Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,667.4 |
1,679.9 |
12.5 |
0.7% |
1,625.5 |
High |
1,695.2 |
1,687.2 |
-8.0 |
-0.5% |
1,681.5 |
Low |
1,664.5 |
1,657.9 |
-6.6 |
-0.4% |
1,599.4 |
Close |
1,684.6 |
1,670.4 |
-14.2 |
-0.8% |
1,637.7 |
Range |
30.7 |
29.3 |
-1.4 |
-4.6% |
82.1 |
ATR |
52.0 |
50.4 |
-1.6 |
-3.1% |
0.0 |
Volume |
2,834 |
2,757 |
-77 |
-2.7% |
19,086 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.7 |
1,744.4 |
1,686.5 |
|
R3 |
1,730.4 |
1,715.1 |
1,678.5 |
|
R2 |
1,701.1 |
1,701.1 |
1,675.8 |
|
R1 |
1,685.8 |
1,685.8 |
1,673.1 |
1,678.8 |
PP |
1,671.8 |
1,671.8 |
1,671.8 |
1,668.4 |
S1 |
1,656.5 |
1,656.5 |
1,667.7 |
1,649.5 |
S2 |
1,642.5 |
1,642.5 |
1,665.0 |
|
S3 |
1,613.2 |
1,627.2 |
1,662.3 |
|
S4 |
1,583.9 |
1,597.9 |
1,654.3 |
|
|
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 |
1,695.2 |
1,632.0 |
63.2 |
3.8% |
33.1 |
2.0% |
61% |
False |
False |
3,437 |
10 |
1,695.2 |
1,599.4 |
95.8 |
5.7% |
39.5 |
2.4% |
74% |
False |
False |
3,574 |
20 |
1,832.4 |
1,543.3 |
289.1 |
17.3% |
53.7 |
3.2% |
44% |
False |
False |
4,134 |
40 |
1,925.1 |
1,543.3 |
381.8 |
22.9% |
55.5 |
3.3% |
33% |
False |
False |
3,608 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.9% |
47.2 |
2.8% |
33% |
False |
False |
3,425 |
80 |
1,925.1 |
1,482.6 |
442.5 |
26.5% |
39.9 |
2.4% |
42% |
False |
False |
2,693 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.5% |
34.0 |
2.0% |
42% |
False |
False |
2,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.7 |
2.618 |
1,763.9 |
1.618 |
1,734.6 |
1.000 |
1,716.5 |
0.618 |
1,705.3 |
HIGH |
1,687.2 |
0.618 |
1,676.0 |
0.500 |
1,672.6 |
0.382 |
1,669.1 |
LOW |
1,657.9 |
0.618 |
1,639.8 |
1.000 |
1,628.6 |
1.618 |
1,610.5 |
2.618 |
1,581.2 |
4.250 |
1,533.4 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,672.6 |
1,676.6 |
PP |
1,671.8 |
1,674.5 |
S1 |
1,671.1 |
1,672.5 |
|