Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,872.07 |
12,207.34 |
335.27 |
2.8% |
11,807.96 |
High |
12,284.31 |
12,251.92 |
-32.39 |
-0.3% |
12,284.31 |
Low |
11,872.07 |
12,164.24 |
292.17 |
2.5% |
11,682.52 |
Close |
12,208.55 |
12,231.11 |
22.56 |
0.2% |
12,231.11 |
Range |
412.24 |
87.68 |
-324.56 |
-78.7% |
601.79 |
ATR |
248.89 |
237.38 |
-11.52 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,478.80 |
12,442.63 |
12,279.33 |
|
R3 |
12,391.12 |
12,354.95 |
12,255.22 |
|
R2 |
12,303.44 |
12,303.44 |
12,247.18 |
|
R1 |
12,267.27 |
12,267.27 |
12,239.15 |
12,285.36 |
PP |
12,215.76 |
12,215.76 |
12,215.76 |
12,224.80 |
S1 |
12,179.59 |
12,179.59 |
12,223.07 |
12,197.68 |
S2 |
12,128.08 |
12,128.08 |
12,215.04 |
|
S3 |
12,040.40 |
12,091.91 |
12,207.00 |
|
S4 |
11,952.72 |
12,004.23 |
12,182.89 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,871.35 |
13,653.02 |
12,562.09 |
|
R3 |
13,269.56 |
13,051.23 |
12,396.60 |
|
R2 |
12,667.77 |
12,667.77 |
12,341.44 |
|
R1 |
12,449.44 |
12,449.44 |
12,286.27 |
12,558.61 |
PP |
12,065.98 |
12,065.98 |
12,065.98 |
12,120.56 |
S1 |
11,847.65 |
11,847.65 |
12,175.95 |
11,956.82 |
S2 |
11,464.19 |
11,464.19 |
12,120.78 |
|
S3 |
10,862.40 |
11,245.86 |
12,065.62 |
|
S4 |
10,260.61 |
10,644.07 |
11,900.13 |
|
|
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 |
11,682.52 |
601.79 |
4.9% |
212.42 |
1.7% |
91% |
False |
False |
|
10 |
12,284.31 |
11,296.12 |
988.19 |
8.1% |
230.80 |
1.9% |
95% |
False |
False |
|
20 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
232.49 |
1.9% |
97% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
252.30 |
2.1% |
97% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
280.03 |
2.3% |
97% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.2% |
256.01 |
2.1% |
78% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.2% |
233.06 |
1.9% |
78% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.2% |
216.57 |
1.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,624.56 |
2.618 |
12,481.47 |
1.618 |
12,393.79 |
1.000 |
12,339.60 |
0.618 |
12,306.11 |
HIGH |
12,251.92 |
0.618 |
12,218.43 |
0.500 |
12,208.08 |
0.382 |
12,197.73 |
LOW |
12,164.24 |
0.618 |
12,110.05 |
1.000 |
12,076.56 |
1.618 |
12,022.37 |
2.618 |
11,934.69 |
4.250 |
11,791.60 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
12,223.43 |
12,150.52 |
PP |
12,215.76 |
12,069.93 |
S1 |
12,208.08 |
11,989.34 |
|