |
155.75 |
13.1% |
35.50 |
3.0% |
79% |
False |
False |
1,780,138 |
60 |
1,342.00 |
1,068.00 |
274.00 |
23.0% |
37.00 |
3.1% |
45% |
False |
False |
1,188,424 |
80 |
1,348.75 |
1,068.00 |
280.75 |
23.6% |
32.50 |
2.7% |
44% |
False |
False |
891,612 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.6% |
29.00 |
2.4% |
44% |
False |
False |
713,345 |
120 |
1,361.00 |
1,068.00 |
293.00 |
24.6% |
26.75 |
2.2% |
42% |
False |
False |
594,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.25 |
2.618 |
1,285.75 |
1.618 |
1,250.00 |
1.000 |
1,228.00 |
0.618 |
1,214.25 |
HIGH |
1,192.25 |
0.618 |
1,178.50 |
0.500 |
1,174.50 |
0.382 |
1,170.25 |
LOW |
1,156.50 |
0.618 |
1,134.50 |
1.000 |
1,120.75 |
1.618 |
1,098.75 |
2.618 |
1,063.00 |
4.250 |
1,004.50 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,185.50 |
1,181.00 |
PP |
1,180.00 |
1,170.75 |
S1 |
1,174.50 |
1,160.50 |
|