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 |
1,150.75 |
1,150.50 |
-0.25 |
0.0% |
1,115.25 |
High |
1,166.75 |
1,186.00 |
19.25 |
1.6% |
1,166.75 |
Low |
1,138.75 |
1,150.50 |
11.75 |
1.0% |
1,062.00 |
Close |
1,148.75 |
1,184.75 |
36.00 |
3.1% |
1,148.75 |
Range |
28.00 |
35.50 |
7.50 |
26.8% |
104.75 |
ATR |
36.33 |
36.40 |
0.07 |
0.2% |
0.00 |
Volume |
1,349 |
2,020 |
671 |
49.7% |
10,932 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.25 |
1,268.00 |
1,204.25 |
|
R3 |
1,244.75 |
1,232.50 |
1,194.50 |
|
R2 |
1,209.25 |
1,209.25 |
1,191.25 |
|
R1 |
1,197.00 |
1,197.00 |
1,188.00 |
1,203.00 |
PP |
1,173.75 |
1,173.75 |
1,173.75 |
1,176.75 |
S1 |
1,161.50 |
1,161.50 |
1,181.50 |
1,167.50 |
S2 |
1,138.25 |
1,138.25 |
1,178.25 |
|
S3 |
1,102.75 |
1,126.00 |
1,175.00 |
|
S4 |
1,067.25 |
1,090.50 |
1,165.25 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.00 |
1,399.25 |
1,206.25 |
|
R3 |
1,335.25 |
1,294.50 |
1,177.50 |
|
R2 |
1,230.50 |
1,230.50 |
1,168.00 |
|
R1 |
1,189.75 |
1,189.75 |
1,158.25 |
1,210.00 |
PP |
1,125.75 |
1,125.75 |
1,125.75 |
1,136.00 |
S1 |
1,085.00 |
1,085.00 |
1,139.25 |
1,105.50 |
S2 |
1,021.00 |
1,021.00 |
1,129.50 |
|
S3 |
916.25 |
980.25 |
1,120.00 |
|
S4 |
811.50 |
875.50 |
1,091.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,186.00 |
1,062.00 |
124.00 |
10.5% |
36.00 |
3.0% |
99% |
True |
False |
2,289 |
10 |
1,186.00 |
1,062.00 |
124.00 |
10.5% |
37.25 |
3.2% |
99% |
True |
False |
1,931 |
20 |
1,208.00 |
1,062.00 |
146.00 |
12.3% |
36.00 |
3.0% |
84% |
False |
False |
1,349 |
40 |
1,217.75 |
1,062.00 |
155.75 |
13.1% |
33.25 |
2.8% |
79% |
False |
False |
737 |
60 |
1,335.75 |
1,062.00 |
273.75 |
23.1% |
34.75 |
2.9% |
45% |
False |
False |
507 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
30.25 |
2.6% |
44% |
False |
False |
385 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
24.75 |
2.1% |
44% |
False |
False |
309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.00 |
2.618 |
1,279.00 |
1.618 |
1,243.50 |
1.000 |
1,221.50 |
0.618 |
1,208.00 |
HIGH |
1,186.00 |
0.618 |
1,172.50 |
0.500 |
1,168.25 |
0.382 |
1,164.00 |
LOW |
1,150.50 |
0.618 |
1,128.50 |
1.000 |
1,115.00 |
1.618 |
1,093.00 |
2.618 |
1,057.50 |
4.250 |
999.50 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,179.25 |
1,174.75 |
PP |
1,173.75 |
1,164.50 |
S1 |
1,168.25 |
1,154.50 |
|