Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,653.4 |
1,640.5 |
-12.9 |
-0.8% |
1,625.1 |
High |
1,668.0 |
1,679.7 |
11.7 |
0.7% |
1,681.5 |
Low |
1,627.6 |
1,639.9 |
12.3 |
0.8% |
1,596.6 |
Close |
1,635.8 |
1,670.8 |
35.0 |
2.1% |
1,635.8 |
Range |
40.4 |
39.8 |
-0.6 |
-1.5% |
84.9 |
ATR |
58.7 |
57.7 |
-1.1 |
-1.8% |
0.0 |
Volume |
121,393 |
86,440 |
-34,953 |
-28.8% |
708,394 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.9 |
1,766.6 |
1,692.7 |
|
R3 |
1,743.1 |
1,726.8 |
1,681.7 |
|
R2 |
1,703.3 |
1,703.3 |
1,678.1 |
|
R1 |
1,687.0 |
1,687.0 |
1,674.4 |
1,695.2 |
PP |
1,663.5 |
1,663.5 |
1,663.5 |
1,667.5 |
S1 |
1,647.2 |
1,647.2 |
1,667.2 |
1,655.4 |
S2 |
1,623.7 |
1,623.7 |
1,663.5 |
|
S3 |
1,583.9 |
1,607.4 |
1,659.9 |
|
S4 |
1,544.1 |
1,567.6 |
1,648.9 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.7 |
1,849.1 |
1,682.5 |
|
R3 |
1,807.8 |
1,764.2 |
1,659.1 |
|
R2 |
1,722.9 |
1,722.9 |
1,651.4 |
|
R1 |
1,679.3 |
1,679.3 |
1,643.6 |
1,701.1 |
PP |
1,638.0 |
1,638.0 |
1,638.0 |
1,648.9 |
S1 |
1,594.4 |
1,594.4 |
1,628.0 |
1,616.2 |
S2 |
1,553.1 |
1,553.1 |
1,620.2 |
|
S3 |
1,468.2 |
1,509.5 |
1,612.5 |
|
S4 |
1,383.3 |
1,424.6 |
1,589.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,681.5 |
1,596.6 |
84.9 |
5.1% |
48.0 |
2.9% |
87% |
False |
False |
132,493 |
10 |
1,681.5 |
1,585.0 |
96.5 |
5.8% |
50.9 |
3.0% |
89% |
False |
False |
152,436 |
20 |
1,848.2 |
1,535.0 |
313.2 |
18.7% |
58.9 |
3.5% |
43% |
False |
False |
186,554 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.3% |
57.6 |
3.4% |
35% |
False |
False |
209,019 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.3% |
49.4 |
3.0% |
35% |
False |
False |
189,909 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.5% |
42.0 |
2.5% |
43% |
False |
False |
145,538 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.5% |
36.9 |
2.2% |
43% |
False |
False |
117,174 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.4% |
34.9 |
2.1% |
45% |
False |
False |
98,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.9 |
2.618 |
1,783.9 |
1.618 |
1,744.1 |
1.000 |
1,719.5 |
0.618 |
1,704.3 |
HIGH |
1,679.7 |
0.618 |
1,664.5 |
0.500 |
1,659.8 |
0.382 |
1,655.1 |
LOW |
1,639.9 |
0.618 |
1,615.3 |
1.000 |
1,600.1 |
1.618 |
1,575.5 |
2.618 |
1,535.7 |
4.250 |
1,470.8 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,667.1 |
1,665.1 |
PP |
1,663.5 |
1,659.4 |
S1 |
1,659.8 |
1,653.7 |
|