Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,417.36 |
11,518.09 |
100.73 |
0.9% |
10,912.10 |
High |
11,625.30 |
11,518.09 |
-107.21 |
-0.9% |
11,232.05 |
Low |
11,417.28 |
11,377.82 |
-39.46 |
-0.3% |
10,404.49 |
Close |
11,518.85 |
11,478.13 |
-40.72 |
-0.4% |
11,103.12 |
Range |
208.02 |
140.27 |
-67.75 |
-32.6% |
827.56 |
ATR |
262.75 |
254.06 |
-8.69 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,878.82 |
11,818.75 |
11,555.28 |
|
R3 |
11,738.55 |
11,678.48 |
11,516.70 |
|
R2 |
11,598.28 |
11,598.28 |
11,503.85 |
|
R1 |
11,538.21 |
11,538.21 |
11,490.99 |
11,498.11 |
PP |
11,458.01 |
11,458.01 |
11,458.01 |
11,437.97 |
S1 |
11,397.94 |
11,397.94 |
11,465.27 |
11,357.84 |
S2 |
11,317.74 |
11,317.74 |
11,452.41 |
|
S3 |
11,177.47 |
11,257.67 |
11,439.56 |
|
S4 |
11,037.20 |
11,117.40 |
11,400.98 |
|
|
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 |
11,051.13 |
574.17 |
5.0% |
188.03 |
1.6% |
74% |
False |
False |
|
10 |
11,625.30 |
10,404.49 |
1,220.81 |
10.6% |
241.66 |
2.1% |
88% |
False |
False |
|
20 |
11,625.30 |
10,404.49 |
1,220.81 |
10.6% |
261.52 |
2.3% |
88% |
False |
False |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.4% |
268.31 |
2.3% |
82% |
False |
False |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
20.4% |
277.62 |
2.4% |
46% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.5% |
244.28 |
2.1% |
46% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.5% |
221.88 |
1.9% |
46% |
False |
False |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.5% |
207.09 |
1.8% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,114.24 |
2.618 |
11,885.32 |
1.618 |
11,745.05 |
1.000 |
11,658.36 |
0.618 |
11,604.78 |
HIGH |
11,518.09 |
0.618 |
11,464.51 |
0.500 |
11,447.96 |
0.382 |
11,431.40 |
LOW |
11,377.82 |
0.618 |
11,291.13 |
1.000 |
11,237.55 |
1.618 |
11,150.86 |
2.618 |
11,010.59 |
4.250 |
10,781.67 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,468.07 |
11,495.49 |
PP |
11,458.01 |
11,489.70 |
S1 |
11,447.96 |
11,483.92 |
|