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 |
1,772.2 |
1,783.5 |
11.3 |
0.6% |
1,772.5 |
High |
1,779.9 |
1,794.8 |
14.9 |
0.8% |
1,782.2 |
Low |
1,771.9 |
1,783.5 |
11.6 |
0.7% |
1,735.8 |
Close |
1,777.3 |
1,794.1 |
16.8 |
0.9% |
1,771.1 |
Range |
8.0 |
11.3 |
3.3 |
41.3% |
46.4 |
ATR |
20.9 |
20.6 |
-0.2 |
-1.1% |
0.0 |
Volume |
134 |
199 |
65 |
48.5% |
51,855 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,824.7 |
1,820.7 |
1,800.3 |
|
R3 |
1,813.4 |
1,809.4 |
1,797.2 |
|
R2 |
1,802.1 |
1,802.1 |
1,796.2 |
|
R1 |
1,798.1 |
1,798.1 |
1,795.1 |
1,800.1 |
PP |
1,790.8 |
1,790.8 |
1,790.8 |
1,791.8 |
S1 |
1,786.8 |
1,786.8 |
1,793.1 |
1,788.8 |
S2 |
1,779.5 |
1,779.5 |
1,792.0 |
|
S3 |
1,768.2 |
1,775.5 |
1,791.0 |
|
S4 |
1,756.9 |
1,764.2 |
1,787.9 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.2 |
1,883.1 |
1,796.6 |
|
R3 |
1,855.8 |
1,836.7 |
1,783.9 |
|
R2 |
1,809.4 |
1,809.4 |
1,779.6 |
|
R1 |
1,790.3 |
1,790.3 |
1,775.4 |
1,776.7 |
PP |
1,763.0 |
1,763.0 |
1,763.0 |
1,756.2 |
S1 |
1,743.9 |
1,743.9 |
1,766.8 |
1,730.3 |
S2 |
1,716.6 |
1,716.6 |
1,762.6 |
|
S3 |
1,670.2 |
1,697.5 |
1,758.3 |
|
S4 |
1,623.8 |
1,651.1 |
1,745.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.8 |
1,763.3 |
31.5 |
1.8% |
13.7 |
0.8% |
98% |
True |
False |
816 |
10 |
1,794.8 |
1,735.8 |
59.0 |
3.3% |
18.1 |
1.0% |
99% |
True |
False |
6,047 |
20 |
1,794.8 |
1,688.8 |
106.0 |
5.9% |
22.7 |
1.3% |
99% |
True |
False |
6,662 |
40 |
1,794.8 |
1,590.2 |
204.6 |
11.4% |
20.4 |
1.1% |
100% |
True |
False |
5,971 |
60 |
1,794.8 |
1,557.0 |
237.8 |
13.3% |
20.2 |
1.1% |
100% |
True |
False |
5,821 |
80 |
1,794.8 |
1,550.0 |
244.8 |
13.6% |
21.0 |
1.2% |
100% |
True |
False |
4,883 |
100 |
1,794.8 |
1,534.3 |
260.5 |
14.5% |
22.8 |
1.3% |
100% |
True |
False |
4,336 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.5% |
21.8 |
1.2% |
100% |
True |
False |
3,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,842.8 |
2.618 |
1,824.4 |
1.618 |
1,813.1 |
1.000 |
1,806.1 |
0.618 |
1,801.8 |
HIGH |
1,794.8 |
0.618 |
1,790.5 |
0.500 |
1,789.2 |
0.382 |
1,787.8 |
LOW |
1,783.5 |
0.618 |
1,776.5 |
1.000 |
1,772.2 |
1.618 |
1,765.2 |
2.618 |
1,753.9 |
4.250 |
1,735.5 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,792.5 |
1,790.5 |
PP |
1,790.8 |
1,786.9 |
S1 |
1,789.2 |
1,783.4 |
|