Trading Metrics calculated at close of trading on 12-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,678.3 |
1,664.7 |
-13.6 |
-0.8% |
1,625.1 |
High |
1,686.7 |
1,693.9 |
7.2 |
0.4% |
1,681.5 |
Low |
1,655.4 |
1,662.0 |
6.6 |
0.4% |
1,596.6 |
Close |
1,661.0 |
1,682.6 |
21.6 |
1.3% |
1,635.8 |
Range |
31.3 |
31.9 |
0.6 |
1.9% |
84.9 |
ATR |
55.8 |
54.1 |
-1.6 |
-2.9% |
0.0 |
Volume |
103,987 |
107,626 |
3,639 |
3.5% |
708,394 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.2 |
1,760.8 |
1,700.1 |
|
R3 |
1,743.3 |
1,728.9 |
1,691.4 |
|
R2 |
1,711.4 |
1,711.4 |
1,688.4 |
|
R1 |
1,697.0 |
1,697.0 |
1,685.5 |
1,704.2 |
PP |
1,679.5 |
1,679.5 |
1,679.5 |
1,683.1 |
S1 |
1,665.1 |
1,665.1 |
1,679.7 |
1,672.3 |
S2 |
1,647.6 |
1,647.6 |
1,676.8 |
|
S3 |
1,615.7 |
1,633.2 |
1,673.8 |
|
S4 |
1,583.8 |
1,601.3 |
1,665.1 |
|
|
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 |
1,693.9 |
1,627.6 |
66.3 |
3.9% |
33.4 |
2.0% |
83% |
True |
False |
107,426 |
10 |
1,693.9 |
1,585.0 |
108.9 |
6.5% |
43.8 |
2.6% |
90% |
True |
False |
132,154 |
20 |
1,832.9 |
1,535.0 |
297.9 |
17.7% |
57.6 |
3.4% |
50% |
False |
False |
180,345 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.1% |
57.6 |
3.4% |
38% |
False |
False |
207,656 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.1% |
49.8 |
3.0% |
38% |
False |
False |
193,001 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.3% |
42.4 |
2.5% |
46% |
False |
False |
147,915 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.3% |
37.1 |
2.2% |
46% |
False |
False |
119,195 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.2% |
35.3 |
2.1% |
47% |
False |
False |
100,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.5 |
2.618 |
1,777.4 |
1.618 |
1,745.5 |
1.000 |
1,725.8 |
0.618 |
1,713.6 |
HIGH |
1,693.9 |
0.618 |
1,681.7 |
0.500 |
1,678.0 |
0.382 |
1,674.2 |
LOW |
1,662.0 |
0.618 |
1,642.3 |
1.000 |
1,630.1 |
1.618 |
1,610.4 |
2.618 |
1,578.5 |
4.250 |
1,526.4 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,681.1 |
1,677.4 |
PP |
1,679.5 |
1,672.1 |
S1 |
1,678.0 |
1,666.9 |
|