Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
10,939.87 |
11,123.41 |
183.54 |
1.7% |
10,912.10 |
High |
11,132.60 |
11,232.05 |
99.45 |
0.9% |
11,232.05 |
Low |
10,858.67 |
11,051.13 |
192.46 |
1.8% |
10,404.49 |
Close |
11,123.33 |
11,103.12 |
-20.21 |
-0.2% |
11,103.12 |
Range |
273.93 |
180.92 |
-93.01 |
-34.0% |
827.56 |
ATR |
284.73 |
277.32 |
-7.42 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,671.53 |
11,568.24 |
11,202.63 |
|
R3 |
11,490.61 |
11,387.32 |
11,152.87 |
|
R2 |
11,309.69 |
11,309.69 |
11,136.29 |
|
R1 |
11,206.40 |
11,206.40 |
11,119.70 |
11,167.59 |
PP |
11,128.77 |
11,128.77 |
11,128.77 |
11,109.36 |
S1 |
11,025.48 |
11,025.48 |
11,086.54 |
10,986.67 |
S2 |
10,947.85 |
10,947.85 |
11,069.95 |
|
S3 |
10,766.93 |
10,844.56 |
11,053.37 |
|
S4 |
10,586.01 |
10,663.64 |
11,003.61 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,395.90 |
13,077.07 |
11,558.28 |
|
R3 |
12,568.34 |
12,249.51 |
11,330.70 |
|
R2 |
11,740.78 |
11,740.78 |
11,254.84 |
|
R1 |
11,421.95 |
11,421.95 |
11,178.98 |
11,581.37 |
PP |
10,913.22 |
10,913.22 |
10,913.22 |
10,992.93 |
S1 |
10,594.39 |
10,594.39 |
11,027.26 |
10,753.81 |
S2 |
10,085.66 |
10,085.66 |
10,951.40 |
|
S3 |
9,258.10 |
9,766.83 |
10,875.54 |
|
S4 |
8,430.54 |
8,939.27 |
10,647.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,232.05 |
10,404.49 |
827.56 |
7.5% |
282.89 |
2.5% |
84% |
True |
False |
|
10 |
11,369.30 |
10,404.49 |
964.81 |
8.7% |
289.29 |
2.6% |
72% |
False |
False |
|
20 |
11,550.22 |
10,404.49 |
1,145.73 |
10.3% |
272.05 |
2.5% |
61% |
False |
False |
|
40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.8% |
269.88 |
2.4% |
53% |
False |
False |
|
60 |
12,751.43 |
10,404.49 |
2,346.94 |
21.1% |
274.24 |
2.5% |
30% |
False |
False |
|
80 |
12,753.89 |
10,404.49 |
2,349.40 |
21.2% |
240.91 |
2.2% |
30% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
21.2% |
219.55 |
2.0% |
30% |
False |
False |
|
120 |
12,876.00 |
10,404.49 |
2,471.51 |
22.3% |
204.14 |
1.8% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,000.96 |
2.618 |
11,705.70 |
1.618 |
11,524.78 |
1.000 |
11,412.97 |
0.618 |
11,343.86 |
HIGH |
11,232.05 |
0.618 |
11,162.94 |
0.500 |
11,141.59 |
0.382 |
11,120.24 |
LOW |
11,051.13 |
0.618 |
10,939.32 |
1.000 |
10,870.21 |
1.618 |
10,758.40 |
2.618 |
10,577.48 |
4.250 |
10,282.22 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
11,141.59 |
11,063.77 |
PP |
11,128.77 |
11,024.42 |
S1 |
11,115.94 |
10,985.08 |
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