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 |
5,163.5 |
5,019.0 |
-144.5 |
-2.8% |
5,052.0 |
High |
5,180.0 |
5,064.5 |
-115.5 |
-2.2% |
5,291.0 |
Low |
5,005.0 |
4,943.5 |
-61.5 |
-1.2% |
4,923.0 |
Close |
5,019.0 |
4,964.0 |
-55.0 |
-1.1% |
5,019.0 |
Range |
175.0 |
121.0 |
-54.0 |
-30.9% |
368.0 |
ATR |
158.2 |
155.6 |
-2.7 |
-1.7% |
0.0 |
Volume |
127,885 |
134,807 |
6,922 |
5.4% |
648,518 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,353.5 |
5,280.0 |
5,030.5 |
|
R3 |
5,232.5 |
5,159.0 |
4,997.5 |
|
R2 |
5,111.5 |
5,111.5 |
4,986.0 |
|
R1 |
5,038.0 |
5,038.0 |
4,975.0 |
5,014.0 |
PP |
4,990.5 |
4,990.5 |
4,990.5 |
4,979.0 |
S1 |
4,917.0 |
4,917.0 |
4,953.0 |
4,893.0 |
S2 |
4,869.5 |
4,869.5 |
4,942.0 |
|
S3 |
4,748.5 |
4,796.0 |
4,930.5 |
|
S4 |
4,627.5 |
4,675.0 |
4,897.5 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,181.5 |
5,968.5 |
5,221.5 |
|
R3 |
5,813.5 |
5,600.5 |
5,120.0 |
|
R2 |
5,445.5 |
5,445.5 |
5,086.5 |
|
R1 |
5,232.5 |
5,232.5 |
5,052.5 |
5,155.0 |
PP |
5,077.5 |
5,077.5 |
5,077.5 |
5,039.0 |
S1 |
4,864.5 |
4,864.5 |
4,985.5 |
4,787.0 |
S2 |
4,709.5 |
4,709.5 |
4,951.5 |
|
S3 |
4,341.5 |
4,496.5 |
4,918.0 |
|
S4 |
3,973.5 |
4,128.5 |
4,816.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,291.0 |
4,943.5 |
347.5 |
7.0% |
153.5 |
3.1% |
6% |
False |
True |
127,193 |
10 |
5,353.0 |
4,898.5 |
454.5 |
9.2% |
171.5 |
3.5% |
14% |
False |
False |
134,546 |
20 |
5,384.5 |
4,898.5 |
486.0 |
9.8% |
156.5 |
3.2% |
13% |
False |
False |
120,155 |
40 |
5,418.0 |
4,819.5 |
598.5 |
12.1% |
149.0 |
3.0% |
24% |
False |
False |
61,225 |
60 |
5,890.0 |
4,819.5 |
1,070.5 |
21.6% |
120.0 |
2.4% |
13% |
False |
False |
40,820 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
23.8% |
97.5 |
2.0% |
12% |
False |
False |
30,620 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
23.8% |
79.5 |
1.6% |
12% |
False |
False |
24,497 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
23.8% |
66.5 |
1.3% |
12% |
False |
False |
20,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,579.0 |
2.618 |
5,381.5 |
1.618 |
5,260.5 |
1.000 |
5,185.5 |
0.618 |
5,139.5 |
HIGH |
5,064.5 |
0.618 |
5,018.5 |
0.500 |
5,004.0 |
0.382 |
4,989.5 |
LOW |
4,943.5 |
0.618 |
4,868.5 |
1.000 |
4,822.5 |
1.618 |
4,747.5 |
2.618 |
4,626.5 |
4.250 |
4,429.0 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,004.0 |
5,085.0 |
PP |
4,990.5 |
5,045.0 |
S1 |
4,977.5 |
5,004.5 |
|