Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
10,912.10 |
10,651.44 |
-260.66 |
-2.4% |
10,771.78 |
High |
10,979.19 |
10,825.44 |
-153.75 |
-1.4% |
11,369.30 |
Low |
10,653.34 |
10,404.49 |
-248.85 |
-2.3% |
10,771.78 |
Close |
10,655.30 |
10,808.71 |
153.41 |
1.4% |
10,913.38 |
Range |
325.85 |
420.95 |
95.10 |
29.2% |
597.52 |
ATR |
281.18 |
291.16 |
9.98 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,942.40 |
11,796.50 |
11,040.23 |
|
R3 |
11,521.45 |
11,375.55 |
10,924.47 |
|
R2 |
11,100.50 |
11,100.50 |
10,885.88 |
|
R1 |
10,954.60 |
10,954.60 |
10,847.30 |
11,027.55 |
PP |
10,679.55 |
10,679.55 |
10,679.55 |
10,716.02 |
S1 |
10,533.65 |
10,533.65 |
10,770.12 |
10,606.60 |
S2 |
10,258.60 |
10,258.60 |
10,731.54 |
|
S3 |
9,837.65 |
10,112.70 |
10,692.95 |
|
S4 |
9,416.70 |
9,691.75 |
10,577.19 |
|
|
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 |
11,317.08 |
10,404.49 |
912.59 |
8.4% |
323.09 |
3.0% |
44% |
False |
True |
|
10 |
11,447.86 |
10,404.49 |
1,043.37 |
9.7% |
325.06 |
3.0% |
39% |
False |
True |
|
20 |
11,550.22 |
10,404.49 |
1,145.73 |
10.6% |
280.16 |
2.6% |
35% |
False |
True |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
12.1% |
296.45 |
2.7% |
31% |
False |
True |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
21.7% |
270.70 |
2.5% |
17% |
False |
True |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
21.7% |
238.52 |
2.2% |
17% |
False |
True |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
21.7% |
217.33 |
2.0% |
17% |
False |
True |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
22.9% |
202.61 |
1.9% |
16% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,614.48 |
2.618 |
11,927.49 |
1.618 |
11,506.54 |
1.000 |
11,246.39 |
0.618 |
11,085.59 |
HIGH |
10,825.44 |
0.618 |
10,664.64 |
0.500 |
10,614.97 |
0.382 |
10,565.29 |
LOW |
10,404.49 |
0.618 |
10,144.34 |
1.000 |
9,983.54 |
1.618 |
9,723.39 |
2.618 |
9,302.44 |
4.250 |
8,615.45 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
10,744.13 |
10,798.62 |
PP |
10,679.55 |
10,788.53 |
S1 |
10,614.97 |
10,778.44 |
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