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 |
1,781.9 |
1,795.5 |
13.6 |
0.8% |
1,775.3 |
High |
1,799.4 |
1,800.0 |
0.6 |
0.0% |
1,800.0 |
Low |
1,781.9 |
1,777.8 |
-4.1 |
-0.2% |
1,768.0 |
Close |
1,798.6 |
1,782.9 |
-15.7 |
-0.9% |
1,782.9 |
Range |
17.5 |
22.2 |
4.7 |
26.9% |
32.0 |
ATR |
19.4 |
19.6 |
0.2 |
1.0% |
0.0 |
Volume |
7,204 |
4,967 |
-2,237 |
-31.1% |
18,004 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.5 |
1,840.4 |
1,795.1 |
|
R3 |
1,831.3 |
1,818.2 |
1,789.0 |
|
R2 |
1,809.1 |
1,809.1 |
1,787.0 |
|
R1 |
1,796.0 |
1,796.0 |
1,784.9 |
1,791.5 |
PP |
1,786.9 |
1,786.9 |
1,786.9 |
1,784.6 |
S1 |
1,773.8 |
1,773.8 |
1,780.9 |
1,769.3 |
S2 |
1,764.7 |
1,764.7 |
1,778.8 |
|
S3 |
1,742.5 |
1,751.6 |
1,776.8 |
|
S4 |
1,720.3 |
1,729.4 |
1,770.7 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.6 |
1,863.3 |
1,800.5 |
|
R3 |
1,847.6 |
1,831.3 |
1,791.7 |
|
R2 |
1,815.6 |
1,815.6 |
1,788.8 |
|
R1 |
1,799.3 |
1,799.3 |
1,785.8 |
1,807.5 |
PP |
1,783.6 |
1,783.6 |
1,783.6 |
1,787.7 |
S1 |
1,767.3 |
1,767.3 |
1,780.0 |
1,775.5 |
S2 |
1,751.6 |
1,751.6 |
1,777.0 |
|
S3 |
1,719.6 |
1,735.3 |
1,774.1 |
|
S4 |
1,687.6 |
1,703.3 |
1,765.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,800.0 |
1,768.0 |
32.0 |
1.8% |
17.9 |
1.0% |
47% |
True |
False |
3,600 |
10 |
1,800.0 |
1,740.4 |
59.6 |
3.3% |
19.4 |
1.1% |
71% |
True |
False |
4,499 |
20 |
1,800.0 |
1,718.0 |
82.0 |
4.6% |
19.9 |
1.1% |
79% |
True |
False |
3,622 |
40 |
1,800.0 |
1,598.0 |
202.0 |
11.3% |
18.8 |
1.1% |
92% |
True |
False |
2,430 |
60 |
1,800.0 |
1,569.9 |
230.1 |
12.9% |
17.3 |
1.0% |
93% |
True |
False |
1,955 |
80 |
1,800.0 |
1,556.3 |
243.7 |
13.7% |
17.7 |
1.0% |
93% |
True |
False |
1,637 |
100 |
1,800.0 |
1,538.1 |
261.9 |
14.7% |
19.0 |
1.1% |
93% |
True |
False |
1,532 |
120 |
1,800.0 |
1,538.1 |
261.9 |
14.7% |
17.6 |
1.0% |
93% |
True |
False |
1,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,894.4 |
2.618 |
1,858.1 |
1.618 |
1,835.9 |
1.000 |
1,822.2 |
0.618 |
1,813.7 |
HIGH |
1,800.0 |
0.618 |
1,791.5 |
0.500 |
1,788.9 |
0.382 |
1,786.3 |
LOW |
1,777.8 |
0.618 |
1,764.1 |
1.000 |
1,755.6 |
1.618 |
1,741.9 |
2.618 |
1,719.7 |
4.250 |
1,683.5 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,788.9 |
1,788.2 |
PP |
1,786.9 |
1,786.4 |
S1 |
1,784.9 |
1,784.7 |
|