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 |
1,440.25 |
1,444.00 |
3.75 |
0.3% |
1,450.25 |
High |
1,448.75 |
1,457.75 |
9.00 |
0.6% |
1,457.00 |
Low |
1,435.50 |
1,444.00 |
8.50 |
0.6% |
1,424.00 |
Close |
1,444.75 |
1,455.75 |
11.00 |
0.8% |
1,434.25 |
Range |
13.25 |
13.75 |
0.50 |
3.8% |
33.00 |
ATR |
14.58 |
14.52 |
-0.06 |
-0.4% |
0.00 |
Volume |
1,553,817 |
1,566,715 |
12,898 |
0.8% |
8,725,020 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.75 |
1,488.50 |
1,463.25 |
|
R3 |
1,480.00 |
1,474.75 |
1,459.50 |
|
R2 |
1,466.25 |
1,466.25 |
1,458.25 |
|
R1 |
1,461.00 |
1,461.00 |
1,457.00 |
1,463.50 |
PP |
1,452.50 |
1,452.50 |
1,452.50 |
1,453.75 |
S1 |
1,447.25 |
1,447.25 |
1,454.50 |
1,450.00 |
S2 |
1,438.75 |
1,438.75 |
1,453.25 |
|
S3 |
1,425.00 |
1,433.50 |
1,452.00 |
|
S4 |
1,411.25 |
1,419.75 |
1,448.25 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.50 |
1,518.75 |
1,452.50 |
|
R3 |
1,504.50 |
1,485.75 |
1,443.25 |
|
R2 |
1,471.50 |
1,471.50 |
1,440.25 |
|
R1 |
1,452.75 |
1,452.75 |
1,437.25 |
1,445.50 |
PP |
1,438.50 |
1,438.50 |
1,438.50 |
1,434.75 |
S1 |
1,419.75 |
1,419.75 |
1,431.25 |
1,412.50 |
S2 |
1,405.50 |
1,405.50 |
1,428.25 |
|
S3 |
1,372.50 |
1,386.75 |
1,425.25 |
|
S4 |
1,339.50 |
1,353.75 |
1,416.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,457.75 |
1,427.75 |
30.00 |
2.1% |
15.75 |
1.1% |
93% |
True |
False |
1,747,192 |
10 |
1,462.25 |
1,424.00 |
38.25 |
2.6% |
15.50 |
1.1% |
83% |
False |
False |
1,696,435 |
20 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
14.25 |
1.0% |
77% |
False |
False |
1,408,619 |
40 |
1,468.00 |
1,385.75 |
82.25 |
5.7% |
13.00 |
0.9% |
85% |
False |
False |
707,926 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.6% |
14.75 |
1.0% |
92% |
False |
False |
472,687 |
80 |
1,468.00 |
1,296.00 |
172.00 |
11.8% |
15.75 |
1.1% |
93% |
False |
False |
354,868 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
94% |
False |
False |
284,016 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.75 |
1.1% |
94% |
False |
False |
236,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.25 |
2.618 |
1,493.75 |
1.618 |
1,480.00 |
1.000 |
1,471.50 |
0.618 |
1,466.25 |
HIGH |
1,457.75 |
0.618 |
1,452.50 |
0.500 |
1,451.00 |
0.382 |
1,449.25 |
LOW |
1,444.00 |
0.618 |
1,435.50 |
1.000 |
1,430.25 |
1.618 |
1,421.75 |
2.618 |
1,408.00 |
4.250 |
1,385.50 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,454.00 |
1,452.25 |
PP |
1,452.50 |
1,448.50 |
S1 |
1,451.00 |
1,445.00 |
|