Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,525 |
11,445 |
-80 |
-0.7% |
11,080 |
High |
11,571 |
11,525 |
-46 |
-0.4% |
11,589 |
Low |
11,405 |
11,330 |
-75 |
-0.7% |
11,080 |
Close |
11,444 |
11,472 |
28 |
0.2% |
11,566 |
Range |
166 |
195 |
29 |
17.5% |
509 |
ATR |
287 |
280 |
-7 |
-2.3% |
0 |
Volume |
138,389 |
147,709 |
9,320 |
6.7% |
542,844 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,027 |
11,945 |
11,579 |
|
R3 |
11,832 |
11,750 |
11,526 |
|
R2 |
11,637 |
11,637 |
11,508 |
|
R1 |
11,555 |
11,555 |
11,490 |
11,596 |
PP |
11,442 |
11,442 |
11,442 |
11,463 |
S1 |
11,360 |
11,360 |
11,454 |
11,401 |
S2 |
11,247 |
11,247 |
11,436 |
|
S3 |
11,052 |
11,165 |
11,419 |
|
S4 |
10,857 |
10,970 |
11,365 |
|
|
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% |
265 |
2.3% |
58% |
False |
False |
131,717 |
10 |
11,658 |
10,983 |
675 |
5.9% |
237 |
2.1% |
72% |
False |
False |
125,432 |
20 |
11,658 |
10,328 |
1,330 |
11.6% |
288 |
2.5% |
86% |
False |
False |
144,325 |
40 |
11,658 |
10,328 |
1,330 |
11.6% |
289 |
2.5% |
86% |
False |
False |
109,911 |
60 |
12,258 |
10,328 |
1,930 |
16.8% |
314 |
2.7% |
59% |
False |
False |
73,355 |
80 |
12,675 |
10,328 |
2,347 |
20.5% |
275 |
2.4% |
49% |
False |
False |
55,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,354 |
2.618 |
12,036 |
1.618 |
11,841 |
1.000 |
11,720 |
0.618 |
11,646 |
HIGH |
11,525 |
0.618 |
11,451 |
0.500 |
11,428 |
0.382 |
11,405 |
LOW |
11,330 |
0.618 |
11,210 |
1.000 |
11,135 |
1.618 |
11,015 |
2.618 |
10,820 |
4.250 |
10,501 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,457 |
11,450 |
PP |
11,442 |
11,427 |
S1 |
11,428 |
11,405 |
|