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 |
1,645.6 |
1,655.0 |
9.4 |
0.6% |
1,625.5 |
High |
1,658.1 |
1,669.3 |
11.2 |
0.7% |
1,681.5 |
Low |
1,636.0 |
1,632.0 |
-4.0 |
-0.2% |
1,599.4 |
Close |
1,655.1 |
1,637.7 |
-17.4 |
-1.1% |
1,637.7 |
Range |
22.1 |
37.3 |
15.2 |
68.8% |
82.1 |
ATR |
57.7 |
56.3 |
-1.5 |
-2.5% |
0.0 |
Volume |
5,230 |
3,284 |
-1,946 |
-37.2% |
19,086 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.2 |
1,735.3 |
1,658.2 |
|
R3 |
1,720.9 |
1,698.0 |
1,648.0 |
|
R2 |
1,683.6 |
1,683.6 |
1,644.5 |
|
R1 |
1,660.7 |
1,660.7 |
1,641.1 |
1,653.5 |
PP |
1,646.3 |
1,646.3 |
1,646.3 |
1,642.8 |
S1 |
1,623.4 |
1,623.4 |
1,634.3 |
1,616.2 |
S2 |
1,609.0 |
1,609.0 |
1,630.9 |
|
S3 |
1,571.7 |
1,586.1 |
1,627.4 |
|
S4 |
1,534.4 |
1,548.8 |
1,617.2 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.8 |
1,843.9 |
1,682.9 |
|
R3 |
1,803.7 |
1,761.8 |
1,660.3 |
|
R2 |
1,721.6 |
1,721.6 |
1,652.8 |
|
R1 |
1,679.7 |
1,679.7 |
1,645.2 |
1,700.7 |
PP |
1,639.5 |
1,639.5 |
1,639.5 |
1,650.0 |
S1 |
1,597.6 |
1,597.6 |
1,630.2 |
1,618.6 |
S2 |
1,557.4 |
1,557.4 |
1,622.6 |
|
S3 |
1,475.3 |
1,515.5 |
1,615.1 |
|
S4 |
1,393.2 |
1,433.4 |
1,592.5 |
|
|
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 |
1,599.4 |
82.1 |
5.0% |
46.7 |
2.9% |
47% |
False |
False |
3,817 |
10 |
1,681.5 |
1,543.3 |
138.2 |
8.4% |
56.7 |
3.5% |
68% |
False |
False |
4,007 |
20 |
1,867.0 |
1,543.3 |
323.7 |
19.8% |
57.0 |
3.5% |
29% |
False |
False |
4,190 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.3% |
55.2 |
3.4% |
25% |
False |
False |
3,470 |
60 |
1,925.1 |
1,543.3 |
381.8 |
23.3% |
46.3 |
2.8% |
25% |
False |
False |
3,226 |
80 |
1,925.1 |
1,482.6 |
442.5 |
27.0% |
38.7 |
2.4% |
35% |
False |
False |
2,528 |
100 |
1,925.1 |
1,482.6 |
442.5 |
27.0% |
33.3 |
2.0% |
35% |
False |
False |
2,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,827.8 |
2.618 |
1,767.0 |
1.618 |
1,729.7 |
1.000 |
1,706.6 |
0.618 |
1,692.4 |
HIGH |
1,669.3 |
0.618 |
1,655.1 |
0.500 |
1,650.7 |
0.382 |
1,646.2 |
LOW |
1,632.0 |
0.618 |
1,608.9 |
1.000 |
1,594.7 |
1.618 |
1,571.6 |
2.618 |
1,534.3 |
4.250 |
1,473.5 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,650.7 |
1,636.7 |
PP |
1,646.3 |
1,635.6 |
S1 |
1,642.0 |
1,634.6 |
|