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 |
7,347.5 |
7,211.0 |
-136.5 |
-1.9% |
7,422.0 |
High |
7,354.5 |
7,343.5 |
-11.0 |
-0.1% |
7,445.5 |
Low |
7,220.0 |
7,209.5 |
-10.5 |
-0.1% |
7,220.0 |
Close |
7,238.5 |
7,333.5 |
95.0 |
1.3% |
7,238.5 |
Range |
134.5 |
134.0 |
-0.5 |
-0.4% |
225.5 |
ATR |
104.4 |
106.5 |
2.1 |
2.0% |
0.0 |
Volume |
135,456 |
134,781 |
-675 |
-0.5% |
625,795 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,697.5 |
7,649.5 |
7,407.2 |
|
R3 |
7,563.5 |
7,515.5 |
7,370.4 |
|
R2 |
7,429.5 |
7,429.5 |
7,358.1 |
|
R1 |
7,381.5 |
7,381.5 |
7,345.8 |
7,405.5 |
PP |
7,295.5 |
7,295.5 |
7,295.5 |
7,307.5 |
S1 |
7,247.5 |
7,247.5 |
7,321.2 |
7,271.5 |
S2 |
7,161.5 |
7,161.5 |
7,308.9 |
|
S3 |
7,027.5 |
7,113.5 |
7,296.7 |
|
S4 |
6,893.5 |
6,979.5 |
7,259.8 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.8 |
7,833.7 |
7,362.5 |
|
R3 |
7,752.3 |
7,608.2 |
7,300.5 |
|
R2 |
7,526.8 |
7,526.8 |
7,279.8 |
|
R1 |
7,382.7 |
7,382.7 |
7,259.2 |
7,342.0 |
PP |
7,301.3 |
7,301.3 |
7,301.3 |
7,281.0 |
S1 |
7,157.2 |
7,157.2 |
7,217.8 |
7,116.5 |
S2 |
7,075.8 |
7,075.8 |
7,197.2 |
|
S3 |
6,850.3 |
6,931.7 |
7,176.5 |
|
S4 |
6,624.8 |
6,706.2 |
7,114.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,443.5 |
7,209.5 |
234.0 |
3.2% |
111.5 |
1.5% |
53% |
False |
True |
131,054 |
10 |
7,483.5 |
7,209.5 |
274.0 |
3.7% |
95.2 |
1.3% |
45% |
False |
True |
112,720 |
20 |
7,483.5 |
6,898.0 |
585.5 |
8.0% |
97.3 |
1.3% |
74% |
False |
False |
66,303 |
40 |
7,483.5 |
6,856.5 |
627.0 |
8.5% |
89.2 |
1.2% |
76% |
False |
False |
33,358 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
105.7 |
1.4% |
87% |
False |
False |
22,413 |
80 |
7,483.5 |
6,086.0 |
1,397.5 |
19.1% |
109.0 |
1.5% |
89% |
False |
False |
17,431 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
110.2 |
1.5% |
90% |
False |
False |
14,050 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
109.7 |
1.5% |
90% |
False |
False |
11,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,913.0 |
2.618 |
7,694.3 |
1.618 |
7,560.3 |
1.000 |
7,477.5 |
0.618 |
7,426.3 |
HIGH |
7,343.5 |
0.618 |
7,292.3 |
0.500 |
7,276.5 |
0.382 |
7,260.7 |
LOW |
7,209.5 |
0.618 |
7,126.7 |
1.000 |
7,075.5 |
1.618 |
6,992.7 |
2.618 |
6,858.7 |
4.250 |
6,640.0 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,314.5 |
7,316.3 |
PP |
7,295.5 |
7,299.2 |
S1 |
7,276.5 |
7,282.0 |
|