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 |
8,505 |
8,620 |
115 |
1.4% |
8,550 |
High |
8,620 |
8,680 |
60 |
0.7% |
8,680 |
Low |
8,505 |
8,570 |
65 |
0.8% |
8,345 |
Close |
8,605 |
8,620 |
15 |
0.2% |
8,620 |
Range |
115 |
110 |
-5 |
-4.3% |
335 |
ATR |
189 |
183 |
-6 |
-3.0% |
0 |
Volume |
8,357 |
7,622 |
-735 |
-8.8% |
38,221 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,953 |
8,897 |
8,681 |
|
R3 |
8,843 |
8,787 |
8,650 |
|
R2 |
8,733 |
8,733 |
8,640 |
|
R1 |
8,677 |
8,677 |
8,630 |
8,675 |
PP |
8,623 |
8,623 |
8,623 |
8,623 |
S1 |
8,567 |
8,567 |
8,610 |
8,565 |
S2 |
8,513 |
8,513 |
8,600 |
|
S3 |
8,403 |
8,457 |
8,590 |
|
S4 |
8,293 |
8,347 |
8,560 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,553 |
9,422 |
8,804 |
|
R3 |
9,218 |
9,087 |
8,712 |
|
R2 |
8,883 |
8,883 |
8,682 |
|
R1 |
8,752 |
8,752 |
8,651 |
8,818 |
PP |
8,548 |
8,548 |
8,548 |
8,581 |
S1 |
8,417 |
8,417 |
8,589 |
8,483 |
S2 |
8,213 |
8,213 |
8,559 |
|
S3 |
7,878 |
8,082 |
8,528 |
|
S4 |
7,543 |
7,747 |
8,436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,680 |
8,345 |
335 |
3.9% |
170 |
2.0% |
82% |
True |
False |
7,644 |
10 |
8,785 |
8,280 |
505 |
5.9% |
197 |
2.3% |
67% |
False |
False |
7,856 |
20 |
8,855 |
8,280 |
575 |
6.7% |
189 |
2.2% |
59% |
False |
False |
8,508 |
40 |
9,110 |
8,280 |
830 |
9.6% |
165 |
1.9% |
41% |
False |
False |
5,901 |
60 |
10,120 |
8,280 |
1,840 |
21.3% |
145 |
1.7% |
18% |
False |
False |
3,952 |
80 |
10,120 |
8,280 |
1,840 |
21.3% |
109 |
1.3% |
18% |
False |
False |
2,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,148 |
2.618 |
8,968 |
1.618 |
8,858 |
1.000 |
8,790 |
0.618 |
8,748 |
HIGH |
8,680 |
0.618 |
8,638 |
0.500 |
8,625 |
0.382 |
8,612 |
LOW |
8,570 |
0.618 |
8,502 |
1.000 |
8,460 |
1.618 |
8,392 |
2.618 |
8,282 |
4.250 |
8,103 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
8,625 |
8,588 |
PP |
8,623 |
8,557 |
S1 |
8,622 |
8,525 |
|