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 |
10,691 |
10,836 |
145 |
1.4% |
10,640 |
High |
10,882 |
11,065 |
183 |
1.7% |
11,289 |
Low |
10,619 |
10,787 |
168 |
1.6% |
10,551 |
Close |
10,838 |
11,046 |
208 |
1.9% |
10,841 |
Range |
263 |
278 |
15 |
5.7% |
738 |
ATR |
327 |
324 |
-4 |
-1.1% |
0 |
Volume |
159,598 |
145,808 |
-13,790 |
-8.6% |
761,693 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,800 |
11,701 |
11,199 |
|
R3 |
11,522 |
11,423 |
11,123 |
|
R2 |
11,244 |
11,244 |
11,097 |
|
R1 |
11,145 |
11,145 |
11,072 |
11,195 |
PP |
10,966 |
10,966 |
10,966 |
10,991 |
S1 |
10,867 |
10,867 |
11,021 |
10,917 |
S2 |
10,688 |
10,688 |
10,995 |
|
S3 |
10,410 |
10,589 |
10,970 |
|
S4 |
10,132 |
10,311 |
10,893 |
|
|
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 |
11,126 |
10,328 |
798 |
7.2% |
336 |
3.0% |
90% |
False |
False |
169,829 |
10 |
11,289 |
10,328 |
961 |
8.7% |
339 |
3.1% |
75% |
False |
False |
163,218 |
20 |
11,475 |
10,328 |
1,147 |
10.4% |
331 |
3.0% |
63% |
False |
False |
154,976 |
40 |
11,625 |
10,328 |
1,297 |
11.7% |
310 |
2.8% |
55% |
False |
False |
78,618 |
60 |
12,675 |
10,328 |
2,347 |
21.2% |
303 |
2.7% |
31% |
False |
False |
52,463 |
80 |
12,675 |
10,328 |
2,347 |
21.2% |
264 |
2.4% |
31% |
False |
False |
39,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,247 |
2.618 |
11,793 |
1.618 |
11,515 |
1.000 |
11,343 |
0.618 |
11,237 |
HIGH |
11,065 |
0.618 |
10,959 |
0.500 |
10,926 |
0.382 |
10,893 |
LOW |
10,787 |
0.618 |
10,615 |
1.000 |
10,509 |
1.618 |
10,337 |
2.618 |
10,059 |
4.250 |
9,606 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,006 |
10,930 |
PP |
10,966 |
10,813 |
S1 |
10,926 |
10,697 |
|