Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,700 |
8,800 |
100 |
1.1% |
8,900 |
High |
8,810 |
9,100 |
290 |
3.3% |
8,960 |
Low |
8,665 |
8,745 |
80 |
0.9% |
8,650 |
Close |
8,800 |
9,055 |
255 |
2.9% |
8,750 |
Range |
145 |
355 |
210 |
144.8% |
310 |
ATR |
164 |
177 |
14 |
8.4% |
0 |
Volume |
5,070 |
10,880 |
5,810 |
114.6% |
31,745 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,032 |
9,898 |
9,250 |
|
R3 |
9,677 |
9,543 |
9,153 |
|
R2 |
9,322 |
9,322 |
9,120 |
|
R1 |
9,188 |
9,188 |
9,088 |
9,255 |
PP |
8,967 |
8,967 |
8,967 |
9,000 |
S1 |
8,833 |
8,833 |
9,023 |
8,900 |
S2 |
8,612 |
8,612 |
8,990 |
|
S3 |
8,257 |
8,478 |
8,958 |
|
S4 |
7,902 |
8,123 |
8,860 |
|
|
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 |
9,100 |
8,665 |
435 |
4.8% |
179 |
2.0% |
90% |
True |
False |
6,550 |
10 |
9,100 |
8,650 |
450 |
5.0% |
174 |
1.9% |
90% |
True |
False |
6,535 |
20 |
9,100 |
8,345 |
755 |
8.3% |
169 |
1.9% |
94% |
True |
False |
6,834 |
40 |
9,100 |
8,280 |
820 |
9.1% |
182 |
2.0% |
95% |
True |
False |
8,099 |
60 |
9,705 |
8,280 |
1,425 |
15.7% |
183 |
2.0% |
54% |
False |
False |
5,437 |
80 |
10,120 |
8,280 |
1,840 |
20.3% |
138 |
1.5% |
42% |
False |
False |
4,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,609 |
2.618 |
10,030 |
1.618 |
9,675 |
1.000 |
9,455 |
0.618 |
9,320 |
HIGH |
9,100 |
0.618 |
8,965 |
0.500 |
8,923 |
0.382 |
8,881 |
LOW |
8,745 |
0.618 |
8,526 |
1.000 |
8,390 |
1.618 |
8,171 |
2.618 |
7,816 |
4.250 |
7,236 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
9,011 |
8,998 |
PP |
8,967 |
8,940 |
S1 |
8,923 |
8,883 |
|