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 |
1,780.0 |
1,776.2 |
-3.8 |
-0.2% |
1,774.7 |
High |
1,786.6 |
1,784.0 |
-2.6 |
-0.1% |
1,785.9 |
Low |
1,772.3 |
1,773.0 |
0.7 |
0.0% |
1,738.3 |
Close |
1,775.6 |
1,779.8 |
4.2 |
0.2% |
1,773.9 |
Range |
14.3 |
11.0 |
-3.3 |
-23.1% |
47.6 |
ATR |
22.1 |
21.3 |
-0.8 |
-3.6% |
0.0 |
Volume |
119,797 |
119,091 |
-706 |
-0.6% |
851,654 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.9 |
1,806.9 |
1,785.9 |
|
R3 |
1,800.9 |
1,795.9 |
1,782.8 |
|
R2 |
1,789.9 |
1,789.9 |
1,781.8 |
|
R1 |
1,784.9 |
1,784.9 |
1,780.8 |
1,787.4 |
PP |
1,778.9 |
1,778.9 |
1,778.9 |
1,780.2 |
S1 |
1,773.9 |
1,773.9 |
1,778.8 |
1,776.4 |
S2 |
1,767.9 |
1,767.9 |
1,777.8 |
|
S3 |
1,756.9 |
1,762.9 |
1,776.8 |
|
S4 |
1,745.9 |
1,751.9 |
1,773.8 |
|
|
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 |
1,753.2 |
41.2 |
2.3% |
20.0 |
1.1% |
65% |
False |
False |
153,581 |
10 |
1,794.4 |
1,738.3 |
56.1 |
3.2% |
20.3 |
1.1% |
74% |
False |
False |
161,101 |
20 |
1,794.4 |
1,691.3 |
103.1 |
5.8% |
23.0 |
1.3% |
86% |
False |
False |
165,441 |
40 |
1,794.4 |
1,592.1 |
202.3 |
11.4% |
20.5 |
1.2% |
93% |
False |
False |
134,873 |
60 |
1,794.4 |
1,559.5 |
234.9 |
13.2% |
20.4 |
1.1% |
94% |
False |
False |
108,389 |
80 |
1,794.4 |
1,552.0 |
242.4 |
13.6% |
21.6 |
1.2% |
94% |
False |
False |
82,744 |
100 |
1,794.4 |
1,535.4 |
259.0 |
14.6% |
23.4 |
1.3% |
94% |
False |
False |
67,496 |
120 |
1,794.4 |
1,535.4 |
259.0 |
14.6% |
22.5 |
1.3% |
94% |
False |
False |
56,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.8 |
2.618 |
1,812.8 |
1.618 |
1,801.8 |
1.000 |
1,795.0 |
0.618 |
1,790.8 |
HIGH |
1,784.0 |
0.618 |
1,779.8 |
0.500 |
1,778.5 |
0.382 |
1,777.2 |
LOW |
1,773.0 |
0.618 |
1,766.2 |
1.000 |
1,762.0 |
1.618 |
1,755.2 |
2.618 |
1,744.2 |
4.250 |
1,726.3 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,779.4 |
1,780.1 |
PP |
1,778.9 |
1,780.0 |
S1 |
1,778.5 |
1,779.9 |
|