Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,317 |
11,422 |
105 |
0.9% |
10,824 |
High |
11,560 |
11,476 |
-84 |
-0.7% |
11,178 |
Low |
11,257 |
11,312 |
55 |
0.5% |
10,328 |
Close |
11,416 |
11,392 |
-24 |
-0.2% |
11,066 |
Range |
303 |
164 |
-139 |
-45.9% |
850 |
ATR |
299 |
289 |
-10 |
-3.2% |
0 |
Volume |
116,010 |
125,916 |
9,906 |
8.5% |
856,575 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,885 |
11,803 |
11,482 |
|
R3 |
11,721 |
11,639 |
11,437 |
|
R2 |
11,557 |
11,557 |
11,422 |
|
R1 |
11,475 |
11,475 |
11,407 |
11,434 |
PP |
11,393 |
11,393 |
11,393 |
11,373 |
S1 |
11,311 |
11,311 |
11,377 |
11,270 |
S2 |
11,229 |
11,229 |
11,362 |
|
S3 |
11,065 |
11,147 |
11,347 |
|
S4 |
10,901 |
10,983 |
11,302 |
|
|
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 |
10,983 |
577 |
5.1% |
210 |
1.8% |
71% |
False |
False |
119,147 |
10 |
11,560 |
10,328 |
1,232 |
10.8% |
273 |
2.4% |
86% |
False |
False |
144,488 |
20 |
11,560 |
10,328 |
1,232 |
10.8% |
299 |
2.6% |
86% |
False |
False |
149,785 |
40 |
11,625 |
10,328 |
1,297 |
11.4% |
297 |
2.6% |
82% |
False |
False |
93,494 |
60 |
12,675 |
10,328 |
2,347 |
20.6% |
308 |
2.7% |
45% |
False |
False |
62,388 |
80 |
12,675 |
10,328 |
2,347 |
20.6% |
268 |
2.4% |
45% |
False |
False |
46,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,173 |
2.618 |
11,905 |
1.618 |
11,741 |
1.000 |
11,640 |
0.618 |
11,577 |
HIGH |
11,476 |
0.618 |
11,413 |
0.500 |
11,394 |
0.382 |
11,375 |
LOW |
11,312 |
0.618 |
11,211 |
1.000 |
11,148 |
1.618 |
11,047 |
2.618 |
10,883 |
4.250 |
10,615 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,394 |
11,409 |
PP |
11,393 |
11,403 |
S1 |
11,393 |
11,398 |
|