| 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 |
8,820 |
8,800 |
-20 |
-0.2% |
8,610 |
| High |
8,865 |
8,895 |
30 |
0.3% |
8,915 |
| Low |
8,755 |
8,750 |
-5 |
-0.1% |
8,610 |
| Close |
8,800 |
8,885 |
85 |
1.0% |
8,885 |
| Range |
110 |
145 |
35 |
31.8% |
305 |
| ATR |
175 |
173 |
-2 |
-1.2% |
0 |
| Volume |
6,165 |
5,650 |
-515 |
-8.4% |
29,587 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,278 |
9,227 |
8,965 |
|
| R3 |
9,133 |
9,082 |
8,925 |
|
| R2 |
8,988 |
8,988 |
8,912 |
|
| R1 |
8,937 |
8,937 |
8,898 |
8,963 |
| PP |
8,843 |
8,843 |
8,843 |
8,856 |
| S1 |
8,792 |
8,792 |
8,872 |
8,818 |
| S2 |
8,698 |
8,698 |
8,859 |
|
| S3 |
8,553 |
8,647 |
8,845 |
|
| S4 |
8,408 |
8,502 |
8,805 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,718 |
9,607 |
9,053 |
|
| R3 |
9,413 |
9,302 |
8,969 |
|
| R2 |
9,108 |
9,108 |
8,941 |
|
| R1 |
8,997 |
8,997 |
8,913 |
9,053 |
| PP |
8,803 |
8,803 |
8,803 |
8,831 |
| S1 |
8,692 |
8,692 |
8,857 |
8,748 |
| S2 |
8,498 |
8,498 |
8,829 |
|
| S3 |
8,193 |
8,387 |
8,801 |
|
| S4 |
7,888 |
8,082 |
8,717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,915 |
8,610 |
305 |
3.4% |
150 |
1.7% |
90% |
False |
False |
5,917 |
| 10 |
8,915 |
8,345 |
570 |
6.4% |
160 |
1.8% |
95% |
False |
False |
6,780 |
| 20 |
8,915 |
8,280 |
635 |
7.1% |
185 |
2.1% |
95% |
False |
False |
7,631 |
| 40 |
9,045 |
8,280 |
765 |
8.6% |
170 |
1.9% |
79% |
False |
False |
6,639 |
| 60 |
10,120 |
8,280 |
1,840 |
20.7% |
157 |
1.8% |
33% |
False |
False |
4,444 |
| 80 |
10,120 |
8,280 |
1,840 |
20.7% |
118 |
1.3% |
33% |
False |
False |
3,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,511 |
|
2.618 |
9,275 |
|
1.618 |
9,130 |
|
1.000 |
9,040 |
|
0.618 |
8,985 |
|
HIGH |
8,895 |
|
0.618 |
8,840 |
|
0.500 |
8,823 |
|
0.382 |
8,806 |
|
LOW |
8,750 |
|
0.618 |
8,661 |
|
1.000 |
8,605 |
|
1.618 |
8,516 |
|
2.618 |
8,371 |
|
4.250 |
8,134 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,864 |
8,861 |
| PP |
8,843 |
8,837 |
| S1 |
8,823 |
8,813 |
|