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 |
1,773.7 |
1,780.0 |
6.3 |
0.4% |
1,774.7 |
High |
1,794.4 |
1,786.6 |
-7.8 |
-0.4% |
1,785.9 |
Low |
1,765.7 |
1,772.3 |
6.6 |
0.4% |
1,738.3 |
Close |
1,783.3 |
1,775.6 |
-7.7 |
-0.4% |
1,773.9 |
Range |
28.7 |
14.3 |
-14.4 |
-50.2% |
47.6 |
ATR |
22.7 |
22.1 |
-0.6 |
-2.6% |
0.0 |
Volume |
190,607 |
119,797 |
-70,810 |
-37.1% |
851,654 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.1 |
1,812.6 |
1,783.5 |
|
R3 |
1,806.8 |
1,798.3 |
1,779.5 |
|
R2 |
1,792.5 |
1,792.5 |
1,778.2 |
|
R1 |
1,784.0 |
1,784.0 |
1,776.9 |
1,781.1 |
PP |
1,778.2 |
1,778.2 |
1,778.2 |
1,776.7 |
S1 |
1,769.7 |
1,769.7 |
1,774.3 |
1,766.8 |
S2 |
1,763.9 |
1,763.9 |
1,773.0 |
|
S3 |
1,749.6 |
1,755.4 |
1,771.7 |
|
S4 |
1,735.3 |
1,741.1 |
1,767.7 |
|
|
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 |
3.2% |
23.8 |
1.3% |
66% |
False |
False |
169,037 |
10 |
1,794.4 |
1,738.3 |
56.1 |
3.2% |
20.9 |
1.2% |
66% |
False |
False |
165,488 |
20 |
1,794.4 |
1,689.6 |
104.8 |
5.9% |
22.9 |
1.3% |
82% |
False |
False |
164,565 |
40 |
1,794.4 |
1,592.1 |
202.3 |
11.4% |
20.5 |
1.2% |
91% |
False |
False |
133,768 |
60 |
1,794.4 |
1,559.5 |
234.9 |
13.2% |
20.8 |
1.2% |
92% |
False |
False |
106,671 |
80 |
1,794.4 |
1,552.0 |
242.4 |
13.7% |
21.7 |
1.2% |
92% |
False |
False |
81,296 |
100 |
1,794.4 |
1,535.4 |
259.0 |
14.6% |
23.5 |
1.3% |
93% |
False |
False |
66,341 |
120 |
1,794.4 |
1,535.4 |
259.0 |
14.6% |
22.7 |
1.3% |
93% |
False |
False |
55,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.4 |
2.618 |
1,824.0 |
1.618 |
1,809.7 |
1.000 |
1,800.9 |
0.618 |
1,795.4 |
HIGH |
1,786.6 |
0.618 |
1,781.1 |
0.500 |
1,779.5 |
0.382 |
1,777.8 |
LOW |
1,772.3 |
0.618 |
1,763.5 |
1.000 |
1,758.0 |
1.618 |
1,749.2 |
2.618 |
1,734.9 |
4.250 |
1,711.5 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,779.5 |
1,780.1 |
PP |
1,778.2 |
1,778.6 |
S1 |
1,776.9 |
1,777.1 |
|