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 |
1,150.50 |
1,183.75 |
33.25 |
2.9% |
1,115.25 |
High |
1,186.00 |
1,188.25 |
2.25 |
0.2% |
1,166.75 |
Low |
1,150.50 |
1,175.00 |
24.50 |
2.1% |
1,062.00 |
Close |
1,184.75 |
1,183.50 |
-1.25 |
-0.1% |
1,148.75 |
Range |
35.50 |
13.25 |
-22.25 |
-62.7% |
104.75 |
ATR |
36.40 |
34.74 |
-1.65 |
-4.5% |
0.00 |
Volume |
2,020 |
1,099 |
-921 |
-45.6% |
10,932 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.00 |
1,216.00 |
1,190.75 |
|
R3 |
1,208.75 |
1,202.75 |
1,187.25 |
|
R2 |
1,195.50 |
1,195.50 |
1,186.00 |
|
R1 |
1,189.50 |
1,189.50 |
1,184.75 |
1,186.00 |
PP |
1,182.25 |
1,182.25 |
1,182.25 |
1,180.50 |
S1 |
1,176.25 |
1,176.25 |
1,182.25 |
1,172.50 |
S2 |
1,169.00 |
1,169.00 |
1,181.00 |
|
S3 |
1,155.75 |
1,163.00 |
1,179.75 |
|
S4 |
1,142.50 |
1,149.75 |
1,176.25 |
|
|
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 |
1,188.25 |
1,100.50 |
87.75 |
7.4% |
28.50 |
2.4% |
95% |
True |
False |
2,184 |
10 |
1,188.25 |
1,062.00 |
126.25 |
10.7% |
35.25 |
3.0% |
96% |
True |
False |
1,810 |
20 |
1,208.00 |
1,062.00 |
146.00 |
12.3% |
35.25 |
3.0% |
83% |
False |
False |
1,389 |
40 |
1,217.75 |
1,062.00 |
155.75 |
13.2% |
33.25 |
2.8% |
78% |
False |
False |
764 |
60 |
1,335.75 |
1,062.00 |
273.75 |
23.1% |
34.75 |
2.9% |
44% |
False |
False |
524 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
30.25 |
2.6% |
43% |
False |
False |
399 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
25.00 |
2.1% |
43% |
False |
False |
320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,244.50 |
2.618 |
1,223.00 |
1.618 |
1,209.75 |
1.000 |
1,201.50 |
0.618 |
1,196.50 |
HIGH |
1,188.25 |
0.618 |
1,183.25 |
0.500 |
1,181.50 |
0.382 |
1,180.00 |
LOW |
1,175.00 |
0.618 |
1,166.75 |
1.000 |
1,161.75 |
1.618 |
1,153.50 |
2.618 |
1,140.25 |
4.250 |
1,118.75 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,183.00 |
1,176.75 |
PP |
1,182.25 |
1,170.25 |
S1 |
1,181.50 |
1,163.50 |
|