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 |
8,620 |
8,610 |
-10 |
-0.1% |
8,550 |
High |
8,680 |
8,810 |
130 |
1.5% |
8,680 |
Low |
8,570 |
8,610 |
40 |
0.5% |
8,345 |
Close |
8,620 |
8,795 |
175 |
2.0% |
8,620 |
Range |
110 |
200 |
90 |
81.8% |
335 |
ATR |
183 |
185 |
1 |
0.6% |
0 |
Volume |
7,622 |
4,170 |
-3,452 |
-45.3% |
38,221 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,338 |
9,267 |
8,905 |
|
R3 |
9,138 |
9,067 |
8,850 |
|
R2 |
8,938 |
8,938 |
8,832 |
|
R1 |
8,867 |
8,867 |
8,813 |
8,903 |
PP |
8,738 |
8,738 |
8,738 |
8,756 |
S1 |
8,667 |
8,667 |
8,777 |
8,703 |
S2 |
8,538 |
8,538 |
8,758 |
|
S3 |
8,338 |
8,467 |
8,740 |
|
S4 |
8,138 |
8,267 |
8,685 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,553 |
9,422 |
8,804 |
|
R3 |
9,218 |
9,087 |
8,712 |
|
R2 |
8,883 |
8,883 |
8,682 |
|
R1 |
8,752 |
8,752 |
8,651 |
8,818 |
PP |
8,548 |
8,548 |
8,548 |
8,581 |
S1 |
8,417 |
8,417 |
8,589 |
8,483 |
S2 |
8,213 |
8,213 |
8,559 |
|
S3 |
7,878 |
8,082 |
8,528 |
|
S4 |
7,543 |
7,747 |
8,436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,810 |
8,345 |
465 |
5.3% |
166 |
1.9% |
97% |
True |
False |
6,827 |
10 |
8,810 |
8,345 |
465 |
5.3% |
194 |
2.2% |
97% |
True |
False |
7,370 |
20 |
8,855 |
8,280 |
575 |
6.5% |
191 |
2.2% |
90% |
False |
False |
8,277 |
40 |
9,110 |
8,280 |
830 |
9.4% |
168 |
1.9% |
62% |
False |
False |
6,005 |
60 |
10,120 |
8,280 |
1,840 |
20.9% |
148 |
1.7% |
28% |
False |
False |
4,021 |
80 |
10,120 |
8,280 |
1,840 |
20.9% |
112 |
1.3% |
28% |
False |
False |
3,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,660 |
2.618 |
9,334 |
1.618 |
9,134 |
1.000 |
9,010 |
0.618 |
8,934 |
HIGH |
8,810 |
0.618 |
8,734 |
0.500 |
8,710 |
0.382 |
8,687 |
LOW |
8,610 |
0.618 |
8,487 |
1.000 |
8,410 |
1.618 |
8,287 |
2.618 |
8,087 |
4.250 |
7,760 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,767 |
8,749 |
PP |
8,738 |
8,703 |
S1 |
8,710 |
8,658 |
|