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 |
4,452.0 |
4,467.0 |
15.0 |
0.3% |
4,352.0 |
High |
4,462.0 |
4,500.0 |
38.0 |
0.9% |
4,500.0 |
Low |
4,438.0 |
4,461.0 |
23.0 |
0.5% |
4,348.0 |
Close |
4,460.0 |
4,492.0 |
32.0 |
0.7% |
4,492.0 |
Range |
24.0 |
39.0 |
15.0 |
62.5% |
152.0 |
ATR |
33.5 |
33.9 |
0.5 |
1.4% |
0.0 |
Volume |
19,731 |
21,669 |
1,938 |
9.8% |
103,348 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.3 |
4,585.7 |
4,513.5 |
|
R3 |
4,562.3 |
4,546.7 |
4,502.7 |
|
R2 |
4,523.3 |
4,523.3 |
4,499.2 |
|
R1 |
4,507.7 |
4,507.7 |
4,495.6 |
4,515.5 |
PP |
4,484.3 |
4,484.3 |
4,484.3 |
4,488.3 |
S1 |
4,468.7 |
4,468.7 |
4,488.4 |
4,476.5 |
S2 |
4,445.3 |
4,445.3 |
4,484.9 |
|
S3 |
4,406.3 |
4,429.7 |
4,481.3 |
|
S4 |
4,367.3 |
4,390.7 |
4,470.6 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,902.7 |
4,849.3 |
4,575.6 |
|
R3 |
4,750.7 |
4,697.3 |
4,533.8 |
|
R2 |
4,598.7 |
4,598.7 |
4,519.9 |
|
R1 |
4,545.3 |
4,545.3 |
4,505.9 |
4,572.0 |
PP |
4,446.7 |
4,446.7 |
4,446.7 |
4,460.0 |
S1 |
4,393.3 |
4,393.3 |
4,478.1 |
4,420.0 |
S2 |
4,294.7 |
4,294.7 |
4,464.1 |
|
S3 |
4,142.7 |
4,241.3 |
4,450.2 |
|
S4 |
3,990.7 |
4,089.3 |
4,408.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,500.0 |
4,348.0 |
152.0 |
3.4% |
39.0 |
0.9% |
95% |
True |
False |
20,669 |
10 |
4,500.0 |
4,340.0 |
160.0 |
3.6% |
34.9 |
0.8% |
95% |
True |
False |
21,046 |
20 |
4,500.0 |
4,321.0 |
179.0 |
4.0% |
29.1 |
0.6% |
96% |
True |
False |
27,311 |
40 |
4,500.0 |
4,235.0 |
265.0 |
5.9% |
21.9 |
0.5% |
97% |
True |
False |
13,733 |
60 |
4,500.0 |
4,031.0 |
469.0 |
10.4% |
16.2 |
0.4% |
98% |
True |
False |
9,189 |
80 |
4,500.0 |
3,982.0 |
518.0 |
11.5% |
12.9 |
0.3% |
98% |
True |
False |
6,906 |
100 |
4,500.0 |
3,950.0 |
550.0 |
12.2% |
11.2 |
0.2% |
99% |
True |
False |
5,542 |
120 |
4,500.0 |
3,950.0 |
550.0 |
12.2% |
9.7 |
0.2% |
99% |
True |
False |
4,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,665.8 |
2.618 |
4,602.1 |
1.618 |
4,563.1 |
1.000 |
4,539.0 |
0.618 |
4,524.1 |
HIGH |
4,500.0 |
0.618 |
4,485.1 |
0.500 |
4,480.5 |
0.382 |
4,475.9 |
LOW |
4,461.0 |
0.618 |
4,436.9 |
1.000 |
4,422.0 |
1.618 |
4,397.9 |
2.618 |
4,358.9 |
4.250 |
4,295.3 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,488.2 |
4,483.7 |
PP |
4,484.3 |
4,475.3 |
S1 |
4,480.5 |
4,467.0 |
|