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 |
7,308.0 |
7,352.5 |
44.5 |
0.6% |
7,422.0 |
High |
7,343.5 |
7,378.0 |
34.5 |
0.5% |
7,445.5 |
Low |
7,275.0 |
7,285.0 |
10.0 |
0.1% |
7,220.0 |
Close |
7,328.0 |
7,304.0 |
-24.0 |
-0.3% |
7,238.5 |
Range |
68.5 |
93.0 |
24.5 |
35.8% |
225.5 |
ATR |
104.0 |
103.2 |
-0.8 |
-0.8% |
0.0 |
Volume |
123,489 |
112,202 |
-11,287 |
-9.1% |
625,795 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,601.3 |
7,545.7 |
7,355.2 |
|
R3 |
7,508.3 |
7,452.7 |
7,329.6 |
|
R2 |
7,415.3 |
7,415.3 |
7,321.1 |
|
R1 |
7,359.7 |
7,359.7 |
7,312.5 |
7,341.0 |
PP |
7,322.3 |
7,322.3 |
7,322.3 |
7,313.0 |
S1 |
7,266.7 |
7,266.7 |
7,295.5 |
7,248.0 |
S2 |
7,229.3 |
7,229.3 |
7,287.0 |
|
S3 |
7,136.3 |
7,173.7 |
7,278.4 |
|
S4 |
7,043.3 |
7,080.7 |
7,252.9 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.8 |
7,833.7 |
7,362.5 |
|
R3 |
7,752.3 |
7,608.2 |
7,300.5 |
|
R2 |
7,526.8 |
7,526.8 |
7,279.8 |
|
R1 |
7,382.7 |
7,382.7 |
7,259.2 |
7,342.0 |
PP |
7,301.3 |
7,301.3 |
7,301.3 |
7,281.0 |
S1 |
7,157.2 |
7,157.2 |
7,217.8 |
7,116.5 |
S2 |
7,075.8 |
7,075.8 |
7,197.2 |
|
S3 |
6,850.3 |
6,931.7 |
7,176.5 |
|
S4 |
6,624.8 |
6,706.2 |
7,114.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,378.0 |
7,209.5 |
168.5 |
2.3% |
107.8 |
1.5% |
56% |
True |
False |
124,222 |
10 |
7,483.5 |
7,209.5 |
274.0 |
3.8% |
97.3 |
1.3% |
34% |
False |
False |
119,661 |
20 |
7,483.5 |
7,175.0 |
308.5 |
4.2% |
91.3 |
1.3% |
42% |
False |
False |
82,834 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
90.5 |
1.2% |
71% |
False |
False |
42,116 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
106.1 |
1.5% |
85% |
False |
False |
28,251 |
80 |
7,483.5 |
6,086.0 |
1,397.5 |
19.1% |
106.5 |
1.5% |
87% |
False |
False |
21,556 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.3 |
1.5% |
88% |
False |
False |
17,554 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
108.2 |
1.5% |
88% |
False |
False |
14,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,773.3 |
2.618 |
7,621.5 |
1.618 |
7,528.5 |
1.000 |
7,471.0 |
0.618 |
7,435.5 |
HIGH |
7,378.0 |
0.618 |
7,342.5 |
0.500 |
7,331.5 |
0.382 |
7,320.5 |
LOW |
7,285.0 |
0.618 |
7,227.5 |
1.000 |
7,192.0 |
1.618 |
7,134.5 |
2.618 |
7,041.5 |
4.250 |
6,889.8 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,331.5 |
7,323.5 |
PP |
7,322.3 |
7,317.0 |
S1 |
7,313.2 |
7,310.5 |
|