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 |
13,412 |
13,349 |
-63 |
-0.5% |
13,490 |
High |
13,433 |
13,526 |
93 |
0.7% |
13,548 |
Low |
13,293 |
13,313 |
20 |
0.2% |
13,293 |
Close |
13,355 |
13,437 |
82 |
0.6% |
13,355 |
Range |
140 |
213 |
73 |
52.1% |
255 |
ATR |
117 |
124 |
7 |
5.9% |
0 |
Volume |
146,311 |
147,569 |
1,258 |
0.9% |
612,916 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,064 |
13,964 |
13,554 |
|
R3 |
13,851 |
13,751 |
13,496 |
|
R2 |
13,638 |
13,638 |
13,476 |
|
R1 |
13,538 |
13,538 |
13,457 |
13,588 |
PP |
13,425 |
13,425 |
13,425 |
13,451 |
S1 |
13,325 |
13,325 |
13,418 |
13,375 |
S2 |
13,212 |
13,212 |
13,398 |
|
S3 |
12,999 |
13,112 |
13,379 |
|
S4 |
12,786 |
12,899 |
13,320 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,164 |
14,014 |
13,495 |
|
R3 |
13,909 |
13,759 |
13,425 |
|
R2 |
13,654 |
13,654 |
13,402 |
|
R1 |
13,504 |
13,504 |
13,379 |
13,452 |
PP |
13,399 |
13,399 |
13,399 |
13,372 |
S1 |
13,249 |
13,249 |
13,332 |
13,197 |
S2 |
13,144 |
13,144 |
13,308 |
|
S3 |
12,889 |
12,994 |
13,285 |
|
S4 |
12,634 |
12,739 |
13,215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,548 |
13,293 |
255 |
1.9% |
144 |
1.1% |
56% |
False |
False |
133,313 |
10 |
13,588 |
13,293 |
295 |
2.2% |
117 |
0.9% |
49% |
False |
False |
117,827 |
20 |
13,588 |
12,888 |
700 |
5.2% |
125 |
0.9% |
78% |
False |
False |
73,380 |
40 |
13,588 |
12,888 |
700 |
5.2% |
109 |
0.8% |
78% |
False |
False |
36,729 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
118 |
0.9% |
88% |
False |
False |
24,492 |
80 |
13,588 |
12,235 |
1,353 |
10.1% |
109 |
0.8% |
89% |
False |
False |
18,370 |
100 |
13,588 |
11,913 |
1,675 |
12.5% |
97 |
0.7% |
91% |
False |
False |
14,697 |
120 |
13,588 |
11,913 |
1,675 |
12.5% |
87 |
0.6% |
91% |
False |
False |
12,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,431 |
2.618 |
14,084 |
1.618 |
13,871 |
1.000 |
13,739 |
0.618 |
13,658 |
HIGH |
13,526 |
0.618 |
13,445 |
0.500 |
13,420 |
0.382 |
13,394 |
LOW |
13,313 |
0.618 |
13,181 |
1.000 |
13,100 |
1.618 |
12,968 |
2.618 |
12,755 |
4.250 |
12,408 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,431 |
13,428 |
PP |
13,425 |
13,419 |
S1 |
13,420 |
13,410 |
|