Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,806 |
12,170 |
364 |
3.1% |
11,717 |
High |
12,228 |
12,194 |
-34 |
-0.3% |
12,228 |
Low |
11,806 |
12,092 |
286 |
2.4% |
11,623 |
Close |
12,168 |
12,168 |
0 |
0.0% |
12,168 |
Range |
422 |
102 |
-320 |
-75.8% |
605 |
ATR |
281 |
268 |
-13 |
-4.5% |
0 |
Volume |
138,909 |
82,969 |
-55,940 |
-40.3% |
613,578 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,457 |
12,415 |
12,224 |
|
R3 |
12,355 |
12,313 |
12,196 |
|
R2 |
12,253 |
12,253 |
12,187 |
|
R1 |
12,211 |
12,211 |
12,177 |
12,181 |
PP |
12,151 |
12,151 |
12,151 |
12,137 |
S1 |
12,109 |
12,109 |
12,159 |
12,079 |
S2 |
12,049 |
12,049 |
12,149 |
|
S3 |
11,947 |
12,007 |
12,140 |
|
S4 |
11,845 |
11,905 |
12,112 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,821 |
13,600 |
12,501 |
|
R3 |
13,216 |
12,995 |
12,335 |
|
R2 |
12,611 |
12,611 |
12,279 |
|
R1 |
12,390 |
12,390 |
12,224 |
12,501 |
PP |
12,006 |
12,006 |
12,006 |
12,062 |
S1 |
11,785 |
11,785 |
12,113 |
11,896 |
S2 |
11,401 |
11,401 |
12,057 |
|
S3 |
10,796 |
11,180 |
12,002 |
|
S4 |
10,191 |
10,575 |
11,835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,228 |
11,623 |
605 |
5.0% |
236 |
1.9% |
90% |
False |
False |
122,715 |
10 |
12,228 |
11,219 |
1,009 |
8.3% |
258 |
2.1% |
94% |
False |
False |
128,580 |
20 |
12,228 |
10,328 |
1,900 |
15.6% |
261 |
2.1% |
97% |
False |
False |
134,261 |
40 |
12,228 |
10,328 |
1,900 |
15.6% |
288 |
2.4% |
97% |
False |
False |
128,043 |
60 |
12,228 |
10,328 |
1,900 |
15.6% |
310 |
2.5% |
97% |
False |
False |
85,468 |
80 |
12,675 |
10,328 |
2,347 |
19.3% |
284 |
2.3% |
78% |
False |
False |
64,126 |
100 |
12,675 |
10,328 |
2,347 |
19.3% |
250 |
2.1% |
78% |
False |
False |
51,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,628 |
2.618 |
12,461 |
1.618 |
12,359 |
1.000 |
12,296 |
0.618 |
12,257 |
HIGH |
12,194 |
0.618 |
12,155 |
0.500 |
12,143 |
0.382 |
12,131 |
LOW |
12,092 |
0.618 |
12,029 |
1.000 |
11,990 |
1.618 |
11,927 |
2.618 |
11,825 |
4.250 |
11,659 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
12,160 |
12,089 |
PP |
12,151 |
12,009 |
S1 |
12,143 |
11,930 |
|