Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,759.0 |
5,781.5 |
22.5 |
0.4% |
5,814.0 |
High |
5,813.5 |
5,806.5 |
-7.0 |
-0.1% |
5,841.0 |
Low |
5,752.5 |
5,756.0 |
3.5 |
0.1% |
5,711.5 |
Close |
5,776.0 |
5,795.5 |
19.5 |
0.3% |
5,713.0 |
Range |
61.0 |
50.5 |
-10.5 |
-17.2% |
129.5 |
ATR |
67.3 |
66.1 |
-1.2 |
-1.8% |
0.0 |
Volume |
77,428 |
81,014 |
3,586 |
4.6% |
451,066 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.5 |
5,917.0 |
5,823.5 |
|
R3 |
5,887.0 |
5,866.5 |
5,809.5 |
|
R2 |
5,836.5 |
5,836.5 |
5,805.0 |
|
R1 |
5,816.0 |
5,816.0 |
5,800.0 |
5,826.0 |
PP |
5,786.0 |
5,786.0 |
5,786.0 |
5,791.0 |
S1 |
5,765.5 |
5,765.5 |
5,791.0 |
5,776.0 |
S2 |
5,735.5 |
5,735.5 |
5,786.0 |
|
S3 |
5,685.0 |
5,715.0 |
5,781.5 |
|
S4 |
5,634.5 |
5,664.5 |
5,767.5 |
|
|
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 |
5,817.5 |
5,700.0 |
117.5 |
2.0% |
73.5 |
1.3% |
81% |
False |
False |
94,459 |
10 |
5,867.5 |
5,700.0 |
167.5 |
2.9% |
66.0 |
1.1% |
57% |
False |
False |
88,033 |
20 |
5,905.0 |
5,641.5 |
263.5 |
4.5% |
62.5 |
1.1% |
58% |
False |
False |
82,912 |
40 |
5,905.0 |
5,606.0 |
299.0 |
5.2% |
51.0 |
0.9% |
63% |
False |
False |
41,781 |
60 |
5,905.0 |
5,420.5 |
484.5 |
8.4% |
51.5 |
0.9% |
77% |
False |
False |
27,860 |
80 |
5,905.0 |
5,380.0 |
525.0 |
9.1% |
44.5 |
0.8% |
79% |
False |
False |
20,901 |
100 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
36.5 |
0.6% |
85% |
False |
False |
16,734 |
120 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
30.5 |
0.5% |
85% |
False |
False |
13,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,021.0 |
2.618 |
5,938.5 |
1.618 |
5,888.0 |
1.000 |
5,857.0 |
0.618 |
5,837.5 |
HIGH |
5,806.5 |
0.618 |
5,787.0 |
0.500 |
5,781.0 |
0.382 |
5,775.5 |
LOW |
5,756.0 |
0.618 |
5,725.0 |
1.000 |
5,705.5 |
1.618 |
5,674.5 |
2.618 |
5,624.0 |
4.250 |
5,541.5 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
5,791.0 |
5,783.0 |
PP |
5,786.0 |
5,771.0 |
S1 |
5,781.0 |
5,759.0 |
|