Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,643.2 |
1,680.1 |
36.9 |
2.2% |
1,625.5 |
High |
1,680.5 |
1,688.8 |
8.3 |
0.5% |
1,681.5 |
Low |
1,643.2 |
1,658.1 |
14.9 |
0.9% |
1,599.4 |
Close |
1,672.8 |
1,663.0 |
-9.8 |
-0.6% |
1,637.7 |
Range |
37.3 |
30.7 |
-6.6 |
-17.7% |
82.1 |
ATR |
55.3 |
53.6 |
-1.8 |
-3.2% |
0.0 |
Volume |
5,341 |
2,971 |
-2,370 |
-44.4% |
19,086 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.1 |
1,743.2 |
1,679.9 |
|
R3 |
1,731.4 |
1,712.5 |
1,671.4 |
|
R2 |
1,700.7 |
1,700.7 |
1,668.6 |
|
R1 |
1,681.8 |
1,681.8 |
1,665.8 |
1,675.9 |
PP |
1,670.0 |
1,670.0 |
1,670.0 |
1,667.0 |
S1 |
1,651.1 |
1,651.1 |
1,660.2 |
1,645.2 |
S2 |
1,639.3 |
1,639.3 |
1,657.4 |
|
S3 |
1,608.6 |
1,620.4 |
1,654.6 |
|
S4 |
1,577.9 |
1,589.7 |
1,646.1 |
|
|
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 |
1,688.8 |
1,599.8 |
89.0 |
5.4% |
35.3 |
2.1% |
71% |
True |
False |
4,676 |
10 |
1,688.8 |
1,587.3 |
101.5 |
6.1% |
45.2 |
2.7% |
75% |
True |
False |
3,684 |
20 |
1,849.7 |
1,543.3 |
306.4 |
18.4% |
55.1 |
3.3% |
39% |
False |
False |
4,177 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
54.9 |
3.3% |
31% |
False |
False |
3,564 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
46.9 |
2.8% |
31% |
False |
False |
3,345 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.6% |
39.3 |
2.4% |
41% |
False |
False |
2,626 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.6% |
33.7 |
2.0% |
41% |
False |
False |
2,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.3 |
2.618 |
1,769.2 |
1.618 |
1,738.5 |
1.000 |
1,719.5 |
0.618 |
1,707.8 |
HIGH |
1,688.8 |
0.618 |
1,677.1 |
0.500 |
1,673.5 |
0.382 |
1,669.8 |
LOW |
1,658.1 |
0.618 |
1,639.1 |
1.000 |
1,627.4 |
1.618 |
1,608.4 |
2.618 |
1,577.7 |
4.250 |
1,527.6 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,673.5 |
1,662.1 |
PP |
1,670.0 |
1,661.3 |
S1 |
1,666.5 |
1,660.4 |
|