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 |
1,780.0 |
1,773.7 |
-6.3 |
-0.4% |
1,774.7 |
High |
1,785.9 |
1,794.4 |
8.5 |
0.5% |
1,785.9 |
Low |
1,769.5 |
1,765.7 |
-3.8 |
-0.2% |
1,738.3 |
Close |
1,773.9 |
1,783.3 |
9.4 |
0.5% |
1,773.9 |
Range |
16.4 |
28.7 |
12.3 |
75.0% |
47.6 |
ATR |
22.2 |
22.7 |
0.5 |
2.1% |
0.0 |
Volume |
156,934 |
190,607 |
33,673 |
21.5% |
851,654 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.2 |
1,854.0 |
1,799.1 |
|
R3 |
1,838.5 |
1,825.3 |
1,791.2 |
|
R2 |
1,809.8 |
1,809.8 |
1,788.6 |
|
R1 |
1,796.6 |
1,796.6 |
1,785.9 |
1,803.2 |
PP |
1,781.1 |
1,781.1 |
1,781.1 |
1,784.5 |
S1 |
1,767.9 |
1,767.9 |
1,780.7 |
1,774.5 |
S2 |
1,752.4 |
1,752.4 |
1,778.0 |
|
S3 |
1,723.7 |
1,739.2 |
1,775.4 |
|
S4 |
1,695.0 |
1,710.5 |
1,767.5 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.8 |
1,889.0 |
1,800.1 |
|
R3 |
1,861.2 |
1,841.4 |
1,787.0 |
|
R2 |
1,813.6 |
1,813.6 |
1,782.6 |
|
R1 |
1,793.8 |
1,793.8 |
1,778.3 |
1,779.9 |
PP |
1,766.0 |
1,766.0 |
1,766.0 |
1,759.1 |
S1 |
1,746.2 |
1,746.2 |
1,769.5 |
1,732.3 |
S2 |
1,718.4 |
1,718.4 |
1,765.2 |
|
S3 |
1,670.8 |
1,698.6 |
1,760.8 |
|
S4 |
1,623.2 |
1,651.0 |
1,747.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.4 |
1,738.3 |
56.1 |
3.1% |
24.4 |
1.4% |
80% |
True |
False |
176,613 |
10 |
1,794.4 |
1,738.3 |
56.1 |
3.1% |
21.8 |
1.2% |
80% |
True |
False |
169,871 |
20 |
1,794.4 |
1,687.6 |
106.8 |
6.0% |
22.9 |
1.3% |
90% |
True |
False |
167,534 |
40 |
1,794.4 |
1,592.1 |
202.3 |
11.3% |
20.5 |
1.1% |
95% |
True |
False |
132,590 |
60 |
1,794.4 |
1,559.5 |
234.9 |
13.2% |
20.8 |
1.2% |
95% |
True |
False |
104,805 |
80 |
1,794.4 |
1,552.0 |
242.4 |
13.6% |
22.0 |
1.2% |
95% |
True |
False |
79,853 |
100 |
1,794.4 |
1,535.4 |
259.0 |
14.5% |
23.5 |
1.3% |
96% |
True |
False |
65,194 |
120 |
1,794.4 |
1,535.4 |
259.0 |
14.5% |
22.8 |
1.3% |
96% |
True |
False |
54,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.4 |
2.618 |
1,869.5 |
1.618 |
1,840.8 |
1.000 |
1,823.1 |
0.618 |
1,812.1 |
HIGH |
1,794.4 |
0.618 |
1,783.4 |
0.500 |
1,780.1 |
0.382 |
1,776.7 |
LOW |
1,765.7 |
0.618 |
1,748.0 |
1.000 |
1,737.0 |
1.618 |
1,719.3 |
2.618 |
1,690.6 |
4.250 |
1,643.7 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,782.2 |
1,780.1 |
PP |
1,781.1 |
1,777.0 |
S1 |
1,780.1 |
1,773.8 |
|