Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,515.30 |
13,479.21 |
-36.09 |
-0.3% |
13,577.85 |
High |
13,567.06 |
13,536.27 |
-30.79 |
-0.2% |
13,620.21 |
Low |
13,424.92 |
13,439.12 |
14.20 |
0.1% |
13,367.27 |
Close |
13,482.36 |
13,494.61 |
12.25 |
0.1% |
13,437.13 |
Range |
142.14 |
97.15 |
-44.99 |
-31.7% |
252.94 |
ATR |
112.34 |
111.25 |
-1.08 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,781.45 |
13,735.18 |
13,548.04 |
|
R3 |
13,684.30 |
13,638.03 |
13,521.33 |
|
R2 |
13,587.15 |
13,587.15 |
13,512.42 |
|
R1 |
13,540.88 |
13,540.88 |
13,503.52 |
13,564.02 |
PP |
13,490.00 |
13,490.00 |
13,490.00 |
13,501.57 |
S1 |
13,443.73 |
13,443.73 |
13,485.70 |
13,466.87 |
S2 |
13,392.85 |
13,392.85 |
13,476.80 |
|
S3 |
13,295.70 |
13,346.58 |
13,467.89 |
|
S4 |
13,198.55 |
13,249.43 |
13,441.18 |
|
|
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% |
125.93 |
0.9% |
55% |
False |
False |
|
10 |
13,647.10 |
13,367.27 |
279.83 |
2.1% |
111.79 |
0.8% |
46% |
False |
False |
|
20 |
13,653.24 |
13,045.08 |
608.16 |
4.5% |
110.95 |
0.8% |
74% |
False |
False |
|
40 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
102.13 |
0.8% |
77% |
False |
False |
|
60 |
13,653.24 |
12,492.25 |
1,160.99 |
8.6% |
119.57 |
0.9% |
86% |
False |
False |
|
80 |
13,653.24 |
12,411.91 |
1,241.33 |
9.2% |
128.25 |
1.0% |
87% |
False |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.35 |
1.0% |
90% |
False |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
12.0% |
135.01 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,949.16 |
2.618 |
13,790.61 |
1.618 |
13,693.46 |
1.000 |
13,633.42 |
0.618 |
13,596.31 |
HIGH |
13,536.27 |
0.618 |
13,499.16 |
0.500 |
13,487.70 |
0.382 |
13,476.23 |
LOW |
13,439.12 |
0.618 |
13,379.08 |
1.000 |
13,341.97 |
1.618 |
13,281.93 |
2.618 |
13,184.78 |
4.250 |
13,026.23 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,492.31 |
13,511.59 |
PP |
13,490.00 |
13,505.93 |
S1 |
13,487.70 |
13,500.27 |
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