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 |
1,444.00 |
1,455.75 |
11.75 |
0.8% |
1,432.75 |
High |
1,457.75 |
1,466.00 |
8.25 |
0.6% |
1,466.00 |
Low |
1,444.00 |
1,451.25 |
7.25 |
0.5% |
1,427.75 |
Close |
1,455.75 |
1,455.50 |
-0.25 |
0.0% |
1,455.50 |
Range |
13.75 |
14.75 |
1.00 |
7.3% |
38.25 |
ATR |
14.52 |
14.54 |
0.02 |
0.1% |
0.00 |
Volume |
1,566,715 |
1,681,666 |
114,951 |
7.3% |
8,315,693 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.75 |
1,493.50 |
1,463.50 |
|
R3 |
1,487.00 |
1,478.75 |
1,459.50 |
|
R2 |
1,472.25 |
1,472.25 |
1,458.25 |
|
R1 |
1,464.00 |
1,464.00 |
1,456.75 |
1,460.75 |
PP |
1,457.50 |
1,457.50 |
1,457.50 |
1,456.00 |
S1 |
1,449.25 |
1,449.25 |
1,454.25 |
1,446.00 |
S2 |
1,442.75 |
1,442.75 |
1,452.75 |
|
S3 |
1,428.00 |
1,434.50 |
1,451.50 |
|
S4 |
1,413.25 |
1,419.75 |
1,447.50 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.50 |
1,548.25 |
1,476.50 |
|
R3 |
1,526.25 |
1,510.00 |
1,466.00 |
|
R2 |
1,488.00 |
1,488.00 |
1,462.50 |
|
R1 |
1,471.75 |
1,471.75 |
1,459.00 |
1,480.00 |
PP |
1,449.75 |
1,449.75 |
1,449.75 |
1,453.75 |
S1 |
1,433.50 |
1,433.50 |
1,452.00 |
1,441.50 |
S2 |
1,411.50 |
1,411.50 |
1,448.50 |
|
S3 |
1,373.25 |
1,395.25 |
1,445.00 |
|
S4 |
1,335.00 |
1,357.00 |
1,434.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,466.00 |
1,427.75 |
38.25 |
2.6% |
15.75 |
1.1% |
73% |
True |
False |
1,663,138 |
10 |
1,466.00 |
1,424.00 |
42.00 |
2.9% |
15.75 |
1.1% |
75% |
True |
False |
1,704,071 |
20 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
14.50 |
1.0% |
77% |
False |
False |
1,491,223 |
40 |
1,468.00 |
1,387.25 |
80.75 |
5.5% |
13.25 |
0.9% |
85% |
False |
False |
749,952 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.6% |
14.50 |
1.0% |
92% |
False |
False |
500,653 |
80 |
1,468.00 |
1,296.00 |
172.00 |
11.8% |
15.75 |
1.1% |
93% |
False |
False |
375,885 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.50 |
1.1% |
94% |
False |
False |
300,832 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.75 |
1.1% |
94% |
False |
False |
250,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,528.75 |
2.618 |
1,504.50 |
1.618 |
1,489.75 |
1.000 |
1,480.75 |
0.618 |
1,475.00 |
HIGH |
1,466.00 |
0.618 |
1,460.25 |
0.500 |
1,458.50 |
0.382 |
1,457.00 |
LOW |
1,451.25 |
0.618 |
1,442.25 |
1.000 |
1,436.50 |
1.618 |
1,427.50 |
2.618 |
1,412.75 |
4.250 |
1,388.50 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,458.50 |
1,454.00 |
PP |
1,457.50 |
1,452.25 |
S1 |
1,456.50 |
1,450.75 |
|