| 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 |
8,810 |
8,860 |
50 |
0.6% |
8,875 |
| High |
8,900 |
8,955 |
55 |
0.6% |
8,955 |
| Low |
8,750 |
8,820 |
70 |
0.8% |
8,745 |
| Close |
8,860 |
8,905 |
45 |
0.5% |
8,905 |
| Range |
150 |
135 |
-15 |
-10.0% |
210 |
| ATR |
118 |
119 |
1 |
1.1% |
0 |
| Volume |
5,049 |
4,418 |
-631 |
-12.5% |
23,324 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,298 |
9,237 |
8,979 |
|
| R3 |
9,163 |
9,102 |
8,942 |
|
| R2 |
9,028 |
9,028 |
8,930 |
|
| R1 |
8,967 |
8,967 |
8,918 |
8,998 |
| PP |
8,893 |
8,893 |
8,893 |
8,909 |
| S1 |
8,832 |
8,832 |
8,893 |
8,863 |
| S2 |
8,758 |
8,758 |
8,880 |
|
| S3 |
8,623 |
8,697 |
8,868 |
|
| S4 |
8,488 |
8,562 |
8,831 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,498 |
9,412 |
9,021 |
|
| R3 |
9,288 |
9,202 |
8,963 |
|
| R2 |
9,078 |
9,078 |
8,944 |
|
| R1 |
8,992 |
8,992 |
8,924 |
9,035 |
| PP |
8,868 |
8,868 |
8,868 |
8,890 |
| S1 |
8,782 |
8,782 |
8,886 |
8,825 |
| S2 |
8,658 |
8,658 |
8,867 |
|
| S3 |
8,448 |
8,572 |
8,847 |
|
| S4 |
8,238 |
8,362 |
8,790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,955 |
8,745 |
210 |
2.4% |
113 |
1.3% |
76% |
True |
False |
4,664 |
| 10 |
9,065 |
8,745 |
320 |
3.6% |
123 |
1.4% |
50% |
False |
False |
4,158 |
| 20 |
9,235 |
8,730 |
505 |
5.7% |
128 |
1.4% |
35% |
False |
False |
5,306 |
| 40 |
9,245 |
8,620 |
625 |
7.0% |
97 |
1.1% |
46% |
False |
False |
2,823 |
| 60 |
9,245 |
8,365 |
880 |
9.9% |
67 |
0.8% |
61% |
False |
False |
1,883 |
| 80 |
9,245 |
8,365 |
880 |
9.9% |
53 |
0.6% |
61% |
False |
False |
1,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,529 |
|
2.618 |
9,309 |
|
1.618 |
9,174 |
|
1.000 |
9,090 |
|
0.618 |
9,039 |
|
HIGH |
8,955 |
|
0.618 |
8,904 |
|
0.500 |
8,888 |
|
0.382 |
8,872 |
|
LOW |
8,820 |
|
0.618 |
8,737 |
|
1.000 |
8,685 |
|
1.618 |
8,602 |
|
2.618 |
8,467 |
|
4.250 |
8,246 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,899 |
8,887 |
| PP |
8,893 |
8,868 |
| S1 |
8,888 |
8,850 |
|