Trading Metrics calculated at close of trading on 01-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,485.89 |
13,437.66 |
-48.23 |
-0.4% |
13,577.85 |
High |
13,487.66 |
13,598.25 |
110.59 |
0.8% |
13,620.21 |
Low |
13,367.27 |
13,437.66 |
70.39 |
0.5% |
13,367.27 |
Close |
13,437.13 |
13,515.11 |
77.98 |
0.6% |
13,437.13 |
Range |
120.39 |
160.59 |
40.20 |
33.4% |
252.94 |
ATR |
106.11 |
110.04 |
3.93 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,998.78 |
13,917.53 |
13,603.43 |
|
R3 |
13,838.19 |
13,756.94 |
13,559.27 |
|
R2 |
13,677.60 |
13,677.60 |
13,544.55 |
|
R1 |
13,596.35 |
13,596.35 |
13,529.83 |
13,636.98 |
PP |
13,517.01 |
13,517.01 |
13,517.01 |
13,537.32 |
S1 |
13,435.76 |
13,435.76 |
13,500.39 |
13,476.39 |
S2 |
13,356.42 |
13,356.42 |
13,485.67 |
|
S3 |
13,195.83 |
13,275.17 |
13,470.95 |
|
S4 |
13,035.24 |
13,114.58 |
13,426.79 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,233.69 |
14,088.35 |
13,576.25 |
|
R3 |
13,980.75 |
13,835.41 |
13,506.69 |
|
R2 |
13,727.81 |
13,727.81 |
13,483.50 |
|
R1 |
13,582.47 |
13,582.47 |
13,460.32 |
13,528.67 |
PP |
13,474.87 |
13,474.87 |
13,474.87 |
13,447.97 |
S1 |
13,329.53 |
13,329.53 |
13,413.94 |
13,275.73 |
S2 |
13,221.93 |
13,221.93 |
13,390.76 |
|
S3 |
12,968.99 |
13,076.59 |
13,367.57 |
|
S4 |
12,716.05 |
12,823.65 |
13,298.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,620.21 |
13,367.27 |
252.94 |
1.9% |
125.35 |
0.9% |
58% |
False |
False |
|
10 |
13,647.10 |
13,367.27 |
279.83 |
2.1% |
101.26 |
0.7% |
53% |
False |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
108.61 |
0.8% |
80% |
False |
False |
|
40 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
100.77 |
0.7% |
80% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
120.73 |
0.9% |
88% |
False |
False |
|
80 |
13,653.24 |
12,398.44 |
1,254.80 |
9.3% |
130.36 |
1.0% |
89% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.46 |
1.0% |
91% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.69 |
1.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,280.76 |
2.618 |
14,018.67 |
1.618 |
13,858.08 |
1.000 |
13,758.84 |
0.618 |
13,697.49 |
HIGH |
13,598.25 |
0.618 |
13,536.90 |
0.500 |
13,517.96 |
0.382 |
13,499.01 |
LOW |
13,437.66 |
0.618 |
13,338.42 |
1.000 |
13,277.07 |
1.618 |
13,177.83 |
2.618 |
13,017.24 |
4.250 |
12,755.15 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,517.96 |
13,504.33 |
PP |
13,517.01 |
13,493.54 |
S1 |
13,516.06 |
13,482.76 |
|