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 |
1,183.75 |
1,181.25 |
-2.50 |
-0.2% |
1,115.25 |
High |
1,188.25 |
1,209.50 |
21.25 |
1.8% |
1,166.75 |
Low |
1,175.00 |
1,175.00 |
0.00 |
0.0% |
1,062.00 |
Close |
1,183.50 |
1,192.25 |
8.75 |
0.7% |
1,148.75 |
Range |
13.25 |
34.50 |
21.25 |
160.4% |
104.75 |
ATR |
34.74 |
34.73 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,099 |
1,021 |
-78 |
-7.1% |
10,932 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.75 |
1,278.50 |
1,211.25 |
|
R3 |
1,261.25 |
1,244.00 |
1,201.75 |
|
R2 |
1,226.75 |
1,226.75 |
1,198.50 |
|
R1 |
1,209.50 |
1,209.50 |
1,195.50 |
1,218.00 |
PP |
1,192.25 |
1,192.25 |
1,192.25 |
1,196.50 |
S1 |
1,175.00 |
1,175.00 |
1,189.00 |
1,183.50 |
S2 |
1,157.75 |
1,157.75 |
1,186.00 |
|
S3 |
1,123.25 |
1,140.50 |
1,182.75 |
|
S4 |
1,088.75 |
1,106.00 |
1,173.25 |
|
|
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 |
1,209.50 |
1,123.00 |
86.50 |
7.3% |
28.50 |
2.4% |
80% |
True |
False |
1,651 |
10 |
1,209.50 |
1,062.00 |
147.50 |
12.4% |
35.00 |
2.9% |
88% |
True |
False |
1,781 |
20 |
1,209.50 |
1,062.00 |
147.50 |
12.4% |
34.75 |
2.9% |
88% |
True |
False |
1,435 |
40 |
1,217.75 |
1,062.00 |
155.75 |
13.1% |
33.75 |
2.8% |
84% |
False |
False |
790 |
60 |
1,335.75 |
1,062.00 |
273.75 |
23.0% |
34.75 |
2.9% |
48% |
False |
False |
541 |
80 |
1,342.75 |
1,062.00 |
280.75 |
23.5% |
30.50 |
2.6% |
46% |
False |
False |
411 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.5% |
25.25 |
2.1% |
46% |
False |
False |
330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.00 |
2.618 |
1,299.75 |
1.618 |
1,265.25 |
1.000 |
1,244.00 |
0.618 |
1,230.75 |
HIGH |
1,209.50 |
0.618 |
1,196.25 |
0.500 |
1,192.25 |
0.382 |
1,188.25 |
LOW |
1,175.00 |
0.618 |
1,153.75 |
1.000 |
1,140.50 |
1.618 |
1,119.25 |
2.618 |
1,084.75 |
4.250 |
1,028.50 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,192.25 |
1,188.25 |
PP |
1,192.25 |
1,184.00 |
S1 |
1,192.25 |
1,180.00 |
|