Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,780 |
8,860 |
80 |
0.9% |
8,610 |
High |
8,895 |
8,885 |
-10 |
-0.1% |
8,915 |
Low |
8,700 |
8,730 |
30 |
0.3% |
8,610 |
Close |
8,885 |
8,765 |
-120 |
-1.4% |
8,885 |
Range |
195 |
155 |
-40 |
-20.5% |
305 |
ATR |
175 |
174 |
-1 |
-0.8% |
0 |
Volume |
7,818 |
4,311 |
-3,507 |
-44.9% |
29,587 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,258 |
9,167 |
8,850 |
|
R3 |
9,103 |
9,012 |
8,808 |
|
R2 |
8,948 |
8,948 |
8,794 |
|
R1 |
8,857 |
8,857 |
8,779 |
8,825 |
PP |
8,793 |
8,793 |
8,793 |
8,778 |
S1 |
8,702 |
8,702 |
8,751 |
8,670 |
S2 |
8,638 |
8,638 |
8,737 |
|
S3 |
8,483 |
8,547 |
8,723 |
|
S4 |
8,328 |
8,392 |
8,680 |
|
|
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 |
3.0% |
158 |
1.8% |
25% |
False |
False |
6,292 |
10 |
8,960 |
8,505 |
455 |
5.2% |
151 |
1.7% |
57% |
False |
False |
6,521 |
20 |
8,960 |
8,280 |
680 |
7.8% |
188 |
2.1% |
71% |
False |
False |
7,563 |
40 |
9,045 |
8,280 |
765 |
8.7% |
175 |
2.0% |
63% |
False |
False |
7,129 |
60 |
10,050 |
8,280 |
1,770 |
20.2% |
166 |
1.9% |
27% |
False |
False |
4,770 |
80 |
10,120 |
8,280 |
1,840 |
21.0% |
125 |
1.4% |
26% |
False |
False |
3,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,544 |
2.618 |
9,291 |
1.618 |
9,136 |
1.000 |
9,040 |
0.618 |
8,981 |
HIGH |
8,885 |
0.618 |
8,826 |
0.500 |
8,808 |
0.382 |
8,789 |
LOW |
8,730 |
0.618 |
8,634 |
1.000 |
8,575 |
1.618 |
8,479 |
2.618 |
8,324 |
4.250 |
8,071 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,808 |
8,830 |
PP |
8,793 |
8,808 |
S1 |
8,779 |
8,787 |
|