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 |
8,790 |
8,810 |
20 |
0.2% |
9,045 |
High |
8,820 |
8,900 |
80 |
0.9% |
9,065 |
Low |
8,745 |
8,750 |
5 |
0.1% |
8,830 |
Close |
8,795 |
8,860 |
65 |
0.7% |
8,870 |
Range |
75 |
150 |
75 |
100.0% |
235 |
ATR |
115 |
118 |
2 |
2.2% |
0 |
Volume |
4,506 |
5,049 |
543 |
12.1% |
18,263 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,287 |
9,223 |
8,943 |
|
R3 |
9,137 |
9,073 |
8,901 |
|
R2 |
8,987 |
8,987 |
8,888 |
|
R1 |
8,923 |
8,923 |
8,874 |
8,955 |
PP |
8,837 |
8,837 |
8,837 |
8,853 |
S1 |
8,773 |
8,773 |
8,846 |
8,805 |
S2 |
8,687 |
8,687 |
8,833 |
|
S3 |
8,537 |
8,623 |
8,819 |
|
S4 |
8,387 |
8,473 |
8,778 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,627 |
9,483 |
8,999 |
|
R3 |
9,392 |
9,248 |
8,935 |
|
R2 |
9,157 |
9,157 |
8,913 |
|
R1 |
9,013 |
9,013 |
8,892 |
8,968 |
PP |
8,922 |
8,922 |
8,922 |
8,899 |
S1 |
8,778 |
8,778 |
8,849 |
8,733 |
S2 |
8,687 |
8,687 |
8,827 |
|
S3 |
8,452 |
8,543 |
8,806 |
|
S4 |
8,217 |
8,308 |
8,741 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,010 |
8,745 |
265 |
3.0% |
122 |
1.4% |
43% |
False |
False |
4,812 |
10 |
9,100 |
8,745 |
355 |
4.0% |
117 |
1.3% |
32% |
False |
False |
3,997 |
20 |
9,235 |
8,730 |
505 |
5.7% |
127 |
1.4% |
26% |
False |
False |
5,207 |
40 |
9,245 |
8,620 |
625 |
7.1% |
94 |
1.1% |
38% |
False |
False |
2,714 |
60 |
9,245 |
8,365 |
880 |
9.9% |
65 |
0.7% |
56% |
False |
False |
1,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,538 |
2.618 |
9,293 |
1.618 |
9,143 |
1.000 |
9,050 |
0.618 |
8,993 |
HIGH |
8,900 |
0.618 |
8,843 |
0.500 |
8,825 |
0.382 |
8,807 |
LOW |
8,750 |
0.618 |
8,657 |
1.000 |
8,600 |
1.618 |
8,507 |
2.618 |
8,357 |
4.250 |
8,113 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,848 |
8,848 |
PP |
8,837 |
8,835 |
S1 |
8,825 |
8,823 |
|