Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,662.5 |
1,626.8 |
-35.7 |
-2.1% |
1,660.0 |
High |
1,681.5 |
1,648.9 |
-32.6 |
-1.9% |
1,679.2 |
Low |
1,597.6 |
1,596.6 |
-1.0 |
-0.1% |
1,535.0 |
Close |
1,616.0 |
1,641.6 |
25.6 |
1.6% |
1,622.3 |
Range |
83.9 |
52.3 |
-31.6 |
-37.7% |
144.2 |
ATR |
63.7 |
62.9 |
-0.8 |
-1.3% |
0.0 |
Volume |
190,030 |
146,919 |
-43,111 |
-22.7% |
1,089,019 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.9 |
1,766.1 |
1,670.4 |
|
R3 |
1,733.6 |
1,713.8 |
1,656.0 |
|
R2 |
1,681.3 |
1,681.3 |
1,651.2 |
|
R1 |
1,661.5 |
1,661.5 |
1,646.4 |
1,671.4 |
PP |
1,629.0 |
1,629.0 |
1,629.0 |
1,634.0 |
S1 |
1,609.2 |
1,609.2 |
1,636.8 |
1,619.1 |
S2 |
1,576.7 |
1,576.7 |
1,632.0 |
|
S3 |
1,524.4 |
1,556.9 |
1,627.2 |
|
S4 |
1,472.1 |
1,504.6 |
1,612.8 |
|
|
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 |
5.9% |
54.2 |
3.3% |
59% |
False |
False |
156,882 |
10 |
1,789.0 |
1,535.0 |
254.0 |
15.5% |
72.8 |
4.4% |
42% |
False |
False |
215,814 |
20 |
1,889.1 |
1,535.0 |
354.1 |
21.6% |
62.8 |
3.8% |
30% |
False |
False |
204,357 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.7% |
59.7 |
3.6% |
27% |
False |
False |
220,467 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.7% |
48.6 |
3.0% |
27% |
False |
False |
185,772 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.0% |
41.3 |
2.5% |
36% |
False |
False |
141,621 |
100 |
1,923.7 |
1,475.0 |
448.7 |
27.3% |
36.4 |
2.2% |
37% |
False |
False |
114,076 |
120 |
1,923.7 |
1,465.9 |
457.8 |
27.9% |
34.4 |
2.1% |
38% |
False |
False |
95,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.2 |
2.618 |
1,785.8 |
1.618 |
1,733.5 |
1.000 |
1,701.2 |
0.618 |
1,681.2 |
HIGH |
1,648.9 |
0.618 |
1,628.9 |
0.500 |
1,622.8 |
0.382 |
1,616.6 |
LOW |
1,596.6 |
0.618 |
1,564.3 |
1.000 |
1,544.3 |
1.618 |
1,512.0 |
2.618 |
1,459.7 |
4.250 |
1,374.3 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,635.3 |
1,640.8 |
PP |
1,629.0 |
1,639.9 |
S1 |
1,622.8 |
1,639.1 |
|