| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,080 |
11,364 |
284 |
2.6% |
10,824 |
| High |
11,375 |
11,383 |
8 |
0.1% |
11,178 |
| Low |
11,080 |
11,292 |
212 |
1.9% |
10,328 |
| Close |
11,368 |
11,330 |
-38 |
-0.3% |
11,066 |
| Range |
295 |
91 |
-204 |
-69.2% |
850 |
| ATR |
314 |
298 |
-16 |
-5.1% |
0 |
| Volume |
96,497 |
103,949 |
7,452 |
7.7% |
856,575 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,608 |
11,560 |
11,380 |
|
| R3 |
11,517 |
11,469 |
11,355 |
|
| R2 |
11,426 |
11,426 |
11,347 |
|
| R1 |
11,378 |
11,378 |
11,338 |
11,357 |
| PP |
11,335 |
11,335 |
11,335 |
11,324 |
| S1 |
11,287 |
11,287 |
11,322 |
11,266 |
| S2 |
11,244 |
11,244 |
11,313 |
|
| S3 |
11,153 |
11,196 |
11,305 |
|
| S4 |
11,062 |
11,105 |
11,280 |
|
|
| 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 |
11,383 |
10,619 |
764 |
6.7% |
225 |
2.0% |
93% |
True |
False |
131,843 |
| 10 |
11,383 |
10,328 |
1,055 |
9.3% |
289 |
2.6% |
95% |
True |
False |
151,398 |
| 20 |
11,475 |
10,328 |
1,147 |
10.1% |
311 |
2.7% |
87% |
False |
False |
152,263 |
| 40 |
11,625 |
10,328 |
1,297 |
11.4% |
294 |
2.6% |
77% |
False |
False |
87,453 |
| 60 |
12,675 |
10,328 |
2,347 |
20.7% |
305 |
2.7% |
43% |
False |
False |
58,358 |
| 80 |
12,675 |
10,328 |
2,347 |
20.7% |
267 |
2.4% |
43% |
False |
False |
43,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,770 |
|
2.618 |
11,621 |
|
1.618 |
11,530 |
|
1.000 |
11,474 |
|
0.618 |
11,439 |
|
HIGH |
11,383 |
|
0.618 |
11,348 |
|
0.500 |
11,338 |
|
0.382 |
11,327 |
|
LOW |
11,292 |
|
0.618 |
11,236 |
|
1.000 |
11,201 |
|
1.618 |
11,145 |
|
2.618 |
11,054 |
|
4.250 |
10,905 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,338 |
11,281 |
| PP |
11,335 |
11,232 |
| S1 |
11,333 |
11,183 |
|