Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,144.11 |
1,165.03 |
20.92 |
1.8% |
1,131.21 |
High |
1,165.55 |
1,171.40 |
5.85 |
0.5% |
1,171.40 |
Low |
1,134.95 |
1,150.26 |
15.31 |
1.3% |
1,074.77 |
Close |
1,164.97 |
1,155.46 |
-9.51 |
-0.8% |
1,155.46 |
Range |
30.60 |
21.14 |
-9.46 |
-30.9% |
96.63 |
ATR |
32.72 |
31.89 |
-0.83 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.46 |
1,210.10 |
1,167.09 |
|
R3 |
1,201.32 |
1,188.96 |
1,161.27 |
|
R2 |
1,180.18 |
1,180.18 |
1,159.34 |
|
R1 |
1,167.82 |
1,167.82 |
1,157.40 |
1,163.43 |
PP |
1,159.04 |
1,159.04 |
1,159.04 |
1,156.85 |
S1 |
1,146.68 |
1,146.68 |
1,153.52 |
1,142.29 |
S2 |
1,137.90 |
1,137.90 |
1,151.58 |
|
S3 |
1,116.76 |
1,125.54 |
1,149.65 |
|
S4 |
1,095.62 |
1,104.40 |
1,143.83 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.77 |
1,386.24 |
1,208.61 |
|
R3 |
1,327.14 |
1,289.61 |
1,182.03 |
|
R2 |
1,230.51 |
1,230.51 |
1,173.18 |
|
R1 |
1,192.98 |
1,192.98 |
1,164.32 |
1,211.75 |
PP |
1,133.88 |
1,133.88 |
1,133.88 |
1,143.26 |
S1 |
1,096.35 |
1,096.35 |
1,146.60 |
1,115.12 |
S2 |
1,037.25 |
1,037.25 |
1,137.74 |
|
S3 |
940.62 |
999.72 |
1,128.89 |
|
S4 |
843.99 |
903.09 |
1,102.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,171.40 |
1,074.77 |
96.63 |
8.4% |
34.43 |
3.0% |
84% |
True |
False |
|
10 |
1,195.86 |
1,074.77 |
121.09 |
10.5% |
33.66 |
2.9% |
67% |
False |
False |
|
20 |
1,220.37 |
1,074.77 |
145.60 |
12.6% |
30.67 |
2.7% |
55% |
False |
False |
|
40 |
1,230.71 |
1,074.77 |
155.94 |
13.5% |
30.47 |
2.6% |
52% |
False |
False |
|
60 |
1,347.00 |
1,074.77 |
272.23 |
23.6% |
30.68 |
2.7% |
30% |
False |
False |
|
80 |
1,356.48 |
1,074.77 |
281.71 |
24.4% |
27.09 |
2.3% |
29% |
False |
False |
|
100 |
1,356.48 |
1,074.77 |
281.71 |
24.4% |
24.74 |
2.1% |
29% |
False |
False |
|
120 |
1,370.58 |
1,074.77 |
295.81 |
25.6% |
22.71 |
2.0% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.25 |
2.618 |
1,226.74 |
1.618 |
1,205.60 |
1.000 |
1,192.54 |
0.618 |
1,184.46 |
HIGH |
1,171.40 |
0.618 |
1,163.32 |
0.500 |
1,160.83 |
0.382 |
1,158.34 |
LOW |
1,150.26 |
0.618 |
1,137.20 |
1.000 |
1,129.12 |
1.618 |
1,116.06 |
2.618 |
1,094.92 |
4.250 |
1,060.42 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,160.83 |
1,151.49 |
PP |
1,159.04 |
1,147.51 |
S1 |
1,157.25 |
1,143.54 |
|