Trading Metrics calculated at close of trading on 02-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,437.66 |
13,515.30 |
77.64 |
0.6% |
13,577.85 |
High |
13,598.25 |
13,567.06 |
-31.19 |
-0.2% |
13,620.21 |
Low |
13,437.66 |
13,424.92 |
-12.74 |
-0.1% |
13,367.27 |
Close |
13,515.11 |
13,482.36 |
-32.75 |
-0.2% |
13,437.13 |
Range |
160.59 |
142.14 |
-18.45 |
-11.5% |
252.94 |
ATR |
110.04 |
112.34 |
2.29 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,917.87 |
13,842.25 |
13,560.54 |
|
R3 |
13,775.73 |
13,700.11 |
13,521.45 |
|
R2 |
13,633.59 |
13,633.59 |
13,508.42 |
|
R1 |
13,557.97 |
13,557.97 |
13,495.39 |
13,524.71 |
PP |
13,491.45 |
13,491.45 |
13,491.45 |
13,474.82 |
S1 |
13,415.83 |
13,415.83 |
13,469.33 |
13,382.57 |
S2 |
13,349.31 |
13,349.31 |
13,456.30 |
|
S3 |
13,207.17 |
13,273.69 |
13,443.27 |
|
S4 |
13,065.03 |
13,131.55 |
13,404.18 |
|
|
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 |
13,598.25 |
13,367.27 |
230.98 |
1.7% |
121.19 |
0.9% |
50% |
False |
False |
|
10 |
13,647.10 |
13,367.27 |
279.83 |
2.1% |
109.05 |
0.8% |
41% |
False |
False |
|
20 |
13,653.24 |
13,018.74 |
634.50 |
4.7% |
109.95 |
0.8% |
73% |
False |
False |
|
40 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
102.14 |
0.8% |
75% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
121.68 |
0.9% |
85% |
False |
False |
|
80 |
13,653.24 |
12,398.48 |
1,254.76 |
9.3% |
130.19 |
1.0% |
86% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.77 |
1.0% |
89% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.37 |
1.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,171.16 |
2.618 |
13,939.18 |
1.618 |
13,797.04 |
1.000 |
13,709.20 |
0.618 |
13,654.90 |
HIGH |
13,567.06 |
0.618 |
13,512.76 |
0.500 |
13,495.99 |
0.382 |
13,479.22 |
LOW |
13,424.92 |
0.618 |
13,337.08 |
1.000 |
13,282.78 |
1.618 |
13,194.94 |
2.618 |
13,052.80 |
4.250 |
12,820.83 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,495.99 |
13,482.76 |
PP |
13,491.45 |
13,482.63 |
S1 |
13,486.90 |
13,482.49 |
|