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 |
10,651.44 |
10,800.47 |
149.03 |
1.4% |
10,771.78 |
High |
10,825.44 |
10,950.89 |
125.45 |
1.2% |
11,369.30 |
Low |
10,404.49 |
10,738.10 |
333.61 |
3.2% |
10,771.78 |
Close |
10,808.71 |
10,939.95 |
131.24 |
1.2% |
10,913.38 |
Range |
420.95 |
212.79 |
-208.16 |
-49.5% |
597.52 |
ATR |
291.16 |
285.57 |
-5.60 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,514.68 |
11,440.11 |
11,056.98 |
|
R3 |
11,301.89 |
11,227.32 |
10,998.47 |
|
R2 |
11,089.10 |
11,089.10 |
10,978.96 |
|
R1 |
11,014.53 |
11,014.53 |
10,959.46 |
11,051.82 |
PP |
10,876.31 |
10,876.31 |
10,876.31 |
10,894.96 |
S1 |
10,801.74 |
10,801.74 |
10,920.44 |
10,839.03 |
S2 |
10,663.52 |
10,663.52 |
10,900.94 |
|
S3 |
10,450.73 |
10,588.95 |
10,881.43 |
|
S4 |
10,237.94 |
10,376.16 |
10,822.92 |
|
|
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 |
11,271.14 |
10,404.49 |
866.65 |
7.9% |
301.63 |
2.8% |
62% |
False |
False |
|
10 |
11,369.30 |
10,404.49 |
964.81 |
8.8% |
313.28 |
2.9% |
55% |
False |
False |
|
20 |
11,550.22 |
10,404.49 |
1,145.73 |
10.5% |
276.94 |
2.5% |
47% |
False |
False |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
12.0% |
285.77 |
2.6% |
41% |
False |
False |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
21.5% |
272.18 |
2.5% |
23% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
21.5% |
240.00 |
2.2% |
23% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
21.5% |
217.75 |
2.0% |
23% |
False |
False |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
22.6% |
203.21 |
1.9% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,855.25 |
2.618 |
11,507.97 |
1.618 |
11,295.18 |
1.000 |
11,163.68 |
0.618 |
11,082.39 |
HIGH |
10,950.89 |
0.618 |
10,869.60 |
0.500 |
10,844.50 |
0.382 |
10,819.39 |
LOW |
10,738.10 |
0.618 |
10,606.60 |
1.000 |
10,525.31 |
1.618 |
10,393.81 |
2.618 |
10,181.02 |
4.250 |
9,833.74 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
10,908.13 |
10,857.25 |
PP |
10,876.31 |
10,774.54 |
S1 |
10,844.50 |
10,691.84 |
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