Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,295 |
11,525 |
230 |
2.0% |
11,080 |
High |
11,590 |
11,571 |
-19 |
-0.2% |
11,589 |
Low |
11,219 |
11,405 |
186 |
1.7% |
11,080 |
Close |
11,526 |
11,444 |
-82 |
-0.7% |
11,566 |
Range |
371 |
166 |
-205 |
-55.3% |
509 |
ATR |
296 |
287 |
-9 |
-3.1% |
0 |
Volume |
155,436 |
138,389 |
-17,047 |
-11.0% |
542,844 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,971 |
11,874 |
11,535 |
|
R3 |
11,805 |
11,708 |
11,490 |
|
R2 |
11,639 |
11,639 |
11,475 |
|
R1 |
11,542 |
11,542 |
11,459 |
11,508 |
PP |
11,473 |
11,473 |
11,473 |
11,456 |
S1 |
11,376 |
11,376 |
11,429 |
11,342 |
S2 |
11,307 |
11,307 |
11,414 |
|
S3 |
11,141 |
11,210 |
11,398 |
|
S4 |
10,975 |
11,044 |
11,353 |
|
|
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 |
11,219 |
439 |
3.8% |
259 |
2.3% |
51% |
False |
False |
127,359 |
10 |
11,658 |
10,787 |
871 |
7.6% |
246 |
2.1% |
75% |
False |
False |
125,242 |
20 |
11,658 |
10,328 |
1,330 |
11.6% |
305 |
2.7% |
84% |
False |
False |
149,132 |
40 |
11,658 |
10,328 |
1,330 |
11.6% |
291 |
2.5% |
84% |
False |
False |
106,226 |
60 |
12,384 |
10,328 |
2,056 |
18.0% |
314 |
2.7% |
54% |
False |
False |
70,895 |
80 |
12,675 |
10,328 |
2,347 |
20.5% |
274 |
2.4% |
48% |
False |
False |
53,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,277 |
2.618 |
12,006 |
1.618 |
11,840 |
1.000 |
11,737 |
0.618 |
11,674 |
HIGH |
11,571 |
0.618 |
11,508 |
0.500 |
11,488 |
0.382 |
11,469 |
LOW |
11,405 |
0.618 |
11,303 |
1.000 |
11,239 |
1.618 |
11,137 |
2.618 |
10,971 |
4.250 |
10,700 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,488 |
11,442 |
PP |
11,473 |
11,440 |
S1 |
11,459 |
11,439 |
|