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 |
8,835 |
8,790 |
-45 |
-0.5% |
9,045 |
High |
8,855 |
8,820 |
-35 |
-0.4% |
9,065 |
Low |
8,760 |
8,745 |
-15 |
-0.2% |
8,830 |
Close |
8,800 |
8,795 |
-5 |
-0.1% |
8,870 |
Range |
95 |
75 |
-20 |
-21.1% |
235 |
ATR |
118 |
115 |
-3 |
-2.6% |
0 |
Volume |
4,264 |
4,506 |
242 |
5.7% |
18,263 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,012 |
8,978 |
8,836 |
|
R3 |
8,937 |
8,903 |
8,816 |
|
R2 |
8,862 |
8,862 |
8,809 |
|
R1 |
8,828 |
8,828 |
8,802 |
8,845 |
PP |
8,787 |
8,787 |
8,787 |
8,795 |
S1 |
8,753 |
8,753 |
8,788 |
8,770 |
S2 |
8,712 |
8,712 |
8,781 |
|
S3 |
8,637 |
8,678 |
8,775 |
|
S4 |
8,562 |
8,603 |
8,754 |
|
|
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 |
8,745 |
265 |
3.0% |
120 |
1.4% |
19% |
False |
True |
4,621 |
10 |
9,165 |
8,745 |
420 |
4.8% |
119 |
1.4% |
12% |
False |
True |
3,955 |
20 |
9,235 |
8,620 |
615 |
7.0% |
129 |
1.5% |
28% |
False |
False |
5,049 |
40 |
9,245 |
8,620 |
625 |
7.1% |
91 |
1.0% |
28% |
False |
False |
2,587 |
60 |
9,245 |
8,365 |
880 |
10.0% |
62 |
0.7% |
49% |
False |
False |
1,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,139 |
2.618 |
9,016 |
1.618 |
8,941 |
1.000 |
8,895 |
0.618 |
8,866 |
HIGH |
8,820 |
0.618 |
8,791 |
0.500 |
8,783 |
0.382 |
8,774 |
LOW |
8,745 |
0.618 |
8,699 |
1.000 |
8,670 |
1.618 |
8,624 |
2.618 |
8,549 |
4.250 |
8,426 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,791 |
8,813 |
PP |
8,787 |
8,807 |
S1 |
8,783 |
8,801 |
|