Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,043 |
11,080 |
37 |
0.3% |
10,824 |
High |
11,178 |
11,375 |
197 |
1.8% |
11,178 |
Low |
10,983 |
11,080 |
97 |
0.9% |
10,328 |
Close |
11,066 |
11,368 |
302 |
2.7% |
11,066 |
Range |
195 |
295 |
100 |
51.3% |
850 |
ATR |
315 |
314 |
0 |
-0.1% |
0 |
Volume |
153,365 |
96,497 |
-56,868 |
-37.1% |
856,575 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,159 |
12,059 |
11,530 |
|
R3 |
11,864 |
11,764 |
11,449 |
|
R2 |
11,569 |
11,569 |
11,422 |
|
R1 |
11,469 |
11,469 |
11,395 |
11,519 |
PP |
11,274 |
11,274 |
11,274 |
11,300 |
S1 |
11,174 |
11,174 |
11,341 |
11,224 |
S2 |
10,979 |
10,979 |
11,314 |
|
S3 |
10,684 |
10,879 |
11,287 |
|
S4 |
10,389 |
10,584 |
11,206 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,407 |
13,087 |
11,534 |
|
R3 |
12,557 |
12,237 |
11,300 |
|
R2 |
11,707 |
11,707 |
11,222 |
|
R1 |
11,387 |
11,387 |
11,144 |
11,547 |
PP |
10,857 |
10,857 |
10,857 |
10,938 |
S1 |
10,537 |
10,537 |
10,988 |
10,697 |
S2 |
10,007 |
10,007 |
10,910 |
|
S3 |
9,157 |
9,687 |
10,832 |
|
S4 |
8,307 |
8,837 |
10,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,375 |
10,328 |
1,047 |
9.2% |
291 |
2.6% |
99% |
True |
False |
154,306 |
10 |
11,375 |
10,328 |
1,047 |
9.2% |
315 |
2.8% |
99% |
True |
False |
156,300 |
20 |
11,475 |
10,328 |
1,147 |
10.1% |
318 |
2.8% |
91% |
False |
False |
154,665 |
40 |
11,625 |
10,328 |
1,297 |
11.4% |
297 |
2.6% |
80% |
False |
False |
84,856 |
60 |
12,675 |
10,328 |
2,347 |
20.6% |
306 |
2.7% |
44% |
False |
False |
56,627 |
80 |
12,675 |
10,328 |
2,347 |
20.6% |
267 |
2.3% |
44% |
False |
False |
42,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,629 |
2.618 |
12,147 |
1.618 |
11,852 |
1.000 |
11,670 |
0.618 |
11,557 |
HIGH |
11,375 |
0.618 |
11,262 |
0.500 |
11,228 |
0.382 |
11,193 |
LOW |
11,080 |
0.618 |
10,898 |
1.000 |
10,785 |
1.618 |
10,603 |
2.618 |
10,308 |
4.250 |
9,826 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,321 |
11,272 |
PP |
11,274 |
11,177 |
S1 |
11,228 |
11,081 |
|