Trading Metrics calculated at close of trading on 01-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,776.0 |
5,713.5 |
-62.5 |
-1.1% |
5,814.0 |
High |
5,800.0 |
5,817.5 |
17.5 |
0.3% |
5,841.0 |
Low |
5,711.5 |
5,700.0 |
-11.5 |
-0.2% |
5,711.5 |
Close |
5,713.0 |
5,793.5 |
80.5 |
1.4% |
5,713.0 |
Range |
88.5 |
117.5 |
29.0 |
32.8% |
129.5 |
ATR |
63.9 |
67.8 |
3.8 |
6.0% |
0.0 |
Volume |
109,205 |
84,631 |
-24,574 |
-22.5% |
451,066 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,123.0 |
6,075.5 |
5,858.0 |
|
R3 |
6,005.5 |
5,958.0 |
5,826.0 |
|
R2 |
5,888.0 |
5,888.0 |
5,815.0 |
|
R1 |
5,840.5 |
5,840.5 |
5,804.5 |
5,864.0 |
PP |
5,770.5 |
5,770.5 |
5,770.5 |
5,782.0 |
S1 |
5,723.0 |
5,723.0 |
5,782.5 |
5,747.0 |
S2 |
5,653.0 |
5,653.0 |
5,772.0 |
|
S3 |
5,535.5 |
5,605.5 |
5,761.0 |
|
S4 |
5,418.0 |
5,488.0 |
5,729.0 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,143.5 |
6,058.0 |
5,784.0 |
|
R3 |
6,014.0 |
5,928.5 |
5,748.5 |
|
R2 |
5,884.5 |
5,884.5 |
5,736.5 |
|
R1 |
5,799.0 |
5,799.0 |
5,725.0 |
5,777.0 |
PP |
5,755.0 |
5,755.0 |
5,755.0 |
5,744.0 |
S1 |
5,669.5 |
5,669.5 |
5,701.0 |
5,647.5 |
S2 |
5,625.5 |
5,625.5 |
5,689.5 |
|
S3 |
5,496.0 |
5,540.0 |
5,677.5 |
|
S4 |
5,366.5 |
5,410.5 |
5,642.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,841.0 |
5,700.0 |
141.0 |
2.4% |
74.5 |
1.3% |
66% |
False |
True |
94,763 |
10 |
5,871.0 |
5,700.0 |
171.0 |
3.0% |
64.0 |
1.1% |
55% |
False |
True |
101,619 |
20 |
5,905.0 |
5,606.0 |
299.0 |
5.2% |
63.5 |
1.1% |
63% |
False |
False |
75,334 |
40 |
5,905.0 |
5,606.0 |
299.0 |
5.2% |
50.5 |
0.9% |
63% |
False |
False |
37,822 |
60 |
5,905.0 |
5,420.5 |
484.5 |
8.4% |
51.0 |
0.9% |
77% |
False |
False |
25,219 |
80 |
5,905.0 |
5,357.0 |
548.0 |
9.5% |
43.5 |
0.7% |
80% |
False |
False |
18,927 |
100 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
35.5 |
0.6% |
85% |
False |
False |
15,151 |
120 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
30.5 |
0.5% |
85% |
False |
False |
12,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,317.0 |
2.618 |
6,125.0 |
1.618 |
6,007.5 |
1.000 |
5,935.0 |
0.618 |
5,890.0 |
HIGH |
5,817.5 |
0.618 |
5,772.5 |
0.500 |
5,759.0 |
0.382 |
5,745.0 |
LOW |
5,700.0 |
0.618 |
5,627.5 |
1.000 |
5,582.5 |
1.618 |
5,510.0 |
2.618 |
5,392.5 |
4.250 |
5,200.5 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
5,782.0 |
5,782.0 |
PP |
5,770.5 |
5,770.5 |
S1 |
5,759.0 |
5,759.0 |
|