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 |
4,385.0 |
4,352.0 |
-33.0 |
-0.8% |
4,408.0 |
High |
4,401.0 |
4,419.0 |
18.0 |
0.4% |
4,410.0 |
Low |
4,370.0 |
4,348.0 |
-22.0 |
-0.5% |
4,340.0 |
Close |
4,384.0 |
4,394.0 |
10.0 |
0.2% |
4,384.0 |
Range |
31.0 |
71.0 |
40.0 |
129.0% |
70.0 |
ATR |
31.1 |
33.9 |
2.9 |
9.2% |
0.0 |
Volume |
26,059 |
19,727 |
-6,332 |
-24.3% |
107,121 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.0 |
4,568.0 |
4,433.1 |
|
R3 |
4,529.0 |
4,497.0 |
4,413.5 |
|
R2 |
4,458.0 |
4,458.0 |
4,407.0 |
|
R1 |
4,426.0 |
4,426.0 |
4,400.5 |
4,442.0 |
PP |
4,387.0 |
4,387.0 |
4,387.0 |
4,395.0 |
S1 |
4,355.0 |
4,355.0 |
4,387.5 |
4,371.0 |
S2 |
4,316.0 |
4,316.0 |
4,381.0 |
|
S3 |
4,245.0 |
4,284.0 |
4,374.5 |
|
S4 |
4,174.0 |
4,213.0 |
4,355.0 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.0 |
4,556.0 |
4,422.5 |
|
R3 |
4,518.0 |
4,486.0 |
4,403.3 |
|
R2 |
4,448.0 |
4,448.0 |
4,396.8 |
|
R1 |
4,416.0 |
4,416.0 |
4,390.4 |
4,397.0 |
PP |
4,378.0 |
4,378.0 |
4,378.0 |
4,368.5 |
S1 |
4,346.0 |
4,346.0 |
4,377.6 |
4,327.0 |
S2 |
4,308.0 |
4,308.0 |
4,371.2 |
|
S3 |
4,238.0 |
4,276.0 |
4,364.8 |
|
S4 |
4,168.0 |
4,206.0 |
4,345.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,419.0 |
4,340.0 |
79.0 |
1.8% |
39.4 |
0.9% |
68% |
True |
False |
21,035 |
10 |
4,430.0 |
4,340.0 |
90.0 |
2.0% |
32.9 |
0.7% |
60% |
False |
False |
36,980 |
20 |
4,430.0 |
4,271.0 |
159.0 |
3.6% |
28.1 |
0.6% |
77% |
False |
False |
23,167 |
40 |
4,430.0 |
4,172.0 |
258.0 |
5.9% |
19.0 |
0.4% |
86% |
False |
False |
11,647 |
60 |
4,430.0 |
4,031.0 |
399.0 |
9.1% |
14.3 |
0.3% |
91% |
False |
False |
7,795 |
80 |
4,430.0 |
3,982.0 |
448.0 |
10.2% |
11.3 |
0.3% |
92% |
False |
False |
5,862 |
100 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
10.0 |
0.2% |
93% |
False |
False |
4,707 |
120 |
4,430.0 |
3,950.0 |
480.0 |
10.9% |
8.7 |
0.2% |
93% |
False |
False |
3,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.8 |
2.618 |
4,604.9 |
1.618 |
4,533.9 |
1.000 |
4,490.0 |
0.618 |
4,462.9 |
HIGH |
4,419.0 |
0.618 |
4,391.9 |
0.500 |
4,383.5 |
0.382 |
4,375.1 |
LOW |
4,348.0 |
0.618 |
4,304.1 |
1.000 |
4,277.0 |
1.618 |
4,233.1 |
2.618 |
4,162.1 |
4.250 |
4,046.3 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,390.5 |
4,389.2 |
PP |
4,387.0 |
4,384.3 |
S1 |
4,383.5 |
4,379.5 |
|