Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,707.76 |
11,872.07 |
164.31 |
1.4% |
11,643.35 |
High |
11,891.21 |
12,284.31 |
393.10 |
3.3% |
11,812.46 |
Low |
11,694.36 |
11,872.07 |
177.71 |
1.5% |
11,296.12 |
Close |
11,869.04 |
12,208.55 |
339.51 |
2.9% |
11,808.79 |
Range |
196.85 |
412.24 |
215.39 |
109.4% |
516.34 |
ATR |
236.10 |
248.89 |
12.80 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,358.36 |
13,195.70 |
12,435.28 |
|
R3 |
12,946.12 |
12,783.46 |
12,321.92 |
|
R2 |
12,533.88 |
12,533.88 |
12,284.13 |
|
R1 |
12,371.22 |
12,371.22 |
12,246.34 |
12,452.55 |
PP |
12,121.64 |
12,121.64 |
12,121.64 |
12,162.31 |
S1 |
11,958.98 |
11,958.98 |
12,170.76 |
12,040.31 |
S2 |
11,709.40 |
11,709.40 |
12,132.97 |
|
S3 |
11,297.16 |
11,546.74 |
12,095.18 |
|
S4 |
10,884.92 |
11,134.50 |
11,981.82 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,188.14 |
13,014.81 |
12,092.78 |
|
R3 |
12,671.80 |
12,498.47 |
11,950.78 |
|
R2 |
12,155.46 |
12,155.46 |
11,903.45 |
|
R1 |
11,982.13 |
11,982.13 |
11,856.12 |
12,068.80 |
PP |
11,639.12 |
11,639.12 |
11,639.12 |
11,682.46 |
S1 |
11,465.79 |
11,465.79 |
11,761.46 |
11,552.46 |
S2 |
11,122.78 |
11,122.78 |
11,714.13 |
|
S3 |
10,606.44 |
10,949.45 |
11,666.80 |
|
S4 |
10,090.10 |
10,433.11 |
11,524.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,284.31 |
11,542.84 |
741.47 |
6.1% |
248.81 |
2.0% |
90% |
True |
False |
|
10 |
12,284.31 |
11,296.12 |
988.19 |
8.1% |
238.85 |
2.0% |
92% |
True |
False |
|
20 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
240.25 |
2.0% |
96% |
True |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
255.82 |
2.1% |
96% |
True |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
287.27 |
2.4% |
96% |
True |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
19.2% |
256.50 |
2.1% |
77% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.2% |
232.92 |
1.9% |
77% |
False |
False |
|
120 |
12,781.06 |
10,404.49 |
2,376.57 |
19.5% |
216.67 |
1.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,036.33 |
2.618 |
13,363.55 |
1.618 |
12,951.31 |
1.000 |
12,696.55 |
0.618 |
12,539.07 |
HIGH |
12,284.31 |
0.618 |
12,126.83 |
0.500 |
12,078.19 |
0.382 |
12,029.55 |
LOW |
11,872.07 |
0.618 |
11,617.31 |
1.000 |
11,459.83 |
1.618 |
11,205.07 |
2.618 |
10,792.83 |
4.250 |
10,120.05 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
12,165.10 |
12,133.51 |
PP |
12,121.64 |
12,058.46 |
S1 |
12,078.19 |
11,983.42 |
|