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 |
11,432.80 |
11,417.36 |
-15.44 |
-0.1% |
10,912.10 |
High |
11,447.86 |
11,625.30 |
177.44 |
1.5% |
11,232.05 |
Low |
11,365.67 |
11,417.28 |
51.61 |
0.5% |
10,404.49 |
Close |
11,416.30 |
11,518.85 |
102.55 |
0.9% |
11,103.12 |
Range |
82.19 |
208.02 |
125.83 |
153.1% |
827.56 |
ATR |
266.89 |
262.75 |
-4.13 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,144.54 |
12,039.71 |
11,633.26 |
|
R3 |
11,936.52 |
11,831.69 |
11,576.06 |
|
R2 |
11,728.50 |
11,728.50 |
11,556.99 |
|
R1 |
11,623.67 |
11,623.67 |
11,537.92 |
11,676.09 |
PP |
11,520.48 |
11,520.48 |
11,520.48 |
11,546.68 |
S1 |
11,415.65 |
11,415.65 |
11,499.78 |
11,468.07 |
S2 |
11,312.46 |
11,312.46 |
11,480.71 |
|
S3 |
11,104.44 |
11,207.63 |
11,461.64 |
|
S4 |
10,896.42 |
10,999.61 |
11,404.44 |
|
|
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 |
11,625.30 |
10,858.67 |
766.63 |
6.7% |
214.77 |
1.9% |
86% |
True |
False |
|
10 |
11,625.30 |
10,404.49 |
1,220.81 |
10.6% |
258.20 |
2.2% |
91% |
True |
False |
|
20 |
11,625.30 |
10,404.49 |
1,220.81 |
10.6% |
263.80 |
2.3% |
91% |
True |
False |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.4% |
269.99 |
2.3% |
85% |
False |
False |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
20.4% |
276.23 |
2.4% |
47% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
244.23 |
2.1% |
47% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
222.27 |
1.9% |
47% |
False |
False |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.5% |
206.42 |
1.8% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,509.39 |
2.618 |
12,169.90 |
1.618 |
11,961.88 |
1.000 |
11,833.32 |
0.618 |
11,753.86 |
HIGH |
11,625.30 |
0.618 |
11,545.84 |
0.500 |
11,521.29 |
0.382 |
11,496.74 |
LOW |
11,417.28 |
0.618 |
11,288.72 |
1.000 |
11,209.26 |
1.618 |
11,080.70 |
2.618 |
10,872.68 |
4.250 |
10,533.20 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,521.29 |
11,467.54 |
PP |
11,520.48 |
11,416.24 |
S1 |
11,519.66 |
11,364.93 |
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