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 |
7,286.0 |
7,308.0 |
22.0 |
0.3% |
7,422.0 |
High |
7,378.0 |
7,343.5 |
-34.5 |
-0.5% |
7,445.5 |
Low |
7,269.0 |
7,275.0 |
6.0 |
0.1% |
7,220.0 |
Close |
7,312.5 |
7,328.0 |
15.5 |
0.2% |
7,238.5 |
Range |
109.0 |
68.5 |
-40.5 |
-37.2% |
225.5 |
ATR |
106.7 |
104.0 |
-2.7 |
-2.6% |
0.0 |
Volume |
115,184 |
123,489 |
8,305 |
7.2% |
625,795 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,521.0 |
7,493.0 |
7,365.7 |
|
R3 |
7,452.5 |
7,424.5 |
7,346.8 |
|
R2 |
7,384.0 |
7,384.0 |
7,340.6 |
|
R1 |
7,356.0 |
7,356.0 |
7,334.3 |
7,370.0 |
PP |
7,315.5 |
7,315.5 |
7,315.5 |
7,322.5 |
S1 |
7,287.5 |
7,287.5 |
7,321.7 |
7,301.5 |
S2 |
7,247.0 |
7,247.0 |
7,315.4 |
|
S3 |
7,178.5 |
7,219.0 |
7,309.2 |
|
S4 |
7,110.0 |
7,150.5 |
7,290.3 |
|
|
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% |
105.1 |
1.4% |
70% |
False |
False |
129,131 |
10 |
7,483.5 |
7,209.5 |
274.0 |
3.7% |
96.9 |
1.3% |
43% |
False |
False |
117,776 |
20 |
7,483.5 |
6,983.0 |
500.5 |
6.8% |
96.3 |
1.3% |
69% |
False |
False |
77,621 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
89.4 |
1.2% |
74% |
False |
False |
39,314 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
105.7 |
1.4% |
87% |
False |
False |
26,382 |
80 |
7,483.5 |
6,086.0 |
1,397.5 |
19.1% |
106.9 |
1.5% |
89% |
False |
False |
20,280 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
109.7 |
1.5% |
90% |
False |
False |
16,433 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
109.0 |
1.5% |
90% |
False |
False |
13,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,634.6 |
2.618 |
7,522.8 |
1.618 |
7,454.3 |
1.000 |
7,412.0 |
0.618 |
7,385.8 |
HIGH |
7,343.5 |
0.618 |
7,317.3 |
0.500 |
7,309.3 |
0.382 |
7,301.2 |
LOW |
7,275.0 |
0.618 |
7,232.7 |
1.000 |
7,206.5 |
1.618 |
7,164.2 |
2.618 |
7,095.7 |
4.250 |
6,983.9 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,321.8 |
7,316.6 |
PP |
7,315.5 |
7,305.2 |
S1 |
7,309.3 |
7,293.8 |
|