Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
10,800.47 |
10,939.87 |
139.40 |
1.3% |
10,771.78 |
High |
10,950.89 |
11,132.60 |
181.71 |
1.7% |
11,369.30 |
Low |
10,738.10 |
10,858.67 |
120.57 |
1.1% |
10,771.78 |
Close |
10,939.95 |
11,123.33 |
183.38 |
1.7% |
10,913.38 |
Range |
212.79 |
273.93 |
61.14 |
28.7% |
597.52 |
ATR |
285.57 |
284.73 |
-0.83 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,859.99 |
11,765.59 |
11,273.99 |
|
R3 |
11,586.06 |
11,491.66 |
11,198.66 |
|
R2 |
11,312.13 |
11,312.13 |
11,173.55 |
|
R1 |
11,217.73 |
11,217.73 |
11,148.44 |
11,264.93 |
PP |
11,038.20 |
11,038.20 |
11,038.20 |
11,061.80 |
S1 |
10,943.80 |
10,943.80 |
11,098.22 |
10,991.00 |
S2 |
10,764.27 |
10,764.27 |
11,073.11 |
|
S3 |
10,490.34 |
10,669.87 |
11,048.00 |
|
S4 |
10,216.41 |
10,395.94 |
10,972.67 |
|
|
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 |
11,152.39 |
10,404.49 |
747.90 |
6.7% |
295.28 |
2.7% |
96% |
False |
False |
|
10 |
11,369.30 |
10,404.49 |
964.81 |
8.7% |
288.17 |
2.6% |
75% |
False |
False |
|
20 |
11,550.22 |
10,404.49 |
1,145.73 |
10.3% |
280.96 |
2.5% |
63% |
False |
False |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.8% |
279.08 |
2.5% |
55% |
False |
False |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
21.1% |
274.02 |
2.5% |
31% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
21.1% |
241.31 |
2.2% |
31% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
21.1% |
219.37 |
2.0% |
31% |
False |
False |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
22.2% |
204.68 |
1.8% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,296.80 |
2.618 |
11,849.75 |
1.618 |
11,575.82 |
1.000 |
11,406.53 |
0.618 |
11,301.89 |
HIGH |
11,132.60 |
0.618 |
11,027.96 |
0.500 |
10,995.64 |
0.382 |
10,963.31 |
LOW |
10,858.67 |
0.618 |
10,689.38 |
1.000 |
10,584.74 |
1.618 |
10,415.45 |
2.618 |
10,141.52 |
4.250 |
9,694.47 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,080.77 |
11,005.07 |
PP |
11,038.20 |
10,886.81 |
S1 |
10,995.64 |
10,768.55 |
|