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 |
13,349 |
13,434 |
85 |
0.6% |
13,490 |
High |
13,526 |
13,499 |
-27 |
-0.2% |
13,548 |
Low |
13,313 |
13,347 |
34 |
0.3% |
13,293 |
Close |
13,437 |
13,411 |
-26 |
-0.2% |
13,355 |
Range |
213 |
152 |
-61 |
-28.6% |
255 |
ATR |
124 |
126 |
2 |
1.6% |
0 |
Volume |
147,569 |
135,663 |
-11,906 |
-8.1% |
612,916 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,875 |
13,795 |
13,495 |
|
R3 |
13,723 |
13,643 |
13,453 |
|
R2 |
13,571 |
13,571 |
13,439 |
|
R1 |
13,491 |
13,491 |
13,425 |
13,455 |
PP |
13,419 |
13,419 |
13,419 |
13,401 |
S1 |
13,339 |
13,339 |
13,397 |
13,303 |
S2 |
13,267 |
13,267 |
13,383 |
|
S3 |
13,115 |
13,187 |
13,369 |
|
S4 |
12,963 |
13,035 |
13,328 |
|
|
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 |
13,526 |
13,293 |
233 |
1.7% |
142 |
1.1% |
51% |
False |
False |
134,957 |
10 |
13,588 |
13,293 |
295 |
2.2% |
124 |
0.9% |
40% |
False |
False |
120,872 |
20 |
13,588 |
12,922 |
666 |
5.0% |
125 |
0.9% |
73% |
False |
False |
80,118 |
40 |
13,588 |
12,888 |
700 |
5.2% |
111 |
0.8% |
75% |
False |
False |
40,120 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
119 |
0.9% |
86% |
False |
False |
26,753 |
80 |
13,588 |
12,235 |
1,353 |
10.1% |
111 |
0.8% |
87% |
False |
False |
20,066 |
100 |
13,588 |
11,913 |
1,675 |
12.5% |
98 |
0.7% |
89% |
False |
False |
16,053 |
120 |
13,588 |
11,913 |
1,675 |
12.5% |
88 |
0.7% |
89% |
False |
False |
13,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,145 |
2.618 |
13,897 |
1.618 |
13,745 |
1.000 |
13,651 |
0.618 |
13,593 |
HIGH |
13,499 |
0.618 |
13,441 |
0.500 |
13,423 |
0.382 |
13,405 |
LOW |
13,347 |
0.618 |
13,253 |
1.000 |
13,195 |
1.618 |
13,101 |
2.618 |
12,949 |
4.250 |
12,701 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,423 |
13,411 |
PP |
13,419 |
13,410 |
S1 |
13,415 |
13,410 |
|