Trading Metrics calculated at close of trading on 04-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,479.21 |
13,495.18 |
15.97 |
0.1% |
13,577.85 |
High |
13,536.27 |
13,594.33 |
58.06 |
0.4% |
13,620.21 |
Low |
13,439.12 |
13,495.18 |
56.06 |
0.4% |
13,367.27 |
Close |
13,494.61 |
13,575.36 |
80.75 |
0.6% |
13,437.13 |
Range |
97.15 |
99.15 |
2.00 |
2.1% |
252.94 |
ATR |
111.25 |
110.43 |
-0.82 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,852.41 |
13,813.03 |
13,629.89 |
|
R3 |
13,753.26 |
13,713.88 |
13,602.63 |
|
R2 |
13,654.11 |
13,654.11 |
13,593.54 |
|
R1 |
13,614.73 |
13,614.73 |
13,584.45 |
13,634.42 |
PP |
13,554.96 |
13,554.96 |
13,554.96 |
13,564.80 |
S1 |
13,515.58 |
13,515.58 |
13,566.27 |
13,535.27 |
S2 |
13,455.81 |
13,455.81 |
13,557.18 |
|
S3 |
13,356.66 |
13,416.43 |
13,548.09 |
|
S4 |
13,257.51 |
13,317.28 |
13,520.83 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,233.69 |
14,088.35 |
13,576.25 |
|
R3 |
13,980.75 |
13,835.41 |
13,506.69 |
|
R2 |
13,727.81 |
13,727.81 |
13,483.50 |
|
R1 |
13,582.47 |
13,582.47 |
13,460.32 |
13,528.67 |
PP |
13,474.87 |
13,474.87 |
13,474.87 |
13,447.97 |
S1 |
13,329.53 |
13,329.53 |
13,413.94 |
13,275.73 |
S2 |
13,221.93 |
13,221.93 |
13,390.76 |
|
S3 |
12,968.99 |
13,076.59 |
13,367.57 |
|
S4 |
12,716.05 |
12,823.65 |
13,298.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,598.25 |
13,367.27 |
230.98 |
1.7% |
123.88 |
0.9% |
90% |
False |
False |
|
10 |
13,647.10 |
13,367.27 |
279.83 |
2.1% |
112.10 |
0.8% |
74% |
False |
False |
|
20 |
13,653.24 |
13,251.39 |
401.85 |
3.0% |
103.45 |
0.8% |
81% |
False |
False |
|
40 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
102.42 |
0.8% |
88% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
119.10 |
0.9% |
93% |
False |
False |
|
80 |
13,653.24 |
12,450.17 |
1,203.07 |
8.9% |
127.43 |
0.9% |
94% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
134.77 |
1.0% |
95% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
134.70 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,015.72 |
2.618 |
13,853.90 |
1.618 |
13,754.75 |
1.000 |
13,693.48 |
0.618 |
13,655.60 |
HIGH |
13,594.33 |
0.618 |
13,556.45 |
0.500 |
13,544.76 |
0.382 |
13,533.06 |
LOW |
13,495.18 |
0.618 |
13,433.91 |
1.000 |
13,396.03 |
1.618 |
13,334.76 |
2.618 |
13,235.61 |
4.250 |
13,073.79 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,565.16 |
13,553.45 |
PP |
13,554.96 |
13,531.54 |
S1 |
13,544.76 |
13,509.63 |
|