| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,445 |
11,462 |
17 |
0.1% |
11,559 |
| High |
11,525 |
11,763 |
238 |
2.1% |
11,763 |
| Low |
11,330 |
11,457 |
127 |
1.1% |
11,219 |
| Close |
11,472 |
11,757 |
285 |
2.5% |
11,757 |
| Range |
195 |
306 |
111 |
56.9% |
544 |
| ATR |
280 |
282 |
2 |
0.7% |
0 |
| Volume |
147,709 |
114,108 |
-33,601 |
-22.7% |
672,224 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,577 |
12,473 |
11,925 |
|
| R3 |
12,271 |
12,167 |
11,841 |
|
| R2 |
11,965 |
11,965 |
11,813 |
|
| R1 |
11,861 |
11,861 |
11,785 |
11,913 |
| PP |
11,659 |
11,659 |
11,659 |
11,685 |
| S1 |
11,555 |
11,555 |
11,729 |
11,607 |
| S2 |
11,353 |
11,353 |
11,701 |
|
| S3 |
11,047 |
11,249 |
11,673 |
|
| S4 |
10,741 |
10,943 |
11,589 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212 |
13,028 |
12,056 |
|
| R3 |
12,668 |
12,484 |
11,907 |
|
| R2 |
12,124 |
12,124 |
11,857 |
|
| R1 |
11,940 |
11,940 |
11,807 |
12,032 |
| PP |
11,580 |
11,580 |
11,580 |
11,626 |
| S1 |
11,396 |
11,396 |
11,707 |
11,488 |
| S2 |
11,036 |
11,036 |
11,657 |
|
| S3 |
10,492 |
10,852 |
11,608 |
|
| S4 |
9,948 |
10,308 |
11,458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,763 |
11,219 |
544 |
4.6% |
280 |
2.4% |
99% |
True |
False |
134,444 |
| 10 |
11,763 |
11,080 |
683 |
5.8% |
249 |
2.1% |
99% |
True |
False |
121,506 |
| 20 |
11,763 |
10,328 |
1,435 |
12.2% |
288 |
2.5% |
100% |
True |
False |
141,666 |
| 40 |
11,763 |
10,328 |
1,435 |
12.2% |
290 |
2.5% |
100% |
True |
False |
112,758 |
| 60 |
12,213 |
10,328 |
1,885 |
16.0% |
317 |
2.7% |
76% |
False |
False |
75,255 |
| 80 |
12,675 |
10,328 |
2,347 |
20.0% |
277 |
2.4% |
61% |
False |
False |
56,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,064 |
|
2.618 |
12,564 |
|
1.618 |
12,258 |
|
1.000 |
12,069 |
|
0.618 |
11,952 |
|
HIGH |
11,763 |
|
0.618 |
11,646 |
|
0.500 |
11,610 |
|
0.382 |
11,574 |
|
LOW |
11,457 |
|
0.618 |
11,268 |
|
1.000 |
11,151 |
|
1.618 |
10,962 |
|
2.618 |
10,656 |
|
4.250 |
10,157 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,708 |
11,687 |
| PP |
11,659 |
11,617 |
| S1 |
11,610 |
11,547 |
|