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 |
1,766.0 |
1,777.9 |
11.9 |
0.7% |
1,772.5 |
High |
1,791.0 |
1,779.3 |
-11.7 |
-0.7% |
1,782.2 |
Low |
1,763.3 |
1,772.7 |
9.4 |
0.5% |
1,735.8 |
Close |
1,780.5 |
1,772.7 |
-7.8 |
-0.4% |
1,771.1 |
Range |
27.7 |
6.6 |
-21.1 |
-76.2% |
46.4 |
ATR |
22.9 |
21.8 |
-1.1 |
-4.7% |
0.0 |
Volume |
816 |
94 |
-722 |
-88.5% |
51,855 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.7 |
1,790.3 |
1,776.3 |
|
R3 |
1,788.1 |
1,783.7 |
1,774.5 |
|
R2 |
1,781.5 |
1,781.5 |
1,773.9 |
|
R1 |
1,777.1 |
1,777.1 |
1,773.3 |
1,776.0 |
PP |
1,774.9 |
1,774.9 |
1,774.9 |
1,774.4 |
S1 |
1,770.5 |
1,770.5 |
1,772.1 |
1,769.4 |
S2 |
1,768.3 |
1,768.3 |
1,771.5 |
|
S3 |
1,761.7 |
1,763.9 |
1,770.9 |
|
S4 |
1,755.1 |
1,757.3 |
1,769.1 |
|
|
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% |
21.6 |
1.2% |
67% |
False |
False |
5,195 |
10 |
1,791.0 |
1,735.8 |
55.2 |
3.1% |
19.5 |
1.1% |
67% |
False |
False |
7,344 |
20 |
1,791.0 |
1,687.2 |
103.8 |
5.9% |
23.2 |
1.3% |
82% |
False |
False |
7,376 |
40 |
1,791.0 |
1,590.2 |
200.8 |
11.3% |
20.5 |
1.2% |
91% |
False |
False |
6,096 |
60 |
1,791.0 |
1,557.0 |
234.0 |
13.2% |
20.7 |
1.2% |
92% |
False |
False |
5,977 |
80 |
1,791.0 |
1,550.0 |
241.0 |
13.6% |
21.5 |
1.2% |
92% |
False |
False |
4,926 |
100 |
1,791.0 |
1,534.3 |
256.7 |
14.5% |
23.0 |
1.3% |
93% |
False |
False |
4,353 |
120 |
1,791.0 |
1,534.3 |
256.7 |
14.5% |
21.9 |
1.2% |
93% |
False |
False |
3,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.4 |
2.618 |
1,796.6 |
1.618 |
1,790.0 |
1.000 |
1,785.9 |
0.618 |
1,783.4 |
HIGH |
1,779.3 |
0.618 |
1,776.8 |
0.500 |
1,776.0 |
0.382 |
1,775.2 |
LOW |
1,772.7 |
0.618 |
1,768.6 |
1.000 |
1,766.1 |
1.618 |
1,762.0 |
2.618 |
1,755.4 |
4.250 |
1,744.7 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,776.0 |
1,777.2 |
PP |
1,774.9 |
1,775.7 |
S1 |
1,773.8 |
1,774.2 |
|