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 |
8,875 |
8,835 |
-40 |
-0.5% |
9,045 |
High |
8,880 |
8,855 |
-25 |
-0.3% |
9,065 |
Low |
8,770 |
8,760 |
-10 |
-0.1% |
8,830 |
Close |
8,825 |
8,800 |
-25 |
-0.3% |
8,870 |
Range |
110 |
95 |
-15 |
-13.6% |
235 |
ATR |
120 |
118 |
-2 |
-1.5% |
0 |
Volume |
5,087 |
4,264 |
-823 |
-16.2% |
18,263 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,090 |
9,040 |
8,852 |
|
R3 |
8,995 |
8,945 |
8,826 |
|
R2 |
8,900 |
8,900 |
8,818 |
|
R1 |
8,850 |
8,850 |
8,809 |
8,828 |
PP |
8,805 |
8,805 |
8,805 |
8,794 |
S1 |
8,755 |
8,755 |
8,791 |
8,733 |
S2 |
8,710 |
8,710 |
8,783 |
|
S3 |
8,615 |
8,660 |
8,774 |
|
S4 |
8,520 |
8,565 |
8,748 |
|
|
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 |
9,010 |
8,760 |
250 |
2.8% |
131 |
1.5% |
16% |
False |
True |
4,355 |
10 |
9,235 |
8,760 |
475 |
5.4% |
125 |
1.4% |
8% |
False |
True |
4,111 |
20 |
9,235 |
8,620 |
615 |
7.0% |
133 |
1.5% |
29% |
False |
False |
4,862 |
40 |
9,245 |
8,620 |
625 |
7.1% |
91 |
1.0% |
29% |
False |
False |
2,475 |
60 |
9,245 |
8,365 |
880 |
10.0% |
61 |
0.7% |
49% |
False |
False |
1,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,259 |
2.618 |
9,104 |
1.618 |
9,009 |
1.000 |
8,950 |
0.618 |
8,914 |
HIGH |
8,855 |
0.618 |
8,819 |
0.500 |
8,808 |
0.382 |
8,796 |
LOW |
8,760 |
0.618 |
8,701 |
1.000 |
8,665 |
1.618 |
8,606 |
2.618 |
8,511 |
4.250 |
8,356 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,808 |
8,885 |
PP |
8,805 |
8,857 |
S1 |
8,803 |
8,828 |
|