Trading Metrics calculated at close of trading on 12-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,364 |
11,317 |
-47 |
-0.4% |
10,824 |
High |
11,383 |
11,560 |
177 |
1.6% |
11,178 |
Low |
11,292 |
11,257 |
-35 |
-0.3% |
10,328 |
Close |
11,330 |
11,416 |
86 |
0.8% |
11,066 |
Range |
91 |
303 |
212 |
233.0% |
850 |
ATR |
298 |
299 |
0 |
0.1% |
0 |
Volume |
103,949 |
116,010 |
12,061 |
11.6% |
856,575 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,320 |
12,171 |
11,583 |
|
R3 |
12,017 |
11,868 |
11,499 |
|
R2 |
11,714 |
11,714 |
11,472 |
|
R1 |
11,565 |
11,565 |
11,444 |
11,640 |
PP |
11,411 |
11,411 |
11,411 |
11,448 |
S1 |
11,262 |
11,262 |
11,388 |
11,337 |
S2 |
11,108 |
11,108 |
11,361 |
|
S3 |
10,805 |
10,959 |
11,333 |
|
S4 |
10,502 |
10,656 |
11,249 |
|
|
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 |
11,560 |
10,787 |
773 |
6.8% |
233 |
2.0% |
81% |
True |
False |
123,125 |
10 |
11,560 |
10,328 |
1,232 |
10.8% |
287 |
2.5% |
88% |
True |
False |
147,440 |
20 |
11,560 |
10,328 |
1,232 |
10.8% |
304 |
2.7% |
88% |
True |
False |
149,927 |
40 |
11,625 |
10,328 |
1,297 |
11.4% |
298 |
2.6% |
84% |
False |
False |
90,350 |
60 |
12,675 |
10,328 |
2,347 |
20.6% |
306 |
2.7% |
46% |
False |
False |
60,290 |
80 |
12,675 |
10,328 |
2,347 |
20.6% |
268 |
2.3% |
46% |
False |
False |
45,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,848 |
2.618 |
12,353 |
1.618 |
12,050 |
1.000 |
11,863 |
0.618 |
11,747 |
HIGH |
11,560 |
0.618 |
11,444 |
0.500 |
11,409 |
0.382 |
11,373 |
LOW |
11,257 |
0.618 |
11,070 |
1.000 |
10,954 |
1.618 |
10,767 |
2.618 |
10,464 |
4.250 |
9,969 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,414 |
11,384 |
PP |
11,411 |
11,352 |
S1 |
11,409 |
11,320 |
|