Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,668 |
11,806 |
138 |
1.2% |
11,559 |
High |
11,833 |
12,228 |
395 |
3.3% |
11,763 |
Low |
11,632 |
11,806 |
174 |
1.5% |
11,219 |
Close |
11,802 |
12,168 |
366 |
3.1% |
11,757 |
Range |
201 |
422 |
221 |
110.0% |
544 |
ATR |
269 |
281 |
11 |
4.2% |
0 |
Volume |
141,154 |
138,909 |
-2,245 |
-1.6% |
672,224 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,333 |
13,173 |
12,400 |
|
R3 |
12,911 |
12,751 |
12,284 |
|
R2 |
12,489 |
12,489 |
12,245 |
|
R1 |
12,329 |
12,329 |
12,207 |
12,409 |
PP |
12,067 |
12,067 |
12,067 |
12,108 |
S1 |
11,907 |
11,907 |
12,129 |
11,987 |
S2 |
11,645 |
11,645 |
12,091 |
|
S3 |
11,223 |
11,485 |
12,052 |
|
S4 |
10,801 |
11,063 |
11,936 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,212 |
13,028 |
12,056 |
|
R3 |
12,668 |
12,484 |
11,907 |
|
R2 |
12,124 |
12,124 |
11,857 |
|
R1 |
11,940 |
11,940 |
11,807 |
12,032 |
PP |
11,580 |
11,580 |
11,580 |
11,626 |
S1 |
11,396 |
11,396 |
11,707 |
11,488 |
S2 |
11,036 |
11,036 |
11,657 |
|
S3 |
10,492 |
10,852 |
11,608 |
|
S4 |
9,948 |
10,308 |
11,458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,228 |
11,457 |
771 |
6.3% |
277 |
2.3% |
92% |
True |
False |
128,943 |
10 |
12,228 |
11,219 |
1,009 |
8.3% |
271 |
2.2% |
94% |
True |
False |
130,330 |
20 |
12,228 |
10,328 |
1,900 |
15.6% |
272 |
2.2% |
97% |
True |
False |
137,409 |
40 |
12,228 |
10,328 |
1,900 |
15.6% |
291 |
2.4% |
97% |
True |
False |
125,985 |
60 |
12,228 |
10,328 |
1,900 |
15.6% |
318 |
2.6% |
97% |
True |
False |
84,088 |
80 |
12,675 |
10,328 |
2,347 |
19.3% |
285 |
2.3% |
78% |
False |
False |
63,089 |
100 |
12,675 |
10,328 |
2,347 |
19.3% |
250 |
2.1% |
78% |
False |
False |
50,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,022 |
2.618 |
13,333 |
1.618 |
12,911 |
1.000 |
12,650 |
0.618 |
12,489 |
HIGH |
12,228 |
0.618 |
12,067 |
0.500 |
12,017 |
0.382 |
11,967 |
LOW |
11,806 |
0.618 |
11,545 |
1.000 |
11,384 |
1.618 |
11,123 |
2.618 |
10,701 |
4.250 |
10,013 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
12,118 |
12,087 |
PP |
12,067 |
12,006 |
S1 |
12,017 |
11,926 |
|