Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
11,152.32 |
10,912.10 |
-240.22 |
-2.2% |
10,771.78 |
High |
11,152.39 |
10,979.19 |
-173.20 |
-1.6% |
11,369.30 |
Low |
10,909.52 |
10,653.34 |
-256.18 |
-2.3% |
10,771.78 |
Close |
10,913.38 |
10,655.30 |
-258.08 |
-2.4% |
10,913.38 |
Range |
242.87 |
325.85 |
82.98 |
34.2% |
597.52 |
ATR |
277.74 |
281.18 |
3.44 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,740.16 |
11,523.58 |
10,834.52 |
|
R3 |
11,414.31 |
11,197.73 |
10,744.91 |
|
R2 |
11,088.46 |
11,088.46 |
10,715.04 |
|
R1 |
10,871.88 |
10,871.88 |
10,685.17 |
10,817.25 |
PP |
10,762.61 |
10,762.61 |
10,762.61 |
10,735.29 |
S1 |
10,546.03 |
10,546.03 |
10,625.43 |
10,491.40 |
S2 |
10,436.76 |
10,436.76 |
10,595.56 |
|
S3 |
10,110.91 |
10,220.18 |
10,565.69 |
|
S4 |
9,785.06 |
9,894.33 |
10,476.08 |
|
|
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 |
10,653.34 |
715.96 |
6.7% |
303.72 |
2.9% |
0% |
False |
True |
|
10 |
11,550.22 |
10,597.14 |
953.08 |
8.9% |
300.59 |
2.8% |
6% |
False |
False |
|
20 |
11,550.22 |
10,597.14 |
953.08 |
8.9% |
274.36 |
2.6% |
6% |
False |
False |
|
40 |
11,716.84 |
10,597.14 |
1,119.70 |
10.5% |
301.54 |
2.8% |
5% |
False |
False |
|
60 |
12,751.43 |
10,597.14 |
2,154.29 |
20.2% |
266.77 |
2.5% |
3% |
False |
False |
|
80 |
12,753.89 |
10,597.14 |
2,156.75 |
20.2% |
235.60 |
2.2% |
3% |
False |
False |
|
100 |
12,753.89 |
10,597.14 |
2,156.75 |
20.2% |
214.94 |
2.0% |
3% |
False |
False |
|
120 |
12,876.00 |
10,597.14 |
2,278.86 |
21.4% |
200.03 |
1.9% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,364.05 |
2.618 |
11,832.27 |
1.618 |
11,506.42 |
1.000 |
11,305.04 |
0.618 |
11,180.57 |
HIGH |
10,979.19 |
0.618 |
10,854.72 |
0.500 |
10,816.27 |
0.382 |
10,777.81 |
LOW |
10,653.34 |
0.618 |
10,451.96 |
1.000 |
10,327.49 |
1.618 |
10,126.11 |
2.618 |
9,800.26 |
4.250 |
9,268.48 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
10,816.27 |
10,962.24 |
PP |
10,762.61 |
10,859.93 |
S1 |
10,708.96 |
10,757.61 |
|