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 |
5,781.5 |
5,796.0 |
14.5 |
0.3% |
5,814.0 |
High |
5,806.5 |
5,827.5 |
21.0 |
0.4% |
5,841.0 |
Low |
5,756.0 |
5,774.0 |
18.0 |
0.3% |
5,711.5 |
Close |
5,795.5 |
5,794.5 |
-1.0 |
0.0% |
5,713.0 |
Range |
50.5 |
53.5 |
3.0 |
5.9% |
129.5 |
ATR |
66.1 |
65.2 |
-0.9 |
-1.4% |
0.0 |
Volume |
81,014 |
74,727 |
-6,287 |
-7.8% |
451,066 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.0 |
5,930.5 |
5,824.0 |
|
R3 |
5,905.5 |
5,877.0 |
5,809.0 |
|
R2 |
5,852.0 |
5,852.0 |
5,804.5 |
|
R1 |
5,823.5 |
5,823.5 |
5,799.5 |
5,811.0 |
PP |
5,798.5 |
5,798.5 |
5,798.5 |
5,792.5 |
S1 |
5,770.0 |
5,770.0 |
5,789.5 |
5,757.5 |
S2 |
5,745.0 |
5,745.0 |
5,784.5 |
|
S3 |
5,691.5 |
5,716.5 |
5,780.0 |
|
S4 |
5,638.0 |
5,663.0 |
5,765.0 |
|
|
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 |
5,827.5 |
5,700.0 |
127.5 |
2.2% |
74.0 |
1.3% |
74% |
True |
False |
85,401 |
10 |
5,867.5 |
5,700.0 |
167.5 |
2.9% |
65.5 |
1.1% |
56% |
False |
False |
83,175 |
20 |
5,905.0 |
5,700.0 |
205.0 |
3.5% |
59.5 |
1.0% |
46% |
False |
False |
85,819 |
40 |
5,905.0 |
5,606.0 |
299.0 |
5.2% |
51.0 |
0.9% |
63% |
False |
False |
43,648 |
60 |
5,905.0 |
5,420.5 |
484.5 |
8.4% |
52.0 |
0.9% |
77% |
False |
False |
29,105 |
80 |
5,905.0 |
5,380.0 |
525.0 |
9.1% |
45.0 |
0.8% |
79% |
False |
False |
21,834 |
100 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
37.0 |
0.6% |
85% |
False |
False |
17,481 |
120 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
31.0 |
0.5% |
85% |
False |
False |
14,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,055.0 |
2.618 |
5,967.5 |
1.618 |
5,914.0 |
1.000 |
5,881.0 |
0.618 |
5,860.5 |
HIGH |
5,827.5 |
0.618 |
5,807.0 |
0.500 |
5,801.0 |
0.382 |
5,794.5 |
LOW |
5,774.0 |
0.618 |
5,741.0 |
1.000 |
5,720.5 |
1.618 |
5,687.5 |
2.618 |
5,634.0 |
4.250 |
5,546.5 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
5,801.0 |
5,793.0 |
PP |
5,798.5 |
5,791.5 |
S1 |
5,796.5 |
5,790.0 |
|