Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,800 |
9,060 |
260 |
3.0% |
8,745 |
High |
9,100 |
9,095 |
-5 |
-0.1% |
9,100 |
Low |
8,745 |
9,000 |
255 |
2.9% |
8,665 |
Close |
9,055 |
9,070 |
15 |
0.2% |
9,070 |
Range |
355 |
95 |
-260 |
-73.2% |
435 |
ATR |
177 |
171 |
-6 |
-3.3% |
0 |
Volume |
10,880 |
7,028 |
-3,852 |
-35.4% |
34,989 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,340 |
9,300 |
9,122 |
|
R3 |
9,245 |
9,205 |
9,096 |
|
R2 |
9,150 |
9,150 |
9,088 |
|
R1 |
9,110 |
9,110 |
9,079 |
9,130 |
PP |
9,055 |
9,055 |
9,055 |
9,065 |
S1 |
9,015 |
9,015 |
9,061 |
9,035 |
S2 |
8,960 |
8,960 |
9,053 |
|
S3 |
8,865 |
8,920 |
9,044 |
|
S4 |
8,770 |
8,825 |
9,018 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,250 |
10,095 |
9,309 |
|
R3 |
9,815 |
9,660 |
9,190 |
|
R2 |
9,380 |
9,380 |
9,150 |
|
R1 |
9,225 |
9,225 |
9,110 |
9,303 |
PP |
8,945 |
8,945 |
8,945 |
8,984 |
S1 |
8,790 |
8,790 |
9,030 |
8,868 |
S2 |
8,510 |
8,510 |
8,990 |
|
S3 |
8,075 |
8,355 |
8,951 |
|
S4 |
7,640 |
7,920 |
8,831 |
|
|
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% |
180 |
2.0% |
93% |
False |
False |
6,997 |
10 |
9,100 |
8,650 |
450 |
5.0% |
169 |
1.9% |
93% |
False |
False |
6,673 |
20 |
9,100 |
8,345 |
755 |
8.3% |
164 |
1.8% |
96% |
False |
False |
6,727 |
40 |
9,100 |
8,280 |
820 |
9.0% |
182 |
2.0% |
96% |
False |
False |
8,230 |
60 |
9,265 |
8,280 |
985 |
10.9% |
180 |
2.0% |
80% |
False |
False |
5,554 |
80 |
10,120 |
8,280 |
1,840 |
20.3% |
139 |
1.5% |
43% |
False |
False |
4,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,499 |
2.618 |
9,344 |
1.618 |
9,249 |
1.000 |
9,190 |
0.618 |
9,154 |
HIGH |
9,095 |
0.618 |
9,059 |
0.500 |
9,048 |
0.382 |
9,036 |
LOW |
9,000 |
0.618 |
8,941 |
1.000 |
8,905 |
1.618 |
8,846 |
2.618 |
8,751 |
4.250 |
8,596 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
9,063 |
9,008 |
PP |
9,055 |
8,945 |
S1 |
9,048 |
8,883 |
|