Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,609.3 |
1,618.3 |
9.0 |
0.6% |
1,660.0 |
High |
1,637.9 |
1,642.5 |
4.6 |
0.3% |
1,679.2 |
Low |
1,585.0 |
1,607.8 |
22.8 |
1.4% |
1,535.0 |
Close |
1,617.3 |
1,622.3 |
5.0 |
0.3% |
1,622.3 |
Range |
52.9 |
34.7 |
-18.2 |
-34.4% |
144.2 |
ATR |
65.6 |
63.4 |
-2.2 |
-3.4% |
0.0 |
Volume |
174,756 |
140,342 |
-34,414 |
-19.7% |
1,089,019 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.3 |
1,710.0 |
1,641.4 |
|
R3 |
1,693.6 |
1,675.3 |
1,631.8 |
|
R2 |
1,658.9 |
1,658.9 |
1,628.7 |
|
R1 |
1,640.6 |
1,640.6 |
1,625.5 |
1,649.8 |
PP |
1,624.2 |
1,624.2 |
1,624.2 |
1,628.8 |
S1 |
1,605.9 |
1,605.9 |
1,619.1 |
1,615.1 |
S2 |
1,589.5 |
1,589.5 |
1,615.9 |
|
S3 |
1,554.8 |
1,571.2 |
1,612.8 |
|
S4 |
1,520.1 |
1,536.5 |
1,603.2 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.8 |
1,977.7 |
1,701.6 |
|
R3 |
1,900.6 |
1,833.5 |
1,662.0 |
|
R2 |
1,756.4 |
1,756.4 |
1,648.7 |
|
R1 |
1,689.3 |
1,689.3 |
1,635.5 |
1,650.8 |
PP |
1,612.2 |
1,612.2 |
1,612.2 |
1,592.9 |
S1 |
1,545.1 |
1,545.1 |
1,609.1 |
1,506.6 |
S2 |
1,468.0 |
1,468.0 |
1,595.9 |
|
S3 |
1,323.8 |
1,400.9 |
1,582.6 |
|
S4 |
1,179.6 |
1,256.7 |
1,543.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,679.2 |
1,535.0 |
144.2 |
8.9% |
70.6 |
4.3% |
61% |
False |
False |
217,803 |
10 |
1,832.9 |
1,535.0 |
297.9 |
18.4% |
68.7 |
4.2% |
29% |
False |
False |
220,370 |
20 |
1,923.7 |
1,535.0 |
388.7 |
24.0% |
64.2 |
4.0% |
22% |
False |
False |
223,913 |
40 |
1,923.7 |
1,535.0 |
388.7 |
24.0% |
58.5 |
3.6% |
22% |
False |
False |
228,982 |
60 |
1,923.7 |
1,527.3 |
396.4 |
24.4% |
46.7 |
2.9% |
24% |
False |
False |
178,931 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.3% |
39.7 |
2.4% |
32% |
False |
False |
135,842 |
100 |
1,923.7 |
1,475.0 |
448.7 |
27.7% |
35.5 |
2.2% |
33% |
False |
False |
109,516 |
120 |
1,923.7 |
1,450.0 |
473.7 |
29.2% |
33.3 |
2.1% |
36% |
False |
False |
91,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,790.0 |
2.618 |
1,733.3 |
1.618 |
1,698.6 |
1.000 |
1,677.2 |
0.618 |
1,663.9 |
HIGH |
1,642.5 |
0.618 |
1,629.2 |
0.500 |
1,625.2 |
0.382 |
1,621.1 |
LOW |
1,607.8 |
0.618 |
1,586.4 |
1.000 |
1,573.1 |
1.618 |
1,551.7 |
2.618 |
1,517.0 |
4.250 |
1,460.3 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,625.2 |
1,628.5 |
PP |
1,624.2 |
1,626.4 |
S1 |
1,623.3 |
1,624.4 |
|