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 |
10,535 |
10,691 |
156 |
1.5% |
10,640 |
High |
10,749 |
10,882 |
133 |
1.2% |
11,289 |
Low |
10,328 |
10,619 |
291 |
2.8% |
10,551 |
Close |
10,683 |
10,838 |
155 |
1.5% |
10,841 |
Range |
421 |
263 |
-158 |
-37.5% |
738 |
ATR |
332 |
327 |
-5 |
-1.5% |
0 |
Volume |
216,264 |
159,598 |
-56,666 |
-26.2% |
761,693 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,569 |
11,466 |
10,983 |
|
R3 |
11,306 |
11,203 |
10,910 |
|
R2 |
11,043 |
11,043 |
10,886 |
|
R1 |
10,940 |
10,940 |
10,862 |
10,992 |
PP |
10,780 |
10,780 |
10,780 |
10,805 |
S1 |
10,677 |
10,677 |
10,814 |
10,729 |
S2 |
10,517 |
10,517 |
10,790 |
|
S3 |
10,254 |
10,414 |
10,766 |
|
S4 |
9,991 |
10,151 |
10,693 |
|
|
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 |
11,199 |
10,328 |
871 |
8.0% |
342 |
3.2% |
59% |
False |
False |
171,755 |
10 |
11,289 |
10,328 |
961 |
8.9% |
364 |
3.4% |
53% |
False |
False |
173,023 |
20 |
11,475 |
10,328 |
1,147 |
10.6% |
327 |
3.0% |
44% |
False |
False |
149,493 |
40 |
11,625 |
10,328 |
1,297 |
12.0% |
318 |
2.9% |
39% |
False |
False |
74,986 |
60 |
12,675 |
10,328 |
2,347 |
21.7% |
301 |
2.8% |
22% |
False |
False |
50,035 |
80 |
12,675 |
10,328 |
2,347 |
21.7% |
261 |
2.4% |
22% |
False |
False |
37,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,000 |
2.618 |
11,571 |
1.618 |
11,308 |
1.000 |
11,145 |
0.618 |
11,045 |
HIGH |
10,882 |
0.618 |
10,782 |
0.500 |
10,751 |
0.382 |
10,720 |
LOW |
10,619 |
0.618 |
10,457 |
1.000 |
10,356 |
1.618 |
10,194 |
2.618 |
9,931 |
4.250 |
9,501 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
10,809 |
10,765 |
PP |
10,780 |
10,691 |
S1 |
10,751 |
10,618 |
|