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 |
1,135.00 |
1,157.25 |
22.25 |
2.0% |
1,123.00 |
High |
1,160.50 |
1,173.75 |
13.25 |
1.1% |
1,173.75 |
Low |
1,129.00 |
1,144.75 |
15.75 |
1.4% |
1,068.00 |
Close |
1,157.50 |
1,155.00 |
-2.50 |
-0.2% |
1,155.00 |
Range |
31.50 |
29.00 |
-2.50 |
-7.9% |
105.75 |
ATR |
38.02 |
37.38 |
-0.64 |
-1.7% |
0.00 |
Volume |
2,903,749 |
2,865,529 |
-38,220 |
-1.3% |
16,455,417 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.75 |
1,229.00 |
1,171.00 |
|
R3 |
1,215.75 |
1,200.00 |
1,163.00 |
|
R2 |
1,186.75 |
1,186.75 |
1,160.25 |
|
R1 |
1,171.00 |
1,171.00 |
1,157.75 |
1,164.50 |
PP |
1,157.75 |
1,157.75 |
1,157.75 |
1,154.50 |
S1 |
1,142.00 |
1,142.00 |
1,152.25 |
1,135.50 |
S2 |
1,128.75 |
1,128.75 |
1,149.75 |
|
S3 |
1,099.75 |
1,113.00 |
1,147.00 |
|
S4 |
1,070.75 |
1,084.00 |
1,139.00 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.50 |
1,408.00 |
1,213.25 |
|
R3 |
1,343.75 |
1,302.25 |
1,184.00 |
|
R2 |
1,238.00 |
1,238.00 |
1,174.50 |
|
R1 |
1,196.50 |
1,196.50 |
1,164.75 |
1,217.25 |
PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,142.50 |
S1 |
1,090.75 |
1,090.75 |
1,145.25 |
1,111.50 |
S2 |
1,026.50 |
1,026.50 |
1,135.50 |
|
S3 |
920.75 |
985.00 |
1,126.00 |
|
S4 |
815.00 |
879.25 |
1,096.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,173.75 |
1,068.00 |
105.75 |
9.2% |
39.00 |
3.4% |
82% |
True |
False |
3,291,083 |
10 |
1,190.00 |
1,068.00 |
122.00 |
10.6% |
38.75 |
3.4% |
71% |
False |
False |
3,153,437 |
20 |
1,214.50 |
1,068.00 |
146.50 |
12.7% |
37.00 |
3.2% |
59% |
False |
False |
3,221,658 |
40 |
1,223.75 |
1,068.00 |
155.75 |
13.5% |
35.75 |
3.1% |
56% |
False |
False |
1,735,940 |
60 |
1,342.00 |
1,068.00 |
274.00 |
23.7% |
36.50 |
3.2% |
32% |
False |
False |
1,158,859 |
80 |
1,348.75 |
1,068.00 |
280.75 |
24.3% |
32.25 |
2.8% |
31% |
False |
False |
869,421 |
100 |
1,348.75 |
1,068.00 |
280.75 |
24.3% |
29.00 |
2.5% |
31% |
False |
False |
695,601 |
120 |
1,361.00 |
1,068.00 |
293.00 |
25.4% |
26.50 |
2.3% |
30% |
False |
False |
579,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.00 |
2.618 |
1,249.75 |
1.618 |
1,220.75 |
1.000 |
1,202.75 |
0.618 |
1,191.75 |
HIGH |
1,173.75 |
0.618 |
1,162.75 |
0.500 |
1,159.25 |
0.382 |
1,155.75 |
LOW |
1,144.75 |
0.618 |
1,126.75 |
1.000 |
1,115.75 |
1.618 |
1,097.75 |
2.618 |
1,068.75 |
4.250 |
1,021.50 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,159.25 |
1,150.00 |
PP |
1,157.75 |
1,145.00 |
S1 |
1,156.50 |
1,140.00 |
|