Trading Metrics calculated at close of trading on 12-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,680.1 |
1,667.4 |
-12.7 |
-0.8% |
1,625.5 |
High |
1,688.8 |
1,695.2 |
6.4 |
0.4% |
1,681.5 |
Low |
1,658.1 |
1,664.5 |
6.4 |
0.4% |
1,599.4 |
Close |
1,663.0 |
1,684.6 |
21.6 |
1.3% |
1,637.7 |
Range |
30.7 |
30.7 |
0.0 |
0.0% |
82.1 |
ATR |
53.6 |
52.0 |
-1.5 |
-2.8% |
0.0 |
Volume |
2,971 |
2,834 |
-137 |
-4.6% |
19,086 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.5 |
1,759.8 |
1,701.5 |
|
R3 |
1,742.8 |
1,729.1 |
1,693.0 |
|
R2 |
1,712.1 |
1,712.1 |
1,690.2 |
|
R1 |
1,698.4 |
1,698.4 |
1,687.4 |
1,705.3 |
PP |
1,681.4 |
1,681.4 |
1,681.4 |
1,684.9 |
S1 |
1,667.7 |
1,667.7 |
1,681.8 |
1,674.6 |
S2 |
1,650.7 |
1,650.7 |
1,679.0 |
|
S3 |
1,620.0 |
1,637.0 |
1,676.2 |
|
S4 |
1,589.3 |
1,606.3 |
1,667.7 |
|
|
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 |
1,695.2 |
1,632.0 |
63.2 |
3.8% |
31.6 |
1.9% |
83% |
True |
False |
3,932 |
10 |
1,695.2 |
1,587.3 |
107.9 |
6.4% |
41.7 |
2.5% |
90% |
True |
False |
3,646 |
20 |
1,832.4 |
1,543.3 |
289.1 |
17.2% |
54.9 |
3.3% |
49% |
False |
False |
4,180 |
40 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
55.0 |
3.3% |
37% |
False |
False |
3,593 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
47.0 |
2.8% |
37% |
False |
False |
3,386 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.3% |
39.6 |
2.3% |
46% |
False |
False |
2,660 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.3% |
33.8 |
2.0% |
46% |
False |
False |
2,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.7 |
2.618 |
1,775.6 |
1.618 |
1,744.9 |
1.000 |
1,725.9 |
0.618 |
1,714.2 |
HIGH |
1,695.2 |
0.618 |
1,683.5 |
0.500 |
1,679.9 |
0.382 |
1,676.2 |
LOW |
1,664.5 |
0.618 |
1,645.5 |
1.000 |
1,633.8 |
1.618 |
1,614.8 |
2.618 |
1,584.1 |
4.250 |
1,534.0 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,683.0 |
1,679.5 |
PP |
1,681.4 |
1,674.3 |
S1 |
1,679.9 |
1,669.2 |
|