Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,640.5 |
1,678.3 |
37.8 |
2.3% |
1,625.1 |
High |
1,679.7 |
1,686.7 |
7.0 |
0.4% |
1,681.5 |
Low |
1,639.9 |
1,655.4 |
15.5 |
0.9% |
1,596.6 |
Close |
1,670.8 |
1,661.0 |
-9.8 |
-0.6% |
1,635.8 |
Range |
39.8 |
31.3 |
-8.5 |
-21.4% |
84.9 |
ATR |
57.7 |
55.8 |
-1.9 |
-3.3% |
0.0 |
Volume |
86,440 |
103,987 |
17,547 |
20.3% |
708,394 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.6 |
1,742.6 |
1,678.2 |
|
R3 |
1,730.3 |
1,711.3 |
1,669.6 |
|
R2 |
1,699.0 |
1,699.0 |
1,666.7 |
|
R1 |
1,680.0 |
1,680.0 |
1,663.9 |
1,673.9 |
PP |
1,667.7 |
1,667.7 |
1,667.7 |
1,664.6 |
S1 |
1,648.7 |
1,648.7 |
1,658.1 |
1,642.6 |
S2 |
1,636.4 |
1,636.4 |
1,655.3 |
|
S3 |
1,605.1 |
1,617.4 |
1,652.4 |
|
S4 |
1,573.8 |
1,586.1 |
1,643.8 |
|
|
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 |
1,686.7 |
1,596.6 |
90.1 |
5.4% |
37.5 |
2.3% |
71% |
True |
False |
115,285 |
10 |
1,686.7 |
1,585.0 |
101.7 |
6.1% |
47.8 |
2.9% |
75% |
True |
False |
141,447 |
20 |
1,848.2 |
1,535.0 |
313.2 |
18.9% |
57.8 |
3.5% |
40% |
False |
False |
182,889 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
57.5 |
3.5% |
32% |
False |
False |
208,770 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
49.7 |
3.0% |
32% |
False |
False |
191,486 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.7% |
42.1 |
2.5% |
41% |
False |
False |
146,703 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.7% |
37.1 |
2.2% |
41% |
False |
False |
118,179 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.6% |
35.1 |
2.1% |
43% |
False |
False |
99,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.7 |
2.618 |
1,768.6 |
1.618 |
1,737.3 |
1.000 |
1,718.0 |
0.618 |
1,706.0 |
HIGH |
1,686.7 |
0.618 |
1,674.7 |
0.500 |
1,671.1 |
0.382 |
1,667.4 |
LOW |
1,655.4 |
0.618 |
1,636.1 |
1.000 |
1,624.1 |
1.618 |
1,604.8 |
2.618 |
1,573.5 |
4.250 |
1,522.4 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,671.1 |
1,659.7 |
PP |
1,667.7 |
1,658.4 |
S1 |
1,664.4 |
1,657.2 |
|