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 |
1,780.0 |
1,792.6 |
12.6 |
0.7% |
1,773.7 |
High |
1,797.7 |
1,798.1 |
0.4 |
0.0% |
1,798.1 |
Low |
1,779.9 |
1,774.5 |
-5.4 |
-0.3% |
1,765.7 |
Close |
1,796.5 |
1,780.8 |
-15.7 |
-0.9% |
1,780.8 |
Range |
17.8 |
23.6 |
5.8 |
32.6% |
32.4 |
ATR |
21.1 |
21.3 |
0.2 |
0.9% |
0.0 |
Volume |
161,985 |
158,446 |
-3,539 |
-2.2% |
749,926 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.3 |
1,841.6 |
1,793.8 |
|
R3 |
1,831.7 |
1,818.0 |
1,787.3 |
|
R2 |
1,808.1 |
1,808.1 |
1,785.1 |
|
R1 |
1,794.4 |
1,794.4 |
1,783.0 |
1,789.5 |
PP |
1,784.5 |
1,784.5 |
1,784.5 |
1,782.0 |
S1 |
1,770.8 |
1,770.8 |
1,778.6 |
1,765.9 |
S2 |
1,760.9 |
1,760.9 |
1,776.5 |
|
S3 |
1,737.3 |
1,747.2 |
1,774.3 |
|
S4 |
1,713.7 |
1,723.6 |
1,767.8 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.7 |
1,862.2 |
1,798.6 |
|
R3 |
1,846.3 |
1,829.8 |
1,789.7 |
|
R2 |
1,813.9 |
1,813.9 |
1,786.7 |
|
R1 |
1,797.4 |
1,797.4 |
1,783.8 |
1,805.7 |
PP |
1,781.5 |
1,781.5 |
1,781.5 |
1,785.7 |
S1 |
1,765.0 |
1,765.0 |
1,777.8 |
1,773.3 |
S2 |
1,749.1 |
1,749.1 |
1,774.9 |
|
S3 |
1,716.7 |
1,732.6 |
1,771.9 |
|
S4 |
1,684.3 |
1,700.2 |
1,763.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,798.1 |
1,765.7 |
32.4 |
1.8% |
19.1 |
1.1% |
47% |
True |
False |
149,985 |
10 |
1,798.1 |
1,738.3 |
59.8 |
3.4% |
20.6 |
1.2% |
71% |
True |
False |
160,158 |
20 |
1,798.1 |
1,720.0 |
78.1 |
4.4% |
21.2 |
1.2% |
78% |
True |
False |
161,797 |
40 |
1,798.1 |
1,592.1 |
206.0 |
11.6% |
21.0 |
1.2% |
92% |
True |
False |
139,225 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.0% |
20.5 |
1.1% |
93% |
True |
False |
113,061 |
80 |
1,798.1 |
1,552.0 |
246.1 |
13.8% |
21.5 |
1.2% |
93% |
True |
False |
86,704 |
100 |
1,798.1 |
1,535.4 |
262.7 |
14.8% |
23.3 |
1.3% |
93% |
True |
False |
70,570 |
120 |
1,798.1 |
1,535.4 |
262.7 |
14.8% |
22.6 |
1.3% |
93% |
True |
False |
59,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.4 |
2.618 |
1,859.9 |
1.618 |
1,836.3 |
1.000 |
1,821.7 |
0.618 |
1,812.7 |
HIGH |
1,798.1 |
0.618 |
1,789.1 |
0.500 |
1,786.3 |
0.382 |
1,783.5 |
LOW |
1,774.5 |
0.618 |
1,759.9 |
1.000 |
1,750.9 |
1.618 |
1,736.3 |
2.618 |
1,712.7 |
4.250 |
1,674.2 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,786.3 |
1,785.6 |
PP |
1,784.5 |
1,784.0 |
S1 |
1,782.6 |
1,782.4 |
|