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 |
1,441.00 |
1,432.75 |
-8.25 |
-0.6% |
1,450.25 |
High |
1,443.50 |
1,451.50 |
8.00 |
0.6% |
1,457.00 |
Low |
1,429.00 |
1,427.75 |
-1.25 |
-0.1% |
1,424.00 |
Close |
1,434.25 |
1,437.00 |
2.75 |
0.2% |
1,434.25 |
Range |
14.50 |
23.75 |
9.25 |
63.8% |
33.00 |
ATR |
14.07 |
14.76 |
0.69 |
4.9% |
0.00 |
Volume |
2,101,935 |
1,903,230 |
-198,705 |
-9.5% |
8,725,020 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.00 |
1,497.25 |
1,450.00 |
|
R3 |
1,486.25 |
1,473.50 |
1,443.50 |
|
R2 |
1,462.50 |
1,462.50 |
1,441.25 |
|
R1 |
1,449.75 |
1,449.75 |
1,439.25 |
1,456.00 |
PP |
1,438.75 |
1,438.75 |
1,438.75 |
1,442.00 |
S1 |
1,426.00 |
1,426.00 |
1,434.75 |
1,432.50 |
S2 |
1,415.00 |
1,415.00 |
1,432.75 |
|
S3 |
1,391.25 |
1,402.25 |
1,430.50 |
|
S4 |
1,367.50 |
1,378.50 |
1,424.00 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.50 |
1,518.75 |
1,452.50 |
|
R3 |
1,504.50 |
1,485.75 |
1,443.25 |
|
R2 |
1,471.50 |
1,471.50 |
1,440.25 |
|
R1 |
1,452.75 |
1,452.75 |
1,437.25 |
1,445.50 |
PP |
1,438.50 |
1,438.50 |
1,438.50 |
1,434.75 |
S1 |
1,419.75 |
1,419.75 |
1,431.25 |
1,412.50 |
S2 |
1,405.50 |
1,405.50 |
1,428.25 |
|
S3 |
1,372.50 |
1,386.75 |
1,425.25 |
|
S4 |
1,339.50 |
1,353.75 |
1,416.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,457.00 |
1,424.00 |
33.00 |
2.3% |
18.50 |
1.3% |
39% |
False |
False |
1,873,401 |
10 |
1,462.25 |
1,424.00 |
38.25 |
2.7% |
14.00 |
1.0% |
34% |
False |
False |
1,745,728 |
20 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
15.00 |
1.0% |
61% |
False |
False |
1,176,470 |
40 |
1,468.00 |
1,381.25 |
86.75 |
6.0% |
13.00 |
0.9% |
64% |
False |
False |
589,797 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.8% |
15.00 |
1.0% |
80% |
False |
False |
393,961 |
80 |
1,468.00 |
1,292.00 |
176.00 |
12.2% |
16.25 |
1.1% |
82% |
False |
False |
295,753 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.50 |
1.1% |
86% |
False |
False |
236,710 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
15.50 |
1.1% |
86% |
False |
False |
197,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.50 |
2.618 |
1,513.75 |
1.618 |
1,490.00 |
1.000 |
1,475.25 |
0.618 |
1,466.25 |
HIGH |
1,451.50 |
0.618 |
1,442.50 |
0.500 |
1,439.50 |
0.382 |
1,436.75 |
LOW |
1,427.75 |
0.618 |
1,413.00 |
1.000 |
1,404.00 |
1.618 |
1,389.25 |
2.618 |
1,365.50 |
4.250 |
1,326.75 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,439.50 |
1,439.50 |
PP |
1,438.75 |
1,438.75 |
S1 |
1,438.00 |
1,437.75 |
|