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 |
7,211.0 |
7,286.0 |
75.0 |
1.0% |
7,422.0 |
High |
7,343.5 |
7,378.0 |
34.5 |
0.5% |
7,445.5 |
Low |
7,209.5 |
7,269.0 |
59.5 |
0.8% |
7,220.0 |
Close |
7,333.5 |
7,312.5 |
-21.0 |
-0.3% |
7,238.5 |
Range |
134.0 |
109.0 |
-25.0 |
-18.7% |
225.5 |
ATR |
106.5 |
106.7 |
0.2 |
0.2% |
0.0 |
Volume |
134,781 |
115,184 |
-19,597 |
-14.5% |
625,795 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,646.8 |
7,588.7 |
7,372.5 |
|
R3 |
7,537.8 |
7,479.7 |
7,342.5 |
|
R2 |
7,428.8 |
7,428.8 |
7,332.5 |
|
R1 |
7,370.7 |
7,370.7 |
7,322.5 |
7,399.8 |
PP |
7,319.8 |
7,319.8 |
7,319.8 |
7,334.4 |
S1 |
7,261.7 |
7,261.7 |
7,302.5 |
7,290.8 |
S2 |
7,210.8 |
7,210.8 |
7,292.5 |
|
S3 |
7,101.8 |
7,152.7 |
7,282.5 |
|
S4 |
6,992.8 |
7,043.7 |
7,252.6 |
|
|
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 |
7,378.0 |
7,209.5 |
168.5 |
2.3% |
114.9 |
1.6% |
61% |
True |
False |
126,842 |
10 |
7,483.5 |
7,209.5 |
274.0 |
3.7% |
97.7 |
1.3% |
38% |
False |
False |
114,762 |
20 |
7,483.5 |
6,898.0 |
585.5 |
8.0% |
98.0 |
1.3% |
71% |
False |
False |
71,844 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
89.9 |
1.2% |
72% |
False |
False |
36,231 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
106.8 |
1.5% |
85% |
False |
False |
24,325 |
80 |
7,483.5 |
6,086.0 |
1,397.5 |
19.1% |
107.7 |
1.5% |
88% |
False |
False |
18,814 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
110.4 |
1.5% |
89% |
False |
False |
15,201 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
109.2 |
1.5% |
89% |
False |
False |
12,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,841.3 |
2.618 |
7,663.4 |
1.618 |
7,554.4 |
1.000 |
7,487.0 |
0.618 |
7,445.4 |
HIGH |
7,378.0 |
0.618 |
7,336.4 |
0.500 |
7,323.5 |
0.382 |
7,310.6 |
LOW |
7,269.0 |
0.618 |
7,201.6 |
1.000 |
7,160.0 |
1.618 |
7,092.6 |
2.618 |
6,983.6 |
4.250 |
6,805.8 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,323.5 |
7,306.3 |
PP |
7,319.8 |
7,300.0 |
S1 |
7,316.2 |
7,293.8 |
|