Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,655.0 |
1,643.2 |
-11.8 |
-0.7% |
1,625.5 |
High |
1,669.3 |
1,680.5 |
11.2 |
0.7% |
1,681.5 |
Low |
1,632.0 |
1,643.2 |
11.2 |
0.7% |
1,599.4 |
Close |
1,637.7 |
1,672.8 |
35.1 |
2.1% |
1,637.7 |
Range |
37.3 |
37.3 |
0.0 |
0.0% |
82.1 |
ATR |
56.3 |
55.3 |
-1.0 |
-1.7% |
0.0 |
Volume |
3,284 |
5,341 |
2,057 |
62.6% |
19,086 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.4 |
1,762.4 |
1,693.3 |
|
R3 |
1,740.1 |
1,725.1 |
1,683.1 |
|
R2 |
1,702.8 |
1,702.8 |
1,679.6 |
|
R1 |
1,687.8 |
1,687.8 |
1,676.2 |
1,695.3 |
PP |
1,665.5 |
1,665.5 |
1,665.5 |
1,669.3 |
S1 |
1,650.5 |
1,650.5 |
1,669.4 |
1,658.0 |
S2 |
1,628.2 |
1,628.2 |
1,666.0 |
|
S3 |
1,590.9 |
1,613.2 |
1,662.5 |
|
S4 |
1,553.6 |
1,575.9 |
1,652.3 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.8 |
1,843.9 |
1,682.9 |
|
R3 |
1,803.7 |
1,761.8 |
1,660.3 |
|
R2 |
1,721.6 |
1,721.6 |
1,652.8 |
|
R1 |
1,679.7 |
1,679.7 |
1,645.2 |
1,700.7 |
PP |
1,639.5 |
1,639.5 |
1,639.5 |
1,650.0 |
S1 |
1,597.6 |
1,597.6 |
1,630.2 |
1,618.6 |
S2 |
1,557.4 |
1,557.4 |
1,622.6 |
|
S3 |
1,475.3 |
1,515.5 |
1,615.1 |
|
S4 |
1,393.2 |
1,433.4 |
1,592.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,681.5 |
1,599.4 |
82.1 |
4.9% |
45.6 |
2.7% |
89% |
False |
False |
4,411 |
10 |
1,681.5 |
1,587.3 |
94.2 |
5.6% |
48.0 |
2.9% |
91% |
False |
False |
4,108 |
20 |
1,849.7 |
1,543.3 |
306.4 |
18.3% |
56.0 |
3.3% |
42% |
False |
False |
4,244 |
40 |
1,925.1 |
1,543.3 |
381.8 |
22.8% |
55.0 |
3.3% |
34% |
False |
False |
3,514 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.8% |
46.6 |
2.8% |
34% |
False |
False |
3,307 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.5% |
39.1 |
2.3% |
43% |
False |
False |
2,592 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.5% |
33.5 |
2.0% |
43% |
False |
False |
2,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.0 |
2.618 |
1,778.2 |
1.618 |
1,740.9 |
1.000 |
1,717.8 |
0.618 |
1,703.6 |
HIGH |
1,680.5 |
0.618 |
1,666.3 |
0.500 |
1,661.9 |
0.382 |
1,657.4 |
LOW |
1,643.2 |
0.618 |
1,620.1 |
1.000 |
1,605.9 |
1.618 |
1,582.8 |
2.618 |
1,545.5 |
4.250 |
1,484.7 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,669.2 |
1,667.3 |
PP |
1,665.5 |
1,661.8 |
S1 |
1,661.9 |
1,656.3 |
|