Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,141.00 |
1,150.50 |
9.50 |
0.8% |
1,119.25 |
High |
1,164.00 |
1,152.75 |
-11.25 |
-1.0% |
1,183.50 |
Low |
1,127.50 |
1,115.25 |
-12.25 |
-1.1% |
1,108.50 |
Close |
1,150.00 |
1,119.50 |
-30.50 |
-2.7% |
1,119.50 |
Range |
36.50 |
37.50 |
1.00 |
2.7% |
75.00 |
ATR |
35.66 |
35.79 |
0.13 |
0.4% |
0.00 |
Volume |
1,502 |
1,243 |
-259 |
-17.2% |
7,763 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.75 |
1,218.00 |
1,140.00 |
|
R3 |
1,204.25 |
1,180.50 |
1,129.75 |
|
R2 |
1,166.75 |
1,166.75 |
1,126.50 |
|
R1 |
1,143.00 |
1,143.00 |
1,123.00 |
1,136.00 |
PP |
1,129.25 |
1,129.25 |
1,129.25 |
1,125.75 |
S1 |
1,105.50 |
1,105.50 |
1,116.00 |
1,098.50 |
S2 |
1,091.75 |
1,091.75 |
1,112.50 |
|
S3 |
1,054.25 |
1,068.00 |
1,109.25 |
|
S4 |
1,016.75 |
1,030.50 |
1,099.00 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.25 |
1,315.75 |
1,160.75 |
|
R3 |
1,287.25 |
1,240.75 |
1,140.00 |
|
R2 |
1,212.25 |
1,212.25 |
1,133.25 |
|
R1 |
1,165.75 |
1,165.75 |
1,126.50 |
1,189.00 |
PP |
1,137.25 |
1,137.25 |
1,137.25 |
1,148.75 |
S1 |
1,090.75 |
1,090.75 |
1,112.50 |
1,114.00 |
S2 |
1,062.25 |
1,062.25 |
1,105.75 |
|
S3 |
987.25 |
1,015.75 |
1,099.00 |
|
S4 |
912.25 |
940.75 |
1,078.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.50 |
1,108.50 |
75.00 |
6.7% |
38.00 |
3.4% |
15% |
False |
False |
1,552 |
10 |
1,208.00 |
1,096.25 |
111.75 |
10.0% |
37.25 |
3.3% |
21% |
False |
False |
1,246 |
20 |
1,208.00 |
1,096.25 |
111.75 |
10.0% |
34.50 |
3.1% |
21% |
False |
False |
722 |
40 |
1,217.75 |
1,067.00 |
150.75 |
13.5% |
37.75 |
3.4% |
35% |
False |
False |
431 |
60 |
1,342.75 |
1,067.00 |
275.75 |
24.6% |
33.00 |
2.9% |
19% |
False |
False |
295 |
80 |
1,342.75 |
1,067.00 |
275.75 |
24.6% |
27.75 |
2.5% |
19% |
False |
False |
224 |
100 |
1,342.75 |
1,067.00 |
275.75 |
24.6% |
22.75 |
2.0% |
19% |
False |
False |
180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.00 |
2.618 |
1,251.00 |
1.618 |
1,213.50 |
1.000 |
1,190.25 |
0.618 |
1,176.00 |
HIGH |
1,152.75 |
0.618 |
1,138.50 |
0.500 |
1,134.00 |
0.382 |
1,129.50 |
LOW |
1,115.25 |
0.618 |
1,092.00 |
1.000 |
1,077.75 |
1.618 |
1,054.50 |
2.618 |
1,017.00 |
4.250 |
956.00 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,134.00 |
1,145.00 |
PP |
1,129.25 |
1,136.50 |
S1 |
1,124.25 |
1,128.00 |
|