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 |
8,465 |
8,530 |
65 |
0.8% |
8,435 |
High |
8,560 |
8,560 |
0 |
0.0% |
8,785 |
Low |
8,345 |
8,370 |
25 |
0.3% |
8,280 |
Close |
8,540 |
8,525 |
-15 |
-0.2% |
8,575 |
Range |
215 |
190 |
-25 |
-11.6% |
505 |
ATR |
195 |
195 |
0 |
-0.2% |
0 |
Volume |
7,597 |
6,392 |
-1,205 |
-15.9% |
40,343 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,055 |
8,980 |
8,630 |
|
R3 |
8,865 |
8,790 |
8,577 |
|
R2 |
8,675 |
8,675 |
8,560 |
|
R1 |
8,600 |
8,600 |
8,543 |
8,543 |
PP |
8,485 |
8,485 |
8,485 |
8,456 |
S1 |
8,410 |
8,410 |
8,508 |
8,353 |
S2 |
8,295 |
8,295 |
8,490 |
|
S3 |
8,105 |
8,220 |
8,473 |
|
S4 |
7,915 |
8,030 |
8,421 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,062 |
9,823 |
8,853 |
|
R3 |
9,557 |
9,318 |
8,714 |
|
R2 |
9,052 |
9,052 |
8,668 |
|
R1 |
8,813 |
8,813 |
8,621 |
8,933 |
PP |
8,547 |
8,547 |
8,547 |
8,606 |
S1 |
8,308 |
8,308 |
8,529 |
8,428 |
S2 |
8,042 |
8,042 |
8,483 |
|
S3 |
7,537 |
7,803 |
8,436 |
|
S4 |
7,032 |
7,298 |
8,297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,785 |
8,345 |
440 |
5.2% |
217 |
2.5% |
41% |
False |
False |
7,695 |
10 |
8,785 |
8,280 |
505 |
5.9% |
226 |
2.6% |
49% |
False |
False |
8,605 |
20 |
8,855 |
8,280 |
575 |
6.7% |
200 |
2.3% |
43% |
False |
False |
8,967 |
40 |
9,135 |
8,280 |
855 |
10.0% |
178 |
2.1% |
29% |
False |
False |
5,522 |
60 |
10,120 |
8,280 |
1,840 |
21.6% |
141 |
1.7% |
13% |
False |
False |
3,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,368 |
2.618 |
9,058 |
1.618 |
8,868 |
1.000 |
8,750 |
0.618 |
8,678 |
HIGH |
8,560 |
0.618 |
8,488 |
0.500 |
8,465 |
0.382 |
8,443 |
LOW |
8,370 |
0.618 |
8,253 |
1.000 |
8,180 |
1.618 |
8,063 |
2.618 |
7,873 |
4.250 |
7,563 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,505 |
8,508 |
PP |
8,485 |
8,492 |
S1 |
8,465 |
8,475 |
|