Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,700 |
8,745 |
45 |
0.5% |
8,900 |
High |
8,760 |
8,860 |
100 |
1.1% |
8,960 |
Low |
8,670 |
8,745 |
75 |
0.9% |
8,650 |
Close |
8,750 |
8,840 |
90 |
1.0% |
8,750 |
Range |
90 |
115 |
25 |
27.8% |
310 |
ATR |
167 |
163 |
-4 |
-2.2% |
0 |
Volume |
4,792 |
4,650 |
-142 |
-3.0% |
31,745 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,160 |
9,115 |
8,903 |
|
R3 |
9,045 |
9,000 |
8,872 |
|
R2 |
8,930 |
8,930 |
8,861 |
|
R1 |
8,885 |
8,885 |
8,851 |
8,908 |
PP |
8,815 |
8,815 |
8,815 |
8,826 |
S1 |
8,770 |
8,770 |
8,830 |
8,793 |
S2 |
8,700 |
8,700 |
8,819 |
|
S3 |
8,585 |
8,655 |
8,809 |
|
S4 |
8,470 |
8,540 |
8,777 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,717 |
9,543 |
8,921 |
|
R3 |
9,407 |
9,233 |
8,835 |
|
R2 |
9,097 |
9,097 |
8,807 |
|
R1 |
8,923 |
8,923 |
8,779 |
8,855 |
PP |
8,787 |
8,787 |
8,787 |
8,753 |
S1 |
8,613 |
8,613 |
8,722 |
8,545 |
S2 |
8,477 |
8,477 |
8,693 |
|
S3 |
8,167 |
8,303 |
8,665 |
|
S4 |
7,857 |
7,993 |
8,580 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,895 |
8,650 |
245 |
2.8% |
143 |
1.6% |
78% |
False |
False |
5,775 |
10 |
8,960 |
8,650 |
310 |
3.5% |
145 |
1.6% |
61% |
False |
False |
6,181 |
20 |
8,960 |
8,345 |
615 |
7.0% |
169 |
1.9% |
80% |
False |
False |
6,775 |
40 |
9,045 |
8,280 |
765 |
8.7% |
174 |
2.0% |
73% |
False |
False |
7,544 |
60 |
9,950 |
8,280 |
1,670 |
18.9% |
172 |
1.9% |
34% |
False |
False |
5,048 |
80 |
10,120 |
8,280 |
1,840 |
20.8% |
129 |
1.5% |
30% |
False |
False |
3,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,349 |
2.618 |
9,161 |
1.618 |
9,046 |
1.000 |
8,975 |
0.618 |
8,931 |
HIGH |
8,860 |
0.618 |
8,816 |
0.500 |
8,803 |
0.382 |
8,789 |
LOW |
8,745 |
0.618 |
8,674 |
1.000 |
8,630 |
1.618 |
8,559 |
2.618 |
8,444 |
4.250 |
8,256 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,828 |
8,812 |
PP |
8,815 |
8,783 |
S1 |
8,803 |
8,755 |
|