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 |
1,776.8 |
1,766.0 |
-10.8 |
-0.6% |
1,772.5 |
High |
1,782.2 |
1,791.0 |
8.8 |
0.5% |
1,782.2 |
Low |
1,767.5 |
1,763.3 |
-4.2 |
-0.2% |
1,735.8 |
Close |
1,771.1 |
1,780.5 |
9.4 |
0.5% |
1,771.1 |
Range |
14.7 |
27.7 |
13.0 |
88.4% |
46.4 |
ATR |
22.6 |
22.9 |
0.4 |
1.6% |
0.0 |
Volume |
2,839 |
816 |
-2,023 |
-71.3% |
51,855 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.4 |
1,848.6 |
1,795.7 |
|
R3 |
1,833.7 |
1,820.9 |
1,788.1 |
|
R2 |
1,806.0 |
1,806.0 |
1,785.6 |
|
R1 |
1,793.2 |
1,793.2 |
1,783.0 |
1,799.6 |
PP |
1,778.3 |
1,778.3 |
1,778.3 |
1,781.5 |
S1 |
1,765.5 |
1,765.5 |
1,778.0 |
1,771.9 |
S2 |
1,750.6 |
1,750.6 |
1,775.4 |
|
S3 |
1,722.9 |
1,737.8 |
1,772.9 |
|
S4 |
1,695.2 |
1,710.1 |
1,765.3 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.2 |
1,883.1 |
1,796.6 |
|
R3 |
1,855.8 |
1,836.7 |
1,783.9 |
|
R2 |
1,809.4 |
1,809.4 |
1,779.6 |
|
R1 |
1,790.3 |
1,790.3 |
1,775.4 |
1,776.7 |
PP |
1,763.0 |
1,763.0 |
1,763.0 |
1,756.2 |
S1 |
1,743.9 |
1,743.9 |
1,766.8 |
1,730.3 |
S2 |
1,716.6 |
1,716.6 |
1,762.6 |
|
S3 |
1,670.2 |
1,697.5 |
1,758.3 |
|
S4 |
1,623.8 |
1,651.1 |
1,745.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,791.0 |
1,735.8 |
55.2 |
3.1% |
23.6 |
1.3% |
81% |
True |
False |
8,721 |
10 |
1,791.0 |
1,735.8 |
55.2 |
3.1% |
21.1 |
1.2% |
81% |
True |
False |
8,312 |
20 |
1,791.0 |
1,685.1 |
105.9 |
5.9% |
23.6 |
1.3% |
90% |
True |
False |
7,753 |
40 |
1,791.0 |
1,590.2 |
200.8 |
11.3% |
20.7 |
1.2% |
95% |
True |
False |
6,176 |
60 |
1,791.0 |
1,557.0 |
234.0 |
13.1% |
20.9 |
1.2% |
96% |
True |
False |
6,007 |
80 |
1,791.0 |
1,550.0 |
241.0 |
13.5% |
21.9 |
1.2% |
96% |
True |
False |
4,944 |
100 |
1,791.0 |
1,534.3 |
256.7 |
14.4% |
23.0 |
1.3% |
96% |
True |
False |
4,361 |
120 |
1,791.0 |
1,534.3 |
256.7 |
14.4% |
22.1 |
1.2% |
96% |
True |
False |
3,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.7 |
2.618 |
1,863.5 |
1.618 |
1,835.8 |
1.000 |
1,818.7 |
0.618 |
1,808.1 |
HIGH |
1,791.0 |
0.618 |
1,780.4 |
0.500 |
1,777.2 |
0.382 |
1,773.9 |
LOW |
1,763.3 |
0.618 |
1,746.2 |
1.000 |
1,735.6 |
1.618 |
1,718.5 |
2.618 |
1,690.8 |
4.250 |
1,645.6 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,779.4 |
1,777.3 |
PP |
1,778.3 |
1,774.1 |
S1 |
1,777.2 |
1,770.9 |
|