Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,625.1 |
1,662.5 |
37.4 |
2.3% |
1,660.0 |
High |
1,667.0 |
1,681.5 |
14.5 |
0.9% |
1,679.2 |
Low |
1,620.0 |
1,597.6 |
-22.4 |
-1.4% |
1,535.0 |
Close |
1,657.7 |
1,616.0 |
-41.7 |
-2.5% |
1,622.3 |
Range |
47.0 |
83.9 |
36.9 |
78.5% |
144.2 |
ATR |
62.2 |
63.7 |
1.6 |
2.5% |
0.0 |
Volume |
132,366 |
190,030 |
57,664 |
43.6% |
1,089,019 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.4 |
1,833.6 |
1,662.1 |
|
R3 |
1,799.5 |
1,749.7 |
1,639.1 |
|
R2 |
1,715.6 |
1,715.6 |
1,631.4 |
|
R1 |
1,665.8 |
1,665.8 |
1,623.7 |
1,648.8 |
PP |
1,631.7 |
1,631.7 |
1,631.7 |
1,623.2 |
S1 |
1,581.9 |
1,581.9 |
1,608.3 |
1,564.9 |
S2 |
1,547.8 |
1,547.8 |
1,600.6 |
|
S3 |
1,463.9 |
1,498.0 |
1,592.9 |
|
S4 |
1,380.0 |
1,414.1 |
1,569.9 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.8 |
1,977.7 |
1,701.6 |
|
R3 |
1,900.6 |
1,833.5 |
1,662.0 |
|
R2 |
1,756.4 |
1,756.4 |
1,648.7 |
|
R1 |
1,689.3 |
1,689.3 |
1,635.5 |
1,650.8 |
PP |
1,612.2 |
1,612.2 |
1,612.2 |
1,592.9 |
S1 |
1,545.1 |
1,545.1 |
1,609.1 |
1,506.6 |
S2 |
1,468.0 |
1,468.0 |
1,595.9 |
|
S3 |
1,323.8 |
1,400.9 |
1,582.6 |
|
S4 |
1,179.6 |
1,256.7 |
1,543.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,681.5 |
1,585.0 |
96.5 |
6.0% |
58.0 |
3.6% |
32% |
True |
False |
167,610 |
10 |
1,819.4 |
1,535.0 |
284.4 |
17.6% |
71.4 |
4.4% |
28% |
False |
False |
218,797 |
20 |
1,889.1 |
1,535.0 |
354.1 |
21.9% |
64.7 |
4.0% |
23% |
False |
False |
211,860 |
40 |
1,923.7 |
1,535.0 |
388.7 |
24.1% |
60.0 |
3.7% |
21% |
False |
False |
225,967 |
60 |
1,923.7 |
1,535.0 |
388.7 |
24.1% |
48.3 |
3.0% |
21% |
False |
False |
183,520 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.4% |
40.9 |
2.5% |
30% |
False |
False |
139,832 |
100 |
1,923.7 |
1,475.0 |
448.7 |
27.8% |
36.2 |
2.2% |
31% |
False |
False |
112,634 |
120 |
1,923.7 |
1,457.9 |
465.8 |
28.8% |
34.2 |
2.1% |
34% |
False |
False |
94,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.1 |
2.618 |
1,901.2 |
1.618 |
1,817.3 |
1.000 |
1,765.4 |
0.618 |
1,733.4 |
HIGH |
1,681.5 |
0.618 |
1,649.5 |
0.500 |
1,639.6 |
0.382 |
1,629.6 |
LOW |
1,597.6 |
0.618 |
1,545.7 |
1.000 |
1,513.7 |
1.618 |
1,461.8 |
2.618 |
1,377.9 |
4.250 |
1,241.0 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,639.6 |
1,639.6 |
PP |
1,631.7 |
1,631.7 |
S1 |
1,623.9 |
1,623.9 |
|