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 |
4,442.0 |
4,452.0 |
10.0 |
0.2% |
4,408.0 |
High |
4,456.0 |
4,462.0 |
6.0 |
0.1% |
4,410.0 |
Low |
4,434.0 |
4,438.0 |
4.0 |
0.1% |
4,340.0 |
Close |
4,435.0 |
4,460.0 |
25.0 |
0.6% |
4,384.0 |
Range |
22.0 |
24.0 |
2.0 |
9.1% |
70.0 |
ATR |
34.0 |
33.5 |
-0.5 |
-1.5% |
0.0 |
Volume |
19,357 |
19,731 |
374 |
1.9% |
107,121 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.3 |
4,516.7 |
4,473.2 |
|
R3 |
4,501.3 |
4,492.7 |
4,466.6 |
|
R2 |
4,477.3 |
4,477.3 |
4,464.4 |
|
R1 |
4,468.7 |
4,468.7 |
4,462.2 |
4,473.0 |
PP |
4,453.3 |
4,453.3 |
4,453.3 |
4,455.5 |
S1 |
4,444.7 |
4,444.7 |
4,457.8 |
4,449.0 |
S2 |
4,429.3 |
4,429.3 |
4,455.6 |
|
S3 |
4,405.3 |
4,420.7 |
4,453.4 |
|
S4 |
4,381.3 |
4,396.7 |
4,446.8 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.0 |
4,556.0 |
4,422.5 |
|
R3 |
4,518.0 |
4,486.0 |
4,403.3 |
|
R2 |
4,448.0 |
4,448.0 |
4,396.8 |
|
R1 |
4,416.0 |
4,416.0 |
4,390.4 |
4,397.0 |
PP |
4,378.0 |
4,378.0 |
4,378.0 |
4,368.5 |
S1 |
4,346.0 |
4,346.0 |
4,377.6 |
4,327.0 |
S2 |
4,308.0 |
4,308.0 |
4,371.2 |
|
S3 |
4,238.0 |
4,276.0 |
4,364.8 |
|
S4 |
4,168.0 |
4,206.0 |
4,345.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,462.0 |
4,348.0 |
114.0 |
2.6% |
37.4 |
0.8% |
98% |
True |
False |
21,547 |
10 |
4,462.0 |
4,340.0 |
122.0 |
2.7% |
33.4 |
0.7% |
98% |
True |
False |
21,052 |
20 |
4,462.0 |
4,321.0 |
141.0 |
3.2% |
29.4 |
0.7% |
99% |
True |
False |
26,235 |
40 |
4,462.0 |
4,235.0 |
227.0 |
5.1% |
20.9 |
0.5% |
99% |
True |
False |
13,191 |
60 |
4,462.0 |
4,031.0 |
431.0 |
9.7% |
15.6 |
0.3% |
100% |
True |
False |
8,828 |
80 |
4,462.0 |
3,982.0 |
480.0 |
10.8% |
12.4 |
0.3% |
100% |
True |
False |
6,636 |
100 |
4,462.0 |
3,950.0 |
512.0 |
11.5% |
10.9 |
0.2% |
100% |
True |
False |
5,326 |
120 |
4,462.0 |
3,950.0 |
512.0 |
11.5% |
9.4 |
0.2% |
100% |
True |
False |
4,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,564.0 |
2.618 |
4,524.8 |
1.618 |
4,500.8 |
1.000 |
4,486.0 |
0.618 |
4,476.8 |
HIGH |
4,462.0 |
0.618 |
4,452.8 |
0.500 |
4,450.0 |
0.382 |
4,447.2 |
LOW |
4,438.0 |
0.618 |
4,423.2 |
1.000 |
4,414.0 |
1.618 |
4,399.2 |
2.618 |
4,375.2 |
4.250 |
4,336.0 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,456.7 |
4,450.7 |
PP |
4,453.3 |
4,441.3 |
S1 |
4,450.0 |
4,432.0 |
|