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 |
1,643.5 |
1,653.4 |
9.9 |
0.6% |
1,625.1 |
High |
1,657.0 |
1,668.0 |
11.0 |
0.7% |
1,681.5 |
Low |
1,633.2 |
1,627.6 |
-5.6 |
-0.3% |
1,596.6 |
Close |
1,653.2 |
1,635.8 |
-17.4 |
-1.1% |
1,635.8 |
Range |
23.8 |
40.4 |
16.6 |
69.7% |
84.9 |
ATR |
60.1 |
58.7 |
-1.4 |
-2.3% |
0.0 |
Volume |
117,686 |
121,393 |
3,707 |
3.1% |
708,394 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.0 |
1,740.8 |
1,658.0 |
|
R3 |
1,724.6 |
1,700.4 |
1,646.9 |
|
R2 |
1,684.2 |
1,684.2 |
1,643.2 |
|
R1 |
1,660.0 |
1,660.0 |
1,639.5 |
1,651.9 |
PP |
1,643.8 |
1,643.8 |
1,643.8 |
1,639.8 |
S1 |
1,619.6 |
1,619.6 |
1,632.1 |
1,611.5 |
S2 |
1,603.4 |
1,603.4 |
1,628.4 |
|
S3 |
1,563.0 |
1,579.2 |
1,624.7 |
|
S4 |
1,522.6 |
1,538.8 |
1,613.6 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.7 |
1,849.1 |
1,682.5 |
|
R3 |
1,807.8 |
1,764.2 |
1,659.1 |
|
R2 |
1,722.9 |
1,722.9 |
1,651.4 |
|
R1 |
1,679.3 |
1,679.3 |
1,643.6 |
1,701.1 |
PP |
1,638.0 |
1,638.0 |
1,638.0 |
1,648.9 |
S1 |
1,594.4 |
1,594.4 |
1,628.0 |
1,616.2 |
S2 |
1,553.1 |
1,553.1 |
1,620.2 |
|
S3 |
1,468.2 |
1,509.5 |
1,612.5 |
|
S4 |
1,383.3 |
1,424.6 |
1,589.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,681.5 |
1,596.6 |
84.9 |
5.2% |
49.5 |
3.0% |
46% |
False |
False |
141,678 |
10 |
1,681.5 |
1,535.0 |
146.5 |
9.0% |
60.0 |
3.7% |
69% |
False |
False |
179,741 |
20 |
1,865.2 |
1,535.0 |
330.2 |
20.2% |
60.0 |
3.7% |
31% |
False |
False |
193,002 |
40 |
1,923.7 |
1,535.0 |
388.7 |
23.8% |
57.7 |
3.5% |
26% |
False |
False |
211,656 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.8% |
49.1 |
3.0% |
26% |
False |
False |
189,060 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.1% |
41.6 |
2.5% |
35% |
False |
False |
144,514 |
100 |
1,923.7 |
1,481.0 |
442.7 |
27.1% |
36.6 |
2.2% |
35% |
False |
False |
116,344 |
120 |
1,923.7 |
1,465.9 |
457.8 |
28.0% |
34.7 |
2.1% |
37% |
False |
False |
97,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.7 |
2.618 |
1,773.8 |
1.618 |
1,733.4 |
1.000 |
1,708.4 |
0.618 |
1,693.0 |
HIGH |
1,668.0 |
0.618 |
1,652.6 |
0.500 |
1,647.8 |
0.382 |
1,643.0 |
LOW |
1,627.6 |
0.618 |
1,602.6 |
1.000 |
1,587.2 |
1.618 |
1,562.2 |
2.618 |
1,521.8 |
4.250 |
1,455.9 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,647.8 |
1,634.6 |
PP |
1,643.8 |
1,633.5 |
S1 |
1,639.8 |
1,632.3 |
|