Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,424 |
13,498 |
74 |
0.6% |
13,349 |
High |
13,525 |
13,599 |
74 |
0.5% |
13,599 |
Low |
13,422 |
13,489 |
67 |
0.5% |
13,313 |
Close |
13,498 |
13,536 |
38 |
0.3% |
13,536 |
Range |
103 |
110 |
7 |
6.8% |
286 |
ATR |
122 |
122 |
-1 |
-0.7% |
0 |
Volume |
112,527 |
110,153 |
-2,374 |
-2.1% |
625,183 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,871 |
13,814 |
13,597 |
|
R3 |
13,761 |
13,704 |
13,566 |
|
R2 |
13,651 |
13,651 |
13,556 |
|
R1 |
13,594 |
13,594 |
13,546 |
13,623 |
PP |
13,541 |
13,541 |
13,541 |
13,556 |
S1 |
13,484 |
13,484 |
13,526 |
13,513 |
S2 |
13,431 |
13,431 |
13,516 |
|
S3 |
13,321 |
13,374 |
13,506 |
|
S4 |
13,211 |
13,264 |
13,476 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,341 |
14,224 |
13,693 |
|
R3 |
14,055 |
13,938 |
13,615 |
|
R2 |
13,769 |
13,769 |
13,589 |
|
R1 |
13,652 |
13,652 |
13,562 |
13,711 |
PP |
13,483 |
13,483 |
13,483 |
13,512 |
S1 |
13,366 |
13,366 |
13,510 |
13,425 |
S2 |
13,197 |
13,197 |
13,484 |
|
S3 |
12,911 |
13,080 |
13,457 |
|
S4 |
12,625 |
12,794 |
13,379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,599 |
13,313 |
286 |
2.1% |
136 |
1.0% |
78% |
True |
False |
125,036 |
10 |
13,599 |
13,293 |
306 |
2.3% |
128 |
0.9% |
79% |
True |
False |
123,809 |
20 |
13,599 |
13,118 |
481 |
3.6% |
120 |
0.9% |
87% |
True |
False |
97,018 |
40 |
13,599 |
12,888 |
711 |
5.3% |
114 |
0.8% |
91% |
True |
False |
48,667 |
60 |
13,599 |
12,351 |
1,248 |
9.2% |
117 |
0.9% |
95% |
True |
False |
32,452 |
80 |
13,599 |
12,323 |
1,276 |
9.4% |
111 |
0.8% |
95% |
True |
False |
24,340 |
100 |
13,599 |
11,913 |
1,686 |
12.5% |
101 |
0.7% |
96% |
True |
False |
19,473 |
120 |
13,599 |
11,913 |
1,686 |
12.5% |
90 |
0.7% |
96% |
True |
False |
16,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,067 |
2.618 |
13,887 |
1.618 |
13,777 |
1.000 |
13,709 |
0.618 |
13,667 |
HIGH |
13,599 |
0.618 |
13,557 |
0.500 |
13,544 |
0.382 |
13,531 |
LOW |
13,489 |
0.618 |
13,421 |
1.000 |
13,379 |
1.618 |
13,311 |
2.618 |
13,201 |
4.250 |
13,022 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,544 |
13,517 |
PP |
13,541 |
13,498 |
S1 |
13,539 |
13,480 |
|