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 |
13,434 |
13,409 |
-25 |
-0.2% |
13,490 |
High |
13,499 |
13,463 |
-36 |
-0.3% |
13,548 |
Low |
13,347 |
13,360 |
13 |
0.1% |
13,293 |
Close |
13,411 |
13,426 |
15 |
0.1% |
13,355 |
Range |
152 |
103 |
-49 |
-32.2% |
255 |
ATR |
126 |
124 |
-2 |
-1.3% |
0 |
Volume |
135,663 |
119,271 |
-16,392 |
-12.1% |
612,916 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,725 |
13,679 |
13,483 |
|
R3 |
13,622 |
13,576 |
13,454 |
|
R2 |
13,519 |
13,519 |
13,445 |
|
R1 |
13,473 |
13,473 |
13,436 |
13,496 |
PP |
13,416 |
13,416 |
13,416 |
13,428 |
S1 |
13,370 |
13,370 |
13,417 |
13,393 |
S2 |
13,313 |
13,313 |
13,407 |
|
S3 |
13,210 |
13,267 |
13,398 |
|
S4 |
13,107 |
13,164 |
13,369 |
|
|
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% |
144 |
1.1% |
57% |
False |
False |
134,431 |
10 |
13,588 |
13,293 |
295 |
2.2% |
127 |
0.9% |
45% |
False |
False |
122,329 |
20 |
13,588 |
12,966 |
622 |
4.6% |
126 |
0.9% |
74% |
False |
False |
86,069 |
40 |
13,588 |
12,888 |
700 |
5.2% |
112 |
0.8% |
77% |
False |
False |
43,101 |
60 |
13,588 |
12,351 |
1,237 |
9.2% |
119 |
0.9% |
87% |
False |
False |
28,741 |
80 |
13,588 |
12,323 |
1,265 |
9.4% |
108 |
0.8% |
87% |
False |
False |
21,557 |
100 |
13,588 |
11,913 |
1,675 |
12.5% |
99 |
0.7% |
90% |
False |
False |
17,246 |
120 |
13,588 |
11,913 |
1,675 |
12.5% |
89 |
0.7% |
90% |
False |
False |
14,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,901 |
2.618 |
13,733 |
1.618 |
13,630 |
1.000 |
13,566 |
0.618 |
13,527 |
HIGH |
13,463 |
0.618 |
13,424 |
0.500 |
13,412 |
0.382 |
13,399 |
LOW |
13,360 |
0.618 |
13,296 |
1.000 |
13,257 |
1.618 |
13,193 |
2.618 |
13,090 |
4.250 |
12,922 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,421 |
13,424 |
PP |
13,416 |
13,422 |
S1 |
13,412 |
13,420 |
|