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 |
1,777.9 |
1,772.2 |
-5.7 |
-0.3% |
1,772.5 |
High |
1,779.3 |
1,779.9 |
0.6 |
0.0% |
1,782.2 |
Low |
1,772.7 |
1,771.9 |
-0.8 |
0.0% |
1,735.8 |
Close |
1,772.7 |
1,777.3 |
4.6 |
0.3% |
1,771.1 |
Range |
6.6 |
8.0 |
1.4 |
21.2% |
46.4 |
ATR |
21.8 |
20.9 |
-1.0 |
-4.5% |
0.0 |
Volume |
94 |
134 |
40 |
42.6% |
51,855 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.4 |
1,796.8 |
1,781.7 |
|
R3 |
1,792.4 |
1,788.8 |
1,779.5 |
|
R2 |
1,784.4 |
1,784.4 |
1,778.8 |
|
R1 |
1,780.8 |
1,780.8 |
1,778.0 |
1,782.6 |
PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,777.3 |
S1 |
1,772.8 |
1,772.8 |
1,776.6 |
1,774.6 |
S2 |
1,768.4 |
1,768.4 |
1,775.8 |
|
S3 |
1,760.4 |
1,764.8 |
1,775.1 |
|
S4 |
1,752.4 |
1,756.8 |
1,772.9 |
|
|
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 |
1,750.7 |
40.3 |
2.3% |
17.3 |
1.0% |
66% |
False |
False |
2,174 |
10 |
1,791.0 |
1,735.8 |
55.2 |
3.1% |
18.6 |
1.0% |
75% |
False |
False |
6,570 |
20 |
1,791.0 |
1,688.8 |
102.2 |
5.8% |
23.2 |
1.3% |
87% |
False |
False |
7,072 |
40 |
1,791.0 |
1,590.2 |
200.8 |
11.3% |
20.5 |
1.2% |
93% |
False |
False |
6,036 |
60 |
1,791.0 |
1,557.0 |
234.0 |
13.2% |
20.3 |
1.1% |
94% |
False |
False |
5,921 |
80 |
1,791.0 |
1,550.0 |
241.0 |
13.6% |
21.3 |
1.2% |
94% |
False |
False |
4,889 |
100 |
1,791.0 |
1,534.3 |
256.7 |
14.4% |
23.0 |
1.3% |
95% |
False |
False |
4,341 |
120 |
1,791.0 |
1,534.3 |
256.7 |
14.4% |
21.8 |
1.2% |
95% |
False |
False |
3,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.9 |
2.618 |
1,800.8 |
1.618 |
1,792.8 |
1.000 |
1,787.9 |
0.618 |
1,784.8 |
HIGH |
1,779.9 |
0.618 |
1,776.8 |
0.500 |
1,775.9 |
0.382 |
1,775.0 |
LOW |
1,771.9 |
0.618 |
1,767.0 |
1.000 |
1,763.9 |
1.618 |
1,759.0 |
2.618 |
1,751.0 |
4.250 |
1,737.9 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,776.8 |
1,777.3 |
PP |
1,776.4 |
1,777.2 |
S1 |
1,775.9 |
1,777.2 |
|