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 |
1,778.6 |
1,781.9 |
3.3 |
0.2% |
1,776.2 |
High |
1,785.7 |
1,799.4 |
13.7 |
0.8% |
1,788.1 |
Low |
1,776.4 |
1,781.9 |
5.5 |
0.3% |
1,740.4 |
Close |
1,781.9 |
1,798.6 |
16.7 |
0.9% |
1,776.1 |
Range |
9.3 |
17.5 |
8.2 |
88.2% |
47.7 |
ATR |
19.6 |
19.4 |
-0.1 |
-0.8% |
0.0 |
Volume |
1,632 |
7,204 |
5,572 |
341.4% |
26,995 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.8 |
1,839.7 |
1,808.2 |
|
R3 |
1,828.3 |
1,822.2 |
1,803.4 |
|
R2 |
1,810.8 |
1,810.8 |
1,801.8 |
|
R1 |
1,804.7 |
1,804.7 |
1,800.2 |
1,807.8 |
PP |
1,793.3 |
1,793.3 |
1,793.3 |
1,794.8 |
S1 |
1,787.2 |
1,787.2 |
1,797.0 |
1,790.3 |
S2 |
1,775.8 |
1,775.8 |
1,795.4 |
|
S3 |
1,758.3 |
1,769.7 |
1,793.8 |
|
S4 |
1,740.8 |
1,752.2 |
1,789.0 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.3 |
1,891.4 |
1,802.3 |
|
R3 |
1,863.6 |
1,843.7 |
1,789.2 |
|
R2 |
1,815.9 |
1,815.9 |
1,784.8 |
|
R1 |
1,796.0 |
1,796.0 |
1,780.5 |
1,782.1 |
PP |
1,768.2 |
1,768.2 |
1,768.2 |
1,761.3 |
S1 |
1,748.3 |
1,748.3 |
1,771.7 |
1,734.4 |
S2 |
1,720.5 |
1,720.5 |
1,767.4 |
|
S3 |
1,672.8 |
1,700.6 |
1,763.0 |
|
S4 |
1,625.1 |
1,652.9 |
1,749.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.4 |
1,768.0 |
31.4 |
1.7% |
16.4 |
0.9% |
97% |
True |
False |
3,187 |
10 |
1,799.4 |
1,740.4 |
59.0 |
3.3% |
19.2 |
1.1% |
99% |
True |
False |
4,112 |
20 |
1,799.4 |
1,694.0 |
105.4 |
5.9% |
21.3 |
1.2% |
99% |
True |
False |
3,485 |
40 |
1,799.4 |
1,598.0 |
201.4 |
11.2% |
18.5 |
1.0% |
100% |
True |
False |
2,339 |
60 |
1,799.4 |
1,564.7 |
234.7 |
13.0% |
17.2 |
1.0% |
100% |
True |
False |
1,890 |
80 |
1,799.4 |
1,556.3 |
243.1 |
13.5% |
17.6 |
1.0% |
100% |
True |
False |
1,588 |
100 |
1,799.4 |
1,538.1 |
261.3 |
14.5% |
18.9 |
1.1% |
100% |
True |
False |
1,527 |
120 |
1,799.4 |
1,538.1 |
261.3 |
14.5% |
17.4 |
1.0% |
100% |
True |
False |
1,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,873.8 |
2.618 |
1,845.2 |
1.618 |
1,827.7 |
1.000 |
1,816.9 |
0.618 |
1,810.2 |
HIGH |
1,799.4 |
0.618 |
1,792.7 |
0.500 |
1,790.7 |
0.382 |
1,788.6 |
LOW |
1,781.9 |
0.618 |
1,771.1 |
1.000 |
1,764.4 |
1.618 |
1,753.6 |
2.618 |
1,736.1 |
4.250 |
1,707.5 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,796.0 |
1,794.8 |
PP |
1,793.3 |
1,791.0 |
S1 |
1,790.7 |
1,787.2 |
|