Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,783.5 |
1,792.2 |
8.7 |
0.5% |
1,766.0 |
High |
1,794.8 |
1,792.2 |
-2.6 |
-0.1% |
1,794.8 |
Low |
1,783.5 |
1,776.6 |
-6.9 |
-0.4% |
1,763.3 |
Close |
1,794.1 |
1,778.6 |
-15.5 |
-0.9% |
1,778.6 |
Range |
11.3 |
15.6 |
4.3 |
38.1% |
31.5 |
ATR |
20.6 |
20.4 |
-0.2 |
-1.1% |
0.0 |
Volume |
199 |
257 |
58 |
29.1% |
1,500 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.3 |
1,819.5 |
1,787.2 |
|
R3 |
1,813.7 |
1,803.9 |
1,782.9 |
|
R2 |
1,798.1 |
1,798.1 |
1,781.5 |
|
R1 |
1,788.3 |
1,788.3 |
1,780.0 |
1,785.4 |
PP |
1,782.5 |
1,782.5 |
1,782.5 |
1,781.0 |
S1 |
1,772.7 |
1,772.7 |
1,777.2 |
1,769.8 |
S2 |
1,766.9 |
1,766.9 |
1,775.7 |
|
S3 |
1,751.3 |
1,757.1 |
1,774.3 |
|
S4 |
1,735.7 |
1,741.5 |
1,770.0 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.4 |
1,857.5 |
1,795.9 |
|
R3 |
1,841.9 |
1,826.0 |
1,787.3 |
|
R2 |
1,810.4 |
1,810.4 |
1,784.4 |
|
R1 |
1,794.5 |
1,794.5 |
1,781.5 |
1,802.5 |
PP |
1,778.9 |
1,778.9 |
1,778.9 |
1,782.9 |
S1 |
1,763.0 |
1,763.0 |
1,775.7 |
1,771.0 |
S2 |
1,747.4 |
1,747.4 |
1,772.8 |
|
S3 |
1,715.9 |
1,731.5 |
1,769.9 |
|
S4 |
1,684.4 |
1,700.0 |
1,761.3 |
|
|
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% |
13.8 |
0.8% |
49% |
False |
False |
300 |
10 |
1,794.8 |
1,735.8 |
59.0 |
3.3% |
17.6 |
1.0% |
73% |
False |
False |
5,335 |
20 |
1,794.8 |
1,691.2 |
103.6 |
5.8% |
20.8 |
1.2% |
84% |
False |
False |
6,097 |
40 |
1,794.8 |
1,590.2 |
204.6 |
11.5% |
20.6 |
1.2% |
92% |
False |
False |
5,930 |
60 |
1,794.8 |
1,564.5 |
230.3 |
12.9% |
20.1 |
1.1% |
93% |
False |
False |
5,752 |
80 |
1,794.8 |
1,550.0 |
244.8 |
13.8% |
21.0 |
1.2% |
93% |
False |
False |
4,879 |
100 |
1,794.8 |
1,534.3 |
260.5 |
14.6% |
22.7 |
1.3% |
94% |
False |
False |
4,331 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.6% |
21.8 |
1.2% |
94% |
False |
False |
3,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.5 |
2.618 |
1,833.0 |
1.618 |
1,817.4 |
1.000 |
1,807.8 |
0.618 |
1,801.8 |
HIGH |
1,792.2 |
0.618 |
1,786.2 |
0.500 |
1,784.4 |
0.382 |
1,782.6 |
LOW |
1,776.6 |
0.618 |
1,767.0 |
1.000 |
1,761.0 |
1.618 |
1,751.4 |
2.618 |
1,735.8 |
4.250 |
1,710.3 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,784.4 |
1,783.4 |
PP |
1,782.5 |
1,781.8 |
S1 |
1,780.5 |
1,780.2 |
|