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 |
7,352.5 |
7,338.0 |
-14.5 |
-0.2% |
7,211.0 |
High |
7,378.0 |
7,412.5 |
34.5 |
0.5% |
7,412.5 |
Low |
7,285.0 |
7,315.0 |
30.0 |
0.4% |
7,209.5 |
Close |
7,304.0 |
7,392.5 |
88.5 |
1.2% |
7,392.5 |
Range |
93.0 |
97.5 |
4.5 |
4.8% |
203.0 |
ATR |
103.2 |
103.6 |
0.4 |
0.4% |
0.0 |
Volume |
112,202 |
90,802 |
-21,400 |
-19.1% |
576,458 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,665.8 |
7,626.7 |
7,446.1 |
|
R3 |
7,568.3 |
7,529.2 |
7,419.3 |
|
R2 |
7,470.8 |
7,470.8 |
7,410.4 |
|
R1 |
7,431.7 |
7,431.7 |
7,401.4 |
7,451.3 |
PP |
7,373.3 |
7,373.3 |
7,373.3 |
7,383.1 |
S1 |
7,334.2 |
7,334.2 |
7,383.6 |
7,353.8 |
S2 |
7,275.8 |
7,275.8 |
7,374.6 |
|
S3 |
7,178.3 |
7,236.7 |
7,365.7 |
|
S4 |
7,080.8 |
7,139.2 |
7,338.9 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,947.2 |
7,872.8 |
7,504.2 |
|
R3 |
7,744.2 |
7,669.8 |
7,448.3 |
|
R2 |
7,541.2 |
7,541.2 |
7,429.7 |
|
R1 |
7,466.8 |
7,466.8 |
7,411.1 |
7,504.0 |
PP |
7,338.2 |
7,338.2 |
7,338.2 |
7,356.8 |
S1 |
7,263.8 |
7,263.8 |
7,373.9 |
7,301.0 |
S2 |
7,135.2 |
7,135.2 |
7,355.3 |
|
S3 |
6,932.2 |
7,060.8 |
7,336.7 |
|
S4 |
6,729.2 |
6,857.8 |
7,280.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,412.5 |
7,209.5 |
203.0 |
2.7% |
100.4 |
1.4% |
90% |
True |
False |
115,291 |
10 |
7,445.5 |
7,209.5 |
236.0 |
3.2% |
98.1 |
1.3% |
78% |
False |
False |
120,225 |
20 |
7,483.5 |
7,176.5 |
307.0 |
4.2% |
92.4 |
1.2% |
70% |
False |
False |
87,241 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
90.6 |
1.2% |
85% |
False |
False |
44,368 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.7% |
106.3 |
1.4% |
92% |
False |
False |
29,746 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.5% |
106.6 |
1.4% |
93% |
False |
False |
22,488 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
109.2 |
1.5% |
94% |
False |
False |
18,461 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
109.1 |
1.5% |
94% |
False |
False |
15,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,826.9 |
2.618 |
7,667.8 |
1.618 |
7,570.3 |
1.000 |
7,510.0 |
0.618 |
7,472.8 |
HIGH |
7,412.5 |
0.618 |
7,375.3 |
0.500 |
7,363.8 |
0.382 |
7,352.2 |
LOW |
7,315.0 |
0.618 |
7,254.7 |
1.000 |
7,217.5 |
1.618 |
7,157.2 |
2.618 |
7,059.7 |
4.250 |
6,900.6 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,382.9 |
7,376.3 |
PP |
7,373.3 |
7,360.0 |
S1 |
7,363.8 |
7,343.8 |
|