Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,422 |
11,394 |
-28 |
-0.2% |
11,080 |
High |
11,476 |
11,589 |
113 |
1.0% |
11,589 |
Low |
11,312 |
11,359 |
47 |
0.4% |
11,080 |
Close |
11,392 |
11,566 |
174 |
1.5% |
11,566 |
Range |
164 |
230 |
66 |
40.2% |
509 |
ATR |
289 |
285 |
-4 |
-1.5% |
0 |
Volume |
125,916 |
100,472 |
-25,444 |
-20.2% |
542,844 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,195 |
12,110 |
11,693 |
|
R3 |
11,965 |
11,880 |
11,629 |
|
R2 |
11,735 |
11,735 |
11,608 |
|
R1 |
11,650 |
11,650 |
11,587 |
11,693 |
PP |
11,505 |
11,505 |
11,505 |
11,526 |
S1 |
11,420 |
11,420 |
11,545 |
11,463 |
S2 |
11,275 |
11,275 |
11,524 |
|
S3 |
11,045 |
11,190 |
11,503 |
|
S4 |
10,815 |
10,960 |
11,440 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,939 |
12,761 |
11,846 |
|
R3 |
12,430 |
12,252 |
11,706 |
|
R2 |
11,921 |
11,921 |
11,659 |
|
R1 |
11,743 |
11,743 |
11,613 |
11,832 |
PP |
11,412 |
11,412 |
11,412 |
11,456 |
S1 |
11,234 |
11,234 |
11,519 |
11,323 |
S2 |
10,903 |
10,903 |
11,473 |
|
S3 |
10,394 |
10,725 |
11,426 |
|
S4 |
9,885 |
10,216 |
11,286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,589 |
11,080 |
509 |
4.4% |
217 |
1.9% |
95% |
True |
False |
108,568 |
10 |
11,589 |
10,328 |
1,261 |
10.9% |
263 |
2.3% |
98% |
True |
False |
139,941 |
20 |
11,589 |
10,328 |
1,261 |
10.9% |
302 |
2.6% |
98% |
True |
False |
149,013 |
40 |
11,625 |
10,328 |
1,297 |
11.2% |
291 |
2.5% |
95% |
False |
False |
96,003 |
60 |
12,675 |
10,328 |
2,347 |
20.3% |
308 |
2.7% |
53% |
False |
False |
64,062 |
80 |
12,675 |
10,328 |
2,347 |
20.3% |
270 |
2.3% |
53% |
False |
False |
48,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,567 |
2.618 |
12,191 |
1.618 |
11,961 |
1.000 |
11,819 |
0.618 |
11,731 |
HIGH |
11,589 |
0.618 |
11,501 |
0.500 |
11,474 |
0.382 |
11,447 |
LOW |
11,359 |
0.618 |
11,217 |
1.000 |
11,129 |
1.618 |
10,987 |
2.618 |
10,757 |
4.250 |
10,382 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,535 |
11,518 |
PP |
11,505 |
11,471 |
S1 |
11,474 |
11,423 |
|