Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,610 |
8,780 |
170 |
2.0% |
8,550 |
High |
8,810 |
8,815 |
5 |
0.1% |
8,680 |
Low |
8,610 |
8,725 |
115 |
1.3% |
8,345 |
Close |
8,795 |
8,760 |
-35 |
-0.4% |
8,620 |
Range |
200 |
90 |
-110 |
-55.0% |
335 |
ATR |
185 |
178 |
-7 |
-3.7% |
0 |
Volume |
4,170 |
5,780 |
1,610 |
38.6% |
38,221 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,037 |
8,988 |
8,810 |
|
R3 |
8,947 |
8,898 |
8,785 |
|
R2 |
8,857 |
8,857 |
8,777 |
|
R1 |
8,808 |
8,808 |
8,768 |
8,788 |
PP |
8,767 |
8,767 |
8,767 |
8,756 |
S1 |
8,718 |
8,718 |
8,752 |
8,698 |
S2 |
8,677 |
8,677 |
8,744 |
|
S3 |
8,587 |
8,628 |
8,735 |
|
S4 |
8,497 |
8,538 |
8,711 |
|
|
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 |
8,815 |
8,370 |
445 |
5.1% |
141 |
1.6% |
88% |
True |
False |
6,464 |
10 |
8,815 |
8,345 |
470 |
5.4% |
175 |
2.0% |
88% |
True |
False |
7,157 |
20 |
8,855 |
8,280 |
575 |
6.6% |
188 |
2.1% |
83% |
False |
False |
8,024 |
40 |
9,110 |
8,280 |
830 |
9.5% |
168 |
1.9% |
58% |
False |
False |
6,149 |
60 |
10,120 |
8,280 |
1,840 |
21.0% |
150 |
1.7% |
26% |
False |
False |
4,118 |
80 |
10,120 |
8,280 |
1,840 |
21.0% |
113 |
1.3% |
26% |
False |
False |
3,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,198 |
2.618 |
9,051 |
1.618 |
8,961 |
1.000 |
8,905 |
0.618 |
8,871 |
HIGH |
8,815 |
0.618 |
8,781 |
0.500 |
8,770 |
0.382 |
8,760 |
LOW |
8,725 |
0.618 |
8,670 |
1.000 |
8,635 |
1.618 |
8,580 |
2.618 |
8,490 |
4.250 |
8,343 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,770 |
8,738 |
PP |
8,767 |
8,715 |
S1 |
8,763 |
8,693 |
|