| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,394 |
11,559 |
165 |
1.4% |
11,080 |
| High |
11,589 |
11,658 |
69 |
0.6% |
11,589 |
| Low |
11,359 |
11,295 |
-64 |
-0.6% |
11,080 |
| Close |
11,566 |
11,301 |
-265 |
-2.3% |
11,566 |
| Range |
230 |
363 |
133 |
57.8% |
509 |
| ATR |
285 |
290 |
6 |
2.0% |
0 |
| Volume |
100,472 |
116,582 |
16,110 |
16.0% |
542,844 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507 |
12,267 |
11,501 |
|
| R3 |
12,144 |
11,904 |
11,401 |
|
| R2 |
11,781 |
11,781 |
11,368 |
|
| R1 |
11,541 |
11,541 |
11,334 |
11,480 |
| PP |
11,418 |
11,418 |
11,418 |
11,387 |
| S1 |
11,178 |
11,178 |
11,268 |
11,117 |
| S2 |
11,055 |
11,055 |
11,235 |
|
| S3 |
10,692 |
10,815 |
11,201 |
|
| S4 |
10,329 |
10,452 |
11,101 |
|
|
| 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 |
11,658 |
11,257 |
401 |
3.5% |
230 |
2.0% |
11% |
True |
False |
112,585 |
| 10 |
11,658 |
10,328 |
1,330 |
11.8% |
260 |
2.3% |
73% |
True |
False |
133,446 |
| 20 |
11,658 |
10,328 |
1,330 |
11.8% |
311 |
2.7% |
73% |
True |
False |
148,655 |
| 40 |
11,658 |
10,328 |
1,330 |
11.8% |
293 |
2.6% |
73% |
True |
False |
98,910 |
| 60 |
12,531 |
10,328 |
2,203 |
19.5% |
311 |
2.8% |
44% |
False |
False |
66,001 |
| 80 |
12,675 |
10,328 |
2,347 |
20.8% |
272 |
2.4% |
41% |
False |
False |
49,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,201 |
|
2.618 |
12,608 |
|
1.618 |
12,245 |
|
1.000 |
12,021 |
|
0.618 |
11,882 |
|
HIGH |
11,658 |
|
0.618 |
11,519 |
|
0.500 |
11,477 |
|
0.382 |
11,434 |
|
LOW |
11,295 |
|
0.618 |
11,071 |
|
1.000 |
10,932 |
|
1.618 |
10,708 |
|
2.618 |
10,345 |
|
4.250 |
9,752 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,477 |
11,477 |
| PP |
11,418 |
11,418 |
| S1 |
11,360 |
11,360 |
|