Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
10,824 |
10,535 |
-289 |
-2.7% |
10,640 |
High |
10,907 |
10,749 |
-158 |
-1.4% |
11,289 |
Low |
10,517 |
10,328 |
-189 |
-1.8% |
10,551 |
Close |
10,529 |
10,683 |
154 |
1.5% |
10,841 |
Range |
390 |
421 |
31 |
7.9% |
738 |
ATR |
325 |
332 |
7 |
2.1% |
0 |
Volume |
181,540 |
216,264 |
34,724 |
19.1% |
761,693 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,850 |
11,687 |
10,915 |
|
R3 |
11,429 |
11,266 |
10,799 |
|
R2 |
11,008 |
11,008 |
10,760 |
|
R1 |
10,845 |
10,845 |
10,722 |
10,927 |
PP |
10,587 |
10,587 |
10,587 |
10,627 |
S1 |
10,424 |
10,424 |
10,645 |
10,506 |
S2 |
10,166 |
10,166 |
10,606 |
|
S3 |
9,745 |
10,003 |
10,567 |
|
S4 |
9,324 |
9,582 |
10,452 |
|
|
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 |
11,242 |
10,328 |
914 |
8.6% |
354 |
3.3% |
39% |
False |
True |
170,953 |
10 |
11,406 |
10,328 |
1,078 |
10.1% |
378 |
3.5% |
33% |
False |
True |
173,054 |
20 |
11,475 |
10,328 |
1,147 |
10.7% |
328 |
3.1% |
31% |
False |
True |
141,600 |
40 |
11,625 |
10,328 |
1,297 |
12.1% |
330 |
3.1% |
27% |
False |
True |
71,005 |
60 |
12,675 |
10,328 |
2,347 |
22.0% |
300 |
2.8% |
15% |
False |
True |
47,375 |
80 |
12,675 |
10,328 |
2,347 |
22.0% |
257 |
2.4% |
15% |
False |
True |
35,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,538 |
2.618 |
11,851 |
1.618 |
11,430 |
1.000 |
11,170 |
0.618 |
11,009 |
HIGH |
10,749 |
0.618 |
10,588 |
0.500 |
10,539 |
0.382 |
10,489 |
LOW |
10,328 |
0.618 |
10,068 |
1.000 |
9,907 |
1.618 |
9,647 |
2.618 |
9,226 |
4.250 |
8,539 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
10,635 |
10,727 |
PP |
10,587 |
10,712 |
S1 |
10,539 |
10,698 |
|