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 |
4,410.0 |
4,442.0 |
32.0 |
0.7% |
4,408.0 |
High |
4,441.0 |
4,456.0 |
15.0 |
0.3% |
4,410.0 |
Low |
4,402.0 |
4,434.0 |
32.0 |
0.7% |
4,340.0 |
Close |
4,434.0 |
4,435.0 |
1.0 |
0.0% |
4,384.0 |
Range |
39.0 |
22.0 |
-17.0 |
-43.6% |
70.0 |
ATR |
34.9 |
34.0 |
-0.9 |
-2.6% |
0.0 |
Volume |
22,864 |
19,357 |
-3,507 |
-15.3% |
107,121 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.7 |
4,493.3 |
4,447.1 |
|
R3 |
4,485.7 |
4,471.3 |
4,441.1 |
|
R2 |
4,463.7 |
4,463.7 |
4,439.0 |
|
R1 |
4,449.3 |
4,449.3 |
4,437.0 |
4,445.5 |
PP |
4,441.7 |
4,441.7 |
4,441.7 |
4,439.8 |
S1 |
4,427.3 |
4,427.3 |
4,433.0 |
4,423.5 |
S2 |
4,419.7 |
4,419.7 |
4,431.0 |
|
S3 |
4,397.7 |
4,405.3 |
4,429.0 |
|
S4 |
4,375.7 |
4,383.3 |
4,422.9 |
|
|
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 |
4,456.0 |
4,340.0 |
116.0 |
2.6% |
43.0 |
1.0% |
82% |
True |
False |
22,231 |
10 |
4,456.0 |
4,340.0 |
116.0 |
2.6% |
33.3 |
0.8% |
82% |
True |
False |
21,363 |
20 |
4,456.0 |
4,310.0 |
146.0 |
3.3% |
28.8 |
0.6% |
86% |
True |
False |
25,252 |
40 |
4,456.0 |
4,235.0 |
221.0 |
5.0% |
20.3 |
0.5% |
90% |
True |
False |
12,701 |
60 |
4,456.0 |
4,031.0 |
425.0 |
9.6% |
15.3 |
0.3% |
95% |
True |
False |
8,499 |
80 |
4,456.0 |
3,982.0 |
474.0 |
10.7% |
12.1 |
0.3% |
96% |
True |
False |
6,389 |
100 |
4,456.0 |
3,950.0 |
506.0 |
11.4% |
10.6 |
0.2% |
96% |
True |
False |
5,128 |
120 |
4,456.0 |
3,950.0 |
506.0 |
11.4% |
9.2 |
0.2% |
96% |
True |
False |
4,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,549.5 |
2.618 |
4,513.6 |
1.618 |
4,491.6 |
1.000 |
4,478.0 |
0.618 |
4,469.6 |
HIGH |
4,456.0 |
0.618 |
4,447.6 |
0.500 |
4,445.0 |
0.382 |
4,442.4 |
LOW |
4,434.0 |
0.618 |
4,420.4 |
1.000 |
4,412.0 |
1.618 |
4,398.4 |
2.618 |
4,376.4 |
4.250 |
4,340.5 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,445.0 |
4,424.0 |
PP |
4,441.7 |
4,413.0 |
S1 |
4,438.3 |
4,402.0 |
|