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 |
1,128.25 |
1,150.75 |
22.50 |
2.0% |
1,115.25 |
High |
1,154.00 |
1,166.75 |
12.75 |
1.1% |
1,166.75 |
Low |
1,123.00 |
1,138.75 |
15.75 |
1.4% |
1,062.00 |
Close |
1,151.25 |
1,148.75 |
-2.50 |
-0.2% |
1,148.75 |
Range |
31.00 |
28.00 |
-3.00 |
-9.7% |
104.75 |
ATR |
36.97 |
36.33 |
-0.64 |
-1.7% |
0.00 |
Volume |
2,767 |
1,349 |
-1,418 |
-51.2% |
10,932 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.50 |
1,220.00 |
1,164.25 |
|
R3 |
1,207.50 |
1,192.00 |
1,156.50 |
|
R2 |
1,179.50 |
1,179.50 |
1,154.00 |
|
R1 |
1,164.00 |
1,164.00 |
1,151.25 |
1,157.75 |
PP |
1,151.50 |
1,151.50 |
1,151.50 |
1,148.25 |
S1 |
1,136.00 |
1,136.00 |
1,146.25 |
1,129.75 |
S2 |
1,123.50 |
1,123.50 |
1,143.50 |
|
S3 |
1,095.50 |
1,108.00 |
1,141.00 |
|
S4 |
1,067.50 |
1,080.00 |
1,133.25 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.00 |
1,399.25 |
1,206.25 |
|
R3 |
1,335.25 |
1,294.50 |
1,177.50 |
|
R2 |
1,230.50 |
1,230.50 |
1,168.00 |
|
R1 |
1,189.75 |
1,189.75 |
1,158.25 |
1,210.00 |
PP |
1,125.75 |
1,125.75 |
1,125.75 |
1,136.00 |
S1 |
1,085.00 |
1,085.00 |
1,139.25 |
1,105.50 |
S2 |
1,021.00 |
1,021.00 |
1,129.50 |
|
S3 |
916.25 |
980.25 |
1,120.00 |
|
S4 |
811.50 |
875.50 |
1,091.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,166.75 |
1,062.00 |
104.75 |
9.1% |
38.50 |
3.3% |
83% |
True |
False |
2,186 |
10 |
1,183.50 |
1,062.00 |
121.50 |
10.6% |
38.25 |
3.3% |
71% |
False |
False |
1,869 |
20 |
1,208.00 |
1,062.00 |
146.00 |
12.7% |
36.00 |
3.1% |
59% |
False |
False |
1,252 |
40 |
1,217.75 |
1,062.00 |
155.75 |
13.6% |
33.25 |
2.9% |
56% |
False |
False |
688 |
60 |
1,335.75 |
1,062.00 |
273.75 |
23.8% |
34.25 |
3.0% |
32% |
False |
False |
474 |
80 |
1,342.75 |
1,062.00 |
280.75 |
24.4% |
30.00 |
2.6% |
31% |
False |
False |
360 |
100 |
1,342.75 |
1,062.00 |
280.75 |
24.4% |
24.50 |
2.1% |
31% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.75 |
2.618 |
1,240.00 |
1.618 |
1,212.00 |
1.000 |
1,194.75 |
0.618 |
1,184.00 |
HIGH |
1,166.75 |
0.618 |
1,156.00 |
0.500 |
1,152.75 |
0.382 |
1,149.50 |
LOW |
1,138.75 |
0.618 |
1,121.50 |
1.000 |
1,110.75 |
1.618 |
1,093.50 |
2.618 |
1,065.50 |
4.250 |
1,019.75 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,152.75 |
1,143.75 |
PP |
1,151.50 |
1,138.75 |
S1 |
1,150.00 |
1,133.50 |
|