Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,900 |
8,780 |
-120 |
-1.3% |
8,610 |
High |
8,960 |
8,895 |
-65 |
-0.7% |
8,915 |
Low |
8,775 |
8,700 |
-75 |
-0.9% |
8,610 |
Close |
8,805 |
8,885 |
80 |
0.9% |
8,885 |
Range |
185 |
195 |
10 |
5.4% |
305 |
ATR |
174 |
175 |
2 |
0.9% |
0 |
Volume |
7,519 |
7,818 |
299 |
4.0% |
29,587 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,412 |
9,343 |
8,992 |
|
R3 |
9,217 |
9,148 |
8,939 |
|
R2 |
9,022 |
9,022 |
8,921 |
|
R1 |
8,953 |
8,953 |
8,903 |
8,988 |
PP |
8,827 |
8,827 |
8,827 |
8,844 |
S1 |
8,758 |
8,758 |
8,867 |
8,793 |
S2 |
8,632 |
8,632 |
8,849 |
|
S3 |
8,437 |
8,563 |
8,832 |
|
S4 |
8,242 |
8,368 |
8,778 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,718 |
9,607 |
9,053 |
|
R3 |
9,413 |
9,302 |
8,969 |
|
R2 |
9,108 |
9,108 |
8,941 |
|
R1 |
8,997 |
8,997 |
8,913 |
9,053 |
PP |
8,803 |
8,803 |
8,803 |
8,831 |
S1 |
8,692 |
8,692 |
8,857 |
8,748 |
S2 |
8,498 |
8,498 |
8,829 |
|
S3 |
8,193 |
8,387 |
8,801 |
|
S4 |
7,888 |
8,082 |
8,717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,960 |
8,700 |
260 |
2.9% |
168 |
1.9% |
71% |
False |
True |
6,994 |
10 |
8,960 |
8,370 |
590 |
6.6% |
155 |
1.7% |
87% |
False |
False |
6,729 |
20 |
8,960 |
8,280 |
680 |
7.7% |
189 |
2.1% |
89% |
False |
False |
7,777 |
40 |
9,045 |
8,280 |
765 |
8.6% |
174 |
2.0% |
79% |
False |
False |
7,022 |
60 |
10,050 |
8,280 |
1,770 |
19.9% |
164 |
1.8% |
34% |
False |
False |
4,699 |
80 |
10,120 |
8,280 |
1,840 |
20.7% |
123 |
1.4% |
33% |
False |
False |
3,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,724 |
2.618 |
9,406 |
1.618 |
9,211 |
1.000 |
9,090 |
0.618 |
9,016 |
HIGH |
8,895 |
0.618 |
8,821 |
0.500 |
8,798 |
0.382 |
8,775 |
LOW |
8,700 |
0.618 |
8,580 |
1.000 |
8,505 |
1.618 |
8,385 |
2.618 |
8,190 |
4.250 |
7,871 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,856 |
8,867 |
PP |
8,827 |
8,848 |
S1 |
8,798 |
8,830 |
|