Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,987.5 |
5,971.0 |
-16.5 |
-0.3% |
5,744.5 |
High |
6,057.0 |
6,054.0 |
-3.0 |
0.0% |
6,057.0 |
Low |
5,903.0 |
5,910.0 |
7.0 |
0.1% |
5,675.0 |
Close |
5,923.5 |
5,979.5 |
56.0 |
0.9% |
5,979.5 |
Range |
154.0 |
144.0 |
-10.0 |
-6.5% |
382.0 |
ATR |
215.3 |
210.2 |
-5.1 |
-2.4% |
0.0 |
Volume |
274 |
639 |
365 |
133.2% |
2,637 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.2 |
6,340.3 |
6,058.7 |
|
R3 |
6,269.2 |
6,196.3 |
6,019.1 |
|
R2 |
6,125.2 |
6,125.2 |
6,005.9 |
|
R1 |
6,052.3 |
6,052.3 |
5,992.7 |
6,088.8 |
PP |
5,981.2 |
5,981.2 |
5,981.2 |
5,999.4 |
S1 |
5,908.3 |
5,908.3 |
5,966.3 |
5,944.8 |
S2 |
5,837.2 |
5,837.2 |
5,953.1 |
|
S3 |
5,693.2 |
5,764.3 |
5,939.9 |
|
S4 |
5,549.2 |
5,620.3 |
5,900.3 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,049.8 |
6,896.7 |
6,189.6 |
|
R3 |
6,667.8 |
6,514.7 |
6,084.6 |
|
R2 |
6,285.8 |
6,285.8 |
6,049.5 |
|
R1 |
6,132.7 |
6,132.7 |
6,014.5 |
6,209.3 |
PP |
5,903.8 |
5,903.8 |
5,903.8 |
5,942.1 |
S1 |
5,750.7 |
5,750.7 |
5,944.5 |
5,827.3 |
S2 |
5,521.8 |
5,521.8 |
5,909.5 |
|
S3 |
5,139.8 |
5,368.7 |
5,874.5 |
|
S4 |
4,757.8 |
4,986.7 |
5,769.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,057.0 |
5,675.0 |
382.0 |
6.4% |
169.0 |
2.8% |
80% |
False |
False |
527 |
10 |
6,057.0 |
5,147.5 |
909.5 |
15.2% |
176.4 |
2.9% |
91% |
False |
False |
602 |
20 |
6,057.0 |
5,001.0 |
1,056.0 |
17.7% |
193.9 |
3.2% |
93% |
False |
False |
488 |
40 |
6,057.0 |
4,988.0 |
1,069.0 |
17.9% |
187.8 |
3.1% |
93% |
False |
False |
2,209 |
60 |
7,454.0 |
4,988.0 |
2,466.0 |
41.2% |
209.3 |
3.5% |
40% |
False |
False |
1,526 |
80 |
7,570.5 |
4,988.0 |
2,582.5 |
43.2% |
173.4 |
2.9% |
38% |
False |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,666.0 |
2.618 |
6,431.0 |
1.618 |
6,287.0 |
1.000 |
6,198.0 |
0.618 |
6,143.0 |
HIGH |
6,054.0 |
0.618 |
5,999.0 |
0.500 |
5,982.0 |
0.382 |
5,965.0 |
LOW |
5,910.0 |
0.618 |
5,821.0 |
1.000 |
5,766.0 |
1.618 |
5,677.0 |
2.618 |
5,533.0 |
4.250 |
5,298.0 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,982.0 |
5,966.1 |
PP |
5,981.2 |
5,952.7 |
S1 |
5,980.3 |
5,939.3 |
|