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 |
11,123.41 |
11,104.56 |
-18.85 |
-0.2% |
10,912.10 |
High |
11,232.05 |
11,433.33 |
201.28 |
1.8% |
11,232.05 |
Low |
11,051.13 |
11,104.56 |
53.43 |
0.5% |
10,404.49 |
Close |
11,103.12 |
11,433.18 |
330.06 |
3.0% |
11,103.12 |
Range |
180.92 |
328.77 |
147.85 |
81.7% |
827.56 |
ATR |
277.32 |
281.10 |
3.78 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,310.00 |
12,200.36 |
11,614.00 |
|
R3 |
11,981.23 |
11,871.59 |
11,523.59 |
|
R2 |
11,652.46 |
11,652.46 |
11,493.45 |
|
R1 |
11,542.82 |
11,542.82 |
11,463.32 |
11,597.64 |
PP |
11,323.69 |
11,323.69 |
11,323.69 |
11,351.10 |
S1 |
11,214.05 |
11,214.05 |
11,403.04 |
11,268.87 |
S2 |
10,994.92 |
10,994.92 |
11,372.91 |
|
S3 |
10,666.15 |
10,885.28 |
11,342.77 |
|
S4 |
10,337.38 |
10,556.51 |
11,252.36 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,395.90 |
13,077.07 |
11,558.28 |
|
R3 |
12,568.34 |
12,249.51 |
11,330.70 |
|
R2 |
11,740.78 |
11,740.78 |
11,254.84 |
|
R1 |
11,421.95 |
11,421.95 |
11,178.98 |
11,581.37 |
PP |
10,913.22 |
10,913.22 |
10,913.22 |
10,992.93 |
S1 |
10,594.39 |
10,594.39 |
11,027.26 |
10,753.81 |
S2 |
10,085.66 |
10,085.66 |
10,951.40 |
|
S3 |
9,258.10 |
9,766.83 |
10,875.54 |
|
S4 |
8,430.54 |
8,939.27 |
10,647.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,433.33 |
10,404.49 |
1,028.84 |
9.0% |
283.47 |
2.5% |
100% |
True |
False |
|
10 |
11,433.33 |
10,404.49 |
1,028.84 |
9.0% |
293.59 |
2.6% |
100% |
True |
False |
|
20 |
11,550.22 |
10,404.49 |
1,145.73 |
10.0% |
276.62 |
2.4% |
90% |
False |
False |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.5% |
272.99 |
2.4% |
78% |
False |
False |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
20.5% |
278.07 |
2.4% |
44% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.5% |
243.59 |
2.1% |
44% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.5% |
221.56 |
1.9% |
44% |
False |
False |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.6% |
206.26 |
1.8% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,830.60 |
2.618 |
12,294.05 |
1.618 |
11,965.28 |
1.000 |
11,762.10 |
0.618 |
11,636.51 |
HIGH |
11,433.33 |
0.618 |
11,307.74 |
0.500 |
11,268.95 |
0.382 |
11,230.15 |
LOW |
11,104.56 |
0.618 |
10,901.38 |
1.000 |
10,775.79 |
1.618 |
10,572.61 |
2.618 |
10,243.84 |
4.250 |
9,707.29 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,378.44 |
11,337.45 |
PP |
11,323.69 |
11,241.73 |
S1 |
11,268.95 |
11,146.00 |
|