Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,735 |
8,820 |
85 |
1.0% |
8,550 |
High |
8,915 |
8,865 |
-50 |
-0.6% |
8,680 |
Low |
8,710 |
8,755 |
45 |
0.5% |
8,345 |
Close |
8,825 |
8,800 |
-25 |
-0.3% |
8,620 |
Range |
205 |
110 |
-95 |
-46.3% |
335 |
ATR |
180 |
175 |
-5 |
-2.8% |
0 |
Volume |
7,822 |
6,165 |
-1,657 |
-21.2% |
38,221 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,137 |
9,078 |
8,861 |
|
R3 |
9,027 |
8,968 |
8,830 |
|
R2 |
8,917 |
8,917 |
8,820 |
|
R1 |
8,858 |
8,858 |
8,810 |
8,833 |
PP |
8,807 |
8,807 |
8,807 |
8,794 |
S1 |
8,748 |
8,748 |
8,790 |
8,723 |
S2 |
8,697 |
8,697 |
8,780 |
|
S3 |
8,587 |
8,638 |
8,770 |
|
S4 |
8,477 |
8,528 |
8,740 |
|
|
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 |
8,915 |
8,570 |
345 |
3.9% |
143 |
1.6% |
67% |
False |
False |
6,311 |
10 |
8,915 |
8,345 |
570 |
6.5% |
165 |
1.9% |
80% |
False |
False |
7,133 |
20 |
8,915 |
8,280 |
635 |
7.2% |
184 |
2.1% |
82% |
False |
False |
7,708 |
40 |
9,045 |
8,280 |
765 |
8.7% |
168 |
1.9% |
68% |
False |
False |
6,498 |
60 |
10,120 |
8,280 |
1,840 |
20.9% |
155 |
1.8% |
28% |
False |
False |
4,350 |
80 |
10,120 |
8,280 |
1,840 |
20.9% |
116 |
1.3% |
28% |
False |
False |
3,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,333 |
2.618 |
9,153 |
1.618 |
9,043 |
1.000 |
8,975 |
0.618 |
8,933 |
HIGH |
8,865 |
0.618 |
8,823 |
0.500 |
8,810 |
0.382 |
8,797 |
LOW |
8,755 |
0.618 |
8,687 |
1.000 |
8,645 |
1.618 |
8,577 |
2.618 |
8,467 |
4.250 |
8,288 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,810 |
8,813 |
PP |
8,807 |
8,808 |
S1 |
8,803 |
8,804 |
|