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 |
11,012.79 |
11,152.32 |
139.53 |
1.3% |
10,771.78 |
High |
11,271.14 |
11,152.39 |
-118.75 |
-1.1% |
11,369.30 |
Low |
10,965.45 |
10,909.52 |
-55.93 |
-0.5% |
10,771.78 |
Close |
11,153.98 |
10,913.38 |
-240.60 |
-2.2% |
10,913.38 |
Range |
305.69 |
242.87 |
-62.82 |
-20.6% |
597.52 |
ATR |
280.30 |
277.74 |
-2.56 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,720.37 |
11,559.75 |
11,046.96 |
|
R3 |
11,477.50 |
11,316.88 |
10,980.17 |
|
R2 |
11,234.63 |
11,234.63 |
10,957.91 |
|
R1 |
11,074.01 |
11,074.01 |
10,935.64 |
11,032.89 |
PP |
10,991.76 |
10,991.76 |
10,991.76 |
10,971.20 |
S1 |
10,831.14 |
10,831.14 |
10,891.12 |
10,790.02 |
S2 |
10,748.89 |
10,748.89 |
10,868.85 |
|
S3 |
10,506.02 |
10,588.27 |
10,846.59 |
|
S4 |
10,263.15 |
10,345.40 |
10,779.80 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,810.71 |
12,459.57 |
11,242.02 |
|
R3 |
12,213.19 |
11,862.05 |
11,077.70 |
|
R2 |
11,615.67 |
11,615.67 |
11,022.93 |
|
R1 |
11,264.53 |
11,264.53 |
10,968.15 |
11,440.10 |
PP |
11,018.15 |
11,018.15 |
11,018.15 |
11,105.94 |
S1 |
10,667.01 |
10,667.01 |
10,858.61 |
10,842.58 |
S2 |
10,420.63 |
10,420.63 |
10,803.83 |
|
S3 |
9,823.11 |
10,069.49 |
10,749.06 |
|
S4 |
9,225.59 |
9,471.97 |
10,584.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,369.30 |
10,771.78 |
597.52 |
5.5% |
295.69 |
2.7% |
24% |
False |
False |
|
10 |
11,550.22 |
10,597.14 |
953.08 |
8.7% |
293.16 |
2.7% |
33% |
False |
False |
|
20 |
11,550.22 |
10,597.14 |
953.08 |
8.7% |
272.11 |
2.5% |
33% |
False |
False |
|
40 |
11,716.84 |
10,597.14 |
1,119.70 |
10.3% |
303.80 |
2.8% |
28% |
False |
False |
|
60 |
12,751.43 |
10,597.14 |
2,154.29 |
19.7% |
263.85 |
2.4% |
15% |
False |
False |
|
80 |
12,753.89 |
10,597.14 |
2,156.75 |
19.8% |
233.20 |
2.1% |
15% |
False |
False |
|
100 |
12,753.89 |
10,597.14 |
2,156.75 |
19.8% |
213.39 |
2.0% |
15% |
False |
False |
|
120 |
12,876.00 |
10,597.14 |
2,278.86 |
20.9% |
198.55 |
1.8% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,184.59 |
2.618 |
11,788.22 |
1.618 |
11,545.35 |
1.000 |
11,395.26 |
0.618 |
11,302.48 |
HIGH |
11,152.39 |
0.618 |
11,059.61 |
0.500 |
11,030.96 |
0.382 |
11,002.30 |
LOW |
10,909.52 |
0.618 |
10,759.43 |
1.000 |
10,666.65 |
1.618 |
10,516.56 |
2.618 |
10,273.69 |
4.250 |
9,877.32 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,030.96 |
11,113.30 |
PP |
10,991.76 |
11,046.66 |
S1 |
10,952.57 |
10,980.02 |
|