Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,618.3 |
1,625.1 |
6.8 |
0.4% |
1,660.0 |
High |
1,642.5 |
1,667.0 |
24.5 |
1.5% |
1,679.2 |
Low |
1,607.8 |
1,620.0 |
12.2 |
0.8% |
1,535.0 |
Close |
1,622.3 |
1,657.7 |
35.4 |
2.2% |
1,622.3 |
Range |
34.7 |
47.0 |
12.3 |
35.4% |
144.2 |
ATR |
63.4 |
62.2 |
-1.2 |
-1.8% |
0.0 |
Volume |
140,342 |
132,366 |
-7,976 |
-5.7% |
1,089,019 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.2 |
1,770.5 |
1,683.6 |
|
R3 |
1,742.2 |
1,723.5 |
1,670.6 |
|
R2 |
1,695.2 |
1,695.2 |
1,666.3 |
|
R1 |
1,676.5 |
1,676.5 |
1,662.0 |
1,685.9 |
PP |
1,648.2 |
1,648.2 |
1,648.2 |
1,652.9 |
S1 |
1,629.5 |
1,629.5 |
1,653.4 |
1,638.9 |
S2 |
1,601.2 |
1,601.2 |
1,649.1 |
|
S3 |
1,554.2 |
1,582.5 |
1,644.8 |
|
S4 |
1,507.2 |
1,535.5 |
1,631.9 |
|
|
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 |
1,585.0 |
94.2 |
5.7% |
53.7 |
3.2% |
77% |
False |
False |
172,380 |
10 |
1,819.4 |
1,535.0 |
284.4 |
17.2% |
67.3 |
4.1% |
43% |
False |
False |
215,827 |
20 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
63.6 |
3.8% |
32% |
False |
False |
222,006 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
59.0 |
3.6% |
32% |
False |
False |
227,680 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.4% |
47.2 |
2.8% |
32% |
False |
False |
180,847 |
80 |
1,923.7 |
1,481.0 |
442.7 |
26.7% |
40.1 |
2.4% |
40% |
False |
False |
137,479 |
100 |
1,923.7 |
1,475.0 |
448.7 |
27.1% |
35.7 |
2.2% |
41% |
False |
False |
110,771 |
120 |
1,923.7 |
1,456.0 |
467.7 |
28.2% |
33.6 |
2.0% |
43% |
False |
False |
92,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.8 |
2.618 |
1,790.0 |
1.618 |
1,743.0 |
1.000 |
1,714.0 |
0.618 |
1,696.0 |
HIGH |
1,667.0 |
0.618 |
1,649.0 |
0.500 |
1,643.5 |
0.382 |
1,638.0 |
LOW |
1,620.0 |
0.618 |
1,591.0 |
1.000 |
1,573.0 |
1.618 |
1,544.0 |
2.618 |
1,497.0 |
4.250 |
1,420.3 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,653.0 |
1,647.1 |
PP |
1,648.2 |
1,636.6 |
S1 |
1,643.5 |
1,626.0 |
|