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 |
8,980 |
8,875 |
-105 |
-1.2% |
9,045 |
High |
9,010 |
8,880 |
-130 |
-1.4% |
9,065 |
Low |
8,830 |
8,770 |
-60 |
-0.7% |
8,830 |
Close |
8,870 |
8,825 |
-45 |
-0.5% |
8,870 |
Range |
180 |
110 |
-70 |
-38.9% |
235 |
ATR |
121 |
120 |
-1 |
-0.6% |
0 |
Volume |
5,157 |
5,087 |
-70 |
-1.4% |
18,263 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,155 |
9,100 |
8,886 |
|
R3 |
9,045 |
8,990 |
8,855 |
|
R2 |
8,935 |
8,935 |
8,845 |
|
R1 |
8,880 |
8,880 |
8,835 |
8,853 |
PP |
8,825 |
8,825 |
8,825 |
8,811 |
S1 |
8,770 |
8,770 |
8,815 |
8,743 |
S2 |
8,715 |
8,715 |
8,805 |
|
S3 |
8,605 |
8,660 |
8,795 |
|
S4 |
8,495 |
8,550 |
8,765 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,627 |
9,483 |
8,999 |
|
R3 |
9,392 |
9,248 |
8,935 |
|
R2 |
9,157 |
9,157 |
8,913 |
|
R1 |
9,013 |
9,013 |
8,892 |
8,968 |
PP |
8,922 |
8,922 |
8,922 |
8,899 |
S1 |
8,778 |
8,778 |
8,849 |
8,733 |
S2 |
8,687 |
8,687 |
8,827 |
|
S3 |
8,452 |
8,543 |
8,806 |
|
S4 |
8,217 |
8,308 |
8,741 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,065 |
8,770 |
295 |
3.3% |
133 |
1.5% |
19% |
False |
True |
4,143 |
10 |
9,235 |
8,770 |
465 |
5.3% |
133 |
1.5% |
12% |
False |
True |
4,140 |
20 |
9,235 |
8,620 |
615 |
7.0% |
136 |
1.5% |
33% |
False |
False |
4,703 |
40 |
9,245 |
8,620 |
625 |
7.1% |
88 |
1.0% |
33% |
False |
False |
2,368 |
60 |
9,245 |
8,365 |
880 |
10.0% |
60 |
0.7% |
52% |
False |
False |
1,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,348 |
2.618 |
9,168 |
1.618 |
9,058 |
1.000 |
8,990 |
0.618 |
8,948 |
HIGH |
8,880 |
0.618 |
8,838 |
0.500 |
8,825 |
0.382 |
8,812 |
LOW |
8,770 |
0.618 |
8,702 |
1.000 |
8,660 |
1.618 |
8,592 |
2.618 |
8,482 |
4.250 |
8,303 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,825 |
8,890 |
PP |
8,825 |
8,868 |
S1 |
8,825 |
8,847 |
|