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 |
1,625.5 |
1,668.2 |
42.7 |
2.6% |
1,661.0 |
High |
1,668.5 |
1,681.5 |
13.0 |
0.8% |
1,680.4 |
Low |
1,625.4 |
1,599.4 |
-26.0 |
-1.6% |
1,543.3 |
Close |
1,659.6 |
1,617.9 |
-41.7 |
-2.5% |
1,624.2 |
Range |
43.1 |
82.1 |
39.0 |
90.5% |
137.1 |
ATR |
59.8 |
61.4 |
1.6 |
2.7% |
0.0 |
Volume |
2,371 |
1,643 |
-728 |
-30.7% |
20,985 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.2 |
1,830.7 |
1,663.1 |
|
R3 |
1,797.1 |
1,748.6 |
1,640.5 |
|
R2 |
1,715.0 |
1,715.0 |
1,633.0 |
|
R1 |
1,666.5 |
1,666.5 |
1,625.4 |
1,649.7 |
PP |
1,632.9 |
1,632.9 |
1,632.9 |
1,624.6 |
S1 |
1,584.4 |
1,584.4 |
1,610.4 |
1,567.6 |
S2 |
1,550.8 |
1,550.8 |
1,602.8 |
|
S3 |
1,468.7 |
1,502.3 |
1,595.3 |
|
S4 |
1,386.6 |
1,420.2 |
1,572.7 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.3 |
1,962.8 |
1,699.6 |
|
R3 |
1,890.2 |
1,825.7 |
1,661.9 |
|
R2 |
1,753.1 |
1,753.1 |
1,649.3 |
|
R1 |
1,688.6 |
1,688.6 |
1,636.8 |
1,652.3 |
PP |
1,616.0 |
1,616.0 |
1,616.0 |
1,597.8 |
S1 |
1,551.5 |
1,551.5 |
1,611.6 |
1,515.2 |
S2 |
1,478.9 |
1,478.9 |
1,599.1 |
|
S3 |
1,341.8 |
1,414.4 |
1,586.5 |
|
S4 |
1,204.7 |
1,277.3 |
1,548.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,681.5 |
1,587.3 |
94.2 |
5.8% |
55.1 |
3.4% |
32% |
True |
False |
2,691 |
10 |
1,820.8 |
1,543.3 |
277.5 |
17.2% |
68.2 |
4.2% |
27% |
False |
False |
4,064 |
20 |
1,890.5 |
1,543.3 |
347.2 |
21.5% |
61.8 |
3.8% |
21% |
False |
False |
3,964 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
57.2 |
3.5% |
20% |
False |
False |
3,520 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
45.5 |
2.8% |
20% |
False |
False |
3,022 |
80 |
1,925.1 |
1,482.6 |
442.5 |
27.4% |
37.9 |
2.3% |
31% |
False |
False |
2,352 |
100 |
1,925.1 |
1,477.1 |
448.0 |
27.7% |
32.8 |
2.0% |
31% |
False |
False |
1,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.4 |
2.618 |
1,896.4 |
1.618 |
1,814.3 |
1.000 |
1,763.6 |
0.618 |
1,732.2 |
HIGH |
1,681.5 |
0.618 |
1,650.1 |
0.500 |
1,640.5 |
0.382 |
1,630.8 |
LOW |
1,599.4 |
0.618 |
1,548.7 |
1.000 |
1,517.3 |
1.618 |
1,466.6 |
2.618 |
1,384.5 |
4.250 |
1,250.5 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,640.5 |
1,640.5 |
PP |
1,632.9 |
1,632.9 |
S1 |
1,625.4 |
1,625.4 |
|