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 |
10,836 |
11,043 |
207 |
1.9% |
10,824 |
High |
11,065 |
11,178 |
113 |
1.0% |
11,178 |
Low |
10,787 |
10,983 |
196 |
1.8% |
10,328 |
Close |
11,046 |
11,066 |
20 |
0.2% |
11,066 |
Range |
278 |
195 |
-83 |
-29.9% |
850 |
ATR |
324 |
315 |
-9 |
-2.8% |
0 |
Volume |
145,808 |
153,365 |
7,557 |
5.2% |
856,575 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,661 |
11,558 |
11,173 |
|
R3 |
11,466 |
11,363 |
11,120 |
|
R2 |
11,271 |
11,271 |
11,102 |
|
R1 |
11,168 |
11,168 |
11,084 |
11,220 |
PP |
11,076 |
11,076 |
11,076 |
11,101 |
S1 |
10,973 |
10,973 |
11,048 |
11,025 |
S2 |
10,881 |
10,881 |
11,030 |
|
S3 |
10,686 |
10,778 |
11,013 |
|
S4 |
10,491 |
10,583 |
10,959 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,407 |
13,087 |
11,534 |
|
R3 |
12,557 |
12,237 |
11,300 |
|
R2 |
11,707 |
11,707 |
11,222 |
|
R1 |
11,387 |
11,387 |
11,144 |
11,547 |
PP |
10,857 |
10,857 |
10,857 |
10,938 |
S1 |
10,537 |
10,537 |
10,988 |
10,697 |
S2 |
10,007 |
10,007 |
10,910 |
|
S3 |
9,157 |
9,687 |
10,832 |
|
S4 |
8,307 |
8,837 |
10,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,178 |
10,328 |
850 |
7.7% |
310 |
2.8% |
87% |
True |
False |
171,315 |
10 |
11,289 |
10,328 |
961 |
8.7% |
328 |
3.0% |
77% |
False |
False |
161,826 |
20 |
11,475 |
10,328 |
1,147 |
10.4% |
318 |
2.9% |
64% |
False |
False |
156,750 |
40 |
11,625 |
10,328 |
1,297 |
11.7% |
299 |
2.7% |
57% |
False |
False |
82,449 |
60 |
12,675 |
10,328 |
2,347 |
21.2% |
303 |
2.7% |
31% |
False |
False |
55,019 |
80 |
12,675 |
10,328 |
2,347 |
21.2% |
265 |
2.4% |
31% |
False |
False |
41,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,007 |
2.618 |
11,689 |
1.618 |
11,494 |
1.000 |
11,373 |
0.618 |
11,299 |
HIGH |
11,178 |
0.618 |
11,104 |
0.500 |
11,081 |
0.382 |
11,058 |
LOW |
10,983 |
0.618 |
10,863 |
1.000 |
10,788 |
1.618 |
10,668 |
2.618 |
10,473 |
4.250 |
10,154 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,081 |
11,010 |
PP |
11,076 |
10,954 |
S1 |
11,071 |
10,899 |
|