Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,080.25 |
1,109.00 |
28.75 |
2.7% |
1,119.25 |
High |
1,113.00 |
1,135.00 |
22.00 |
2.0% |
1,183.50 |
Low |
1,062.00 |
1,100.50 |
38.50 |
3.6% |
1,108.50 |
Close |
1,107.25 |
1,128.50 |
21.25 |
1.9% |
1,119.50 |
Range |
51.00 |
34.50 |
-16.50 |
-32.4% |
75.00 |
ATR |
37.66 |
37.43 |
-0.23 |
-0.6% |
0.00 |
Volume |
1,625 |
3,685 |
2,060 |
126.8% |
7,763 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.75 |
1,211.25 |
1,147.50 |
|
R3 |
1,190.25 |
1,176.75 |
1,138.00 |
|
R2 |
1,155.75 |
1,155.75 |
1,134.75 |
|
R1 |
1,142.25 |
1,142.25 |
1,131.75 |
1,149.00 |
PP |
1,121.25 |
1,121.25 |
1,121.25 |
1,124.75 |
S1 |
1,107.75 |
1,107.75 |
1,125.25 |
1,114.50 |
S2 |
1,086.75 |
1,086.75 |
1,122.25 |
|
S3 |
1,052.25 |
1,073.25 |
1,119.00 |
|
S4 |
1,017.75 |
1,038.75 |
1,109.50 |
|
|
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 |
1,164.00 |
1,062.00 |
102.00 |
9.0% |
41.50 |
3.7% |
65% |
False |
False |
1,912 |
10 |
1,183.50 |
1,062.00 |
121.50 |
10.8% |
41.00 |
3.6% |
55% |
False |
False |
1,692 |
20 |
1,208.00 |
1,062.00 |
146.00 |
12.9% |
36.50 |
3.2% |
46% |
False |
False |
1,056 |
40 |
1,217.75 |
1,062.00 |
155.75 |
13.8% |
35.25 |
3.1% |
43% |
False |
False |
592 |
60 |
1,335.75 |
1,062.00 |
273.75 |
24.3% |
34.00 |
3.0% |
24% |
False |
False |
405 |
80 |
1,342.75 |
1,062.00 |
280.75 |
24.9% |
29.50 |
2.6% |
24% |
False |
False |
309 |
100 |
1,342.75 |
1,062.00 |
280.75 |
24.9% |
24.00 |
2.1% |
24% |
False |
False |
248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.50 |
2.618 |
1,225.25 |
1.618 |
1,190.75 |
1.000 |
1,169.50 |
0.618 |
1,156.25 |
HIGH |
1,135.00 |
0.618 |
1,121.75 |
0.500 |
1,117.75 |
0.382 |
1,113.75 |
LOW |
1,100.50 |
0.618 |
1,079.25 |
1.000 |
1,066.00 |
1.618 |
1,044.75 |
2.618 |
1,010.25 |
4.250 |
954.00 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,125.00 |
1,118.50 |
PP |
1,121.25 |
1,108.50 |
S1 |
1,117.75 |
1,098.50 |
|