Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
8,530 |
8,505 |
-25 |
-0.3% |
8,435 |
High |
8,560 |
8,620 |
60 |
0.7% |
8,785 |
Low |
8,370 |
8,505 |
135 |
1.6% |
8,280 |
Close |
8,525 |
8,605 |
80 |
0.9% |
8,575 |
Range |
190 |
115 |
-75 |
-39.5% |
505 |
ATR |
195 |
189 |
-6 |
-2.9% |
0 |
Volume |
6,392 |
8,357 |
1,965 |
30.7% |
40,343 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,922 |
8,878 |
8,668 |
|
R3 |
8,807 |
8,763 |
8,637 |
|
R2 |
8,692 |
8,692 |
8,626 |
|
R1 |
8,648 |
8,648 |
8,616 |
8,670 |
PP |
8,577 |
8,577 |
8,577 |
8,588 |
S1 |
8,533 |
8,533 |
8,595 |
8,555 |
S2 |
8,462 |
8,462 |
8,584 |
|
S3 |
8,347 |
8,418 |
8,574 |
|
S4 |
8,232 |
8,303 |
8,542 |
|
|
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 |
8,765 |
8,345 |
420 |
4.9% |
187 |
2.2% |
62% |
False |
False |
7,954 |
10 |
8,785 |
8,280 |
505 |
5.9% |
207 |
2.4% |
64% |
False |
False |
8,144 |
20 |
8,855 |
8,280 |
575 |
6.7% |
198 |
2.3% |
57% |
False |
False |
8,717 |
40 |
9,110 |
8,280 |
830 |
9.6% |
171 |
2.0% |
39% |
False |
False |
5,730 |
60 |
10,120 |
8,280 |
1,840 |
21.4% |
143 |
1.7% |
18% |
False |
False |
3,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,109 |
2.618 |
8,921 |
1.618 |
8,806 |
1.000 |
8,735 |
0.618 |
8,691 |
HIGH |
8,620 |
0.618 |
8,576 |
0.500 |
8,563 |
0.382 |
8,549 |
LOW |
8,505 |
0.618 |
8,434 |
1.000 |
8,390 |
1.618 |
8,319 |
2.618 |
8,204 |
4.250 |
8,016 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,591 |
8,564 |
PP |
8,577 |
8,523 |
S1 |
8,563 |
8,483 |
|