Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,970 |
11,107 |
137 |
1.2% |
10,640 |
High |
11,199 |
11,126 |
-73 |
-0.7% |
11,289 |
Low |
10,890 |
10,800 |
-90 |
-0.8% |
10,551 |
Close |
11,099 |
10,841 |
-258 |
-2.3% |
10,841 |
Range |
309 |
326 |
17 |
5.5% |
738 |
ATR |
320 |
320 |
0 |
0.1% |
0 |
Volume |
155,434 |
145,939 |
-9,495 |
-6.1% |
761,693 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,900 |
11,697 |
11,020 |
|
R3 |
11,574 |
11,371 |
10,931 |
|
R2 |
11,248 |
11,248 |
10,901 |
|
R1 |
11,045 |
11,045 |
10,871 |
10,984 |
PP |
10,922 |
10,922 |
10,922 |
10,892 |
S1 |
10,719 |
10,719 |
10,811 |
10,658 |
S2 |
10,596 |
10,596 |
10,781 |
|
S3 |
10,270 |
10,393 |
10,751 |
|
S4 |
9,944 |
10,067 |
10,662 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,108 |
12,712 |
11,247 |
|
R3 |
12,370 |
11,974 |
11,044 |
|
R2 |
11,632 |
11,632 |
10,976 |
|
R1 |
11,236 |
11,236 |
10,909 |
11,434 |
PP |
10,894 |
10,894 |
10,894 |
10,993 |
S1 |
10,498 |
10,498 |
10,773 |
10,696 |
S2 |
10,156 |
10,156 |
10,706 |
|
S3 |
9,418 |
9,760 |
10,638 |
|
S4 |
8,680 |
9,022 |
10,435 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,289 |
10,551 |
738 |
6.8% |
346 |
3.2% |
39% |
False |
False |
152,338 |
10 |
11,475 |
10,469 |
1,006 |
9.3% |
342 |
3.2% |
37% |
False |
False |
158,085 |
20 |
11,475 |
10,469 |
1,006 |
9.3% |
315 |
2.9% |
37% |
False |
False |
121,825 |
40 |
11,625 |
10,370 |
1,255 |
11.6% |
335 |
3.1% |
38% |
False |
False |
61,072 |
60 |
12,675 |
10,370 |
2,305 |
21.3% |
292 |
2.7% |
20% |
False |
False |
40,748 |
80 |
12,675 |
10,370 |
2,305 |
21.3% |
248 |
2.3% |
20% |
False |
False |
30,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,512 |
2.618 |
11,980 |
1.618 |
11,654 |
1.000 |
11,452 |
0.618 |
11,328 |
HIGH |
11,126 |
0.618 |
11,002 |
0.500 |
10,963 |
0.382 |
10,925 |
LOW |
10,800 |
0.618 |
10,599 |
1.000 |
10,474 |
1.618 |
10,273 |
2.618 |
9,947 |
4.250 |
9,415 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,963 |
11,021 |
PP |
10,922 |
10,961 |
S1 |
10,882 |
10,901 |
|