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 |
13,409 |
13,424 |
15 |
0.1% |
13,490 |
High |
13,463 |
13,525 |
62 |
0.5% |
13,548 |
Low |
13,360 |
13,422 |
62 |
0.5% |
13,293 |
Close |
13,426 |
13,498 |
72 |
0.5% |
13,355 |
Range |
103 |
103 |
0 |
0.0% |
255 |
ATR |
124 |
122 |
-1 |
-1.2% |
0 |
Volume |
119,271 |
112,527 |
-6,744 |
-5.7% |
612,916 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,791 |
13,747 |
13,555 |
|
R3 |
13,688 |
13,644 |
13,526 |
|
R2 |
13,585 |
13,585 |
13,517 |
|
R1 |
13,541 |
13,541 |
13,508 |
13,563 |
PP |
13,482 |
13,482 |
13,482 |
13,493 |
S1 |
13,438 |
13,438 |
13,489 |
13,460 |
S2 |
13,379 |
13,379 |
13,479 |
|
S3 |
13,276 |
13,335 |
13,470 |
|
S4 |
13,173 |
13,232 |
13,441 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,164 |
14,014 |
13,495 |
|
R3 |
13,909 |
13,759 |
13,425 |
|
R2 |
13,654 |
13,654 |
13,402 |
|
R1 |
13,504 |
13,504 |
13,379 |
13,452 |
PP |
13,399 |
13,399 |
13,399 |
13,372 |
S1 |
13,249 |
13,249 |
13,332 |
13,197 |
S2 |
13,144 |
13,144 |
13,308 |
|
S3 |
12,889 |
12,994 |
13,285 |
|
S4 |
12,634 |
12,739 |
13,215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,526 |
13,293 |
233 |
1.7% |
142 |
1.1% |
88% |
False |
False |
132,268 |
10 |
13,588 |
13,293 |
295 |
2.2% |
127 |
0.9% |
69% |
False |
False |
122,134 |
20 |
13,588 |
13,118 |
470 |
3.5% |
119 |
0.9% |
81% |
False |
False |
91,612 |
40 |
13,588 |
12,888 |
700 |
5.2% |
113 |
0.8% |
87% |
False |
False |
45,914 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
118 |
0.9% |
93% |
False |
False |
30,616 |
80 |
13,588 |
12,323 |
1,265 |
9.4% |
110 |
0.8% |
93% |
False |
False |
22,964 |
100 |
13,588 |
11,913 |
1,675 |
12.4% |
100 |
0.7% |
95% |
False |
False |
18,371 |
120 |
13,588 |
11,913 |
1,675 |
12.4% |
90 |
0.7% |
95% |
False |
False |
15,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,963 |
2.618 |
13,795 |
1.618 |
13,692 |
1.000 |
13,628 |
0.618 |
13,589 |
HIGH |
13,525 |
0.618 |
13,486 |
0.500 |
13,474 |
0.382 |
13,461 |
LOW |
13,422 |
0.618 |
13,358 |
1.000 |
13,319 |
1.618 |
13,255 |
2.618 |
13,152 |
4.250 |
12,984 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,490 |
13,477 |
PP |
13,482 |
13,457 |
S1 |
13,474 |
13,436 |
|