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 |
1,432.75 |
1,436.50 |
3.75 |
0.3% |
1,450.25 |
High |
1,451.50 |
1,446.00 |
-5.50 |
-0.4% |
1,457.00 |
Low |
1,427.75 |
1,432.25 |
4.50 |
0.3% |
1,424.00 |
Close |
1,437.00 |
1,441.00 |
4.00 |
0.3% |
1,434.25 |
Range |
23.75 |
13.75 |
-10.00 |
-42.1% |
33.00 |
ATR |
14.76 |
14.69 |
-0.07 |
-0.5% |
0.00 |
Volume |
1,903,230 |
1,610,265 |
-292,965 |
-15.4% |
8,725,020 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.00 |
1,474.75 |
1,448.50 |
|
R3 |
1,467.25 |
1,461.00 |
1,444.75 |
|
R2 |
1,453.50 |
1,453.50 |
1,443.50 |
|
R1 |
1,447.25 |
1,447.25 |
1,442.25 |
1,450.50 |
PP |
1,439.75 |
1,439.75 |
1,439.75 |
1,441.25 |
S1 |
1,433.50 |
1,433.50 |
1,439.75 |
1,436.50 |
S2 |
1,426.00 |
1,426.00 |
1,438.50 |
|
S3 |
1,412.25 |
1,419.75 |
1,437.25 |
|
S4 |
1,398.50 |
1,406.00 |
1,433.50 |
|
|
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 |
1,451.50 |
1,424.00 |
27.50 |
1.9% |
17.00 |
1.2% |
62% |
False |
False |
1,832,705 |
10 |
1,462.25 |
1,424.00 |
38.25 |
2.7% |
14.75 |
1.0% |
44% |
False |
False |
1,724,636 |
20 |
1,468.00 |
1,390.25 |
77.75 |
5.4% |
15.00 |
1.0% |
65% |
False |
False |
1,255,558 |
40 |
1,468.00 |
1,384.00 |
84.00 |
5.8% |
13.00 |
0.9% |
68% |
False |
False |
629,998 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.7% |
14.75 |
1.0% |
83% |
False |
False |
420,779 |
80 |
1,468.00 |
1,292.00 |
176.00 |
12.2% |
16.00 |
1.1% |
85% |
False |
False |
315,881 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.1% |
16.50 |
1.1% |
88% |
False |
False |
252,811 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.1% |
15.50 |
1.1% |
88% |
False |
False |
210,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,504.50 |
2.618 |
1,482.00 |
1.618 |
1,468.25 |
1.000 |
1,459.75 |
0.618 |
1,454.50 |
HIGH |
1,446.00 |
0.618 |
1,440.75 |
0.500 |
1,439.00 |
0.382 |
1,437.50 |
LOW |
1,432.25 |
0.618 |
1,423.75 |
1.000 |
1,418.50 |
1.618 |
1,410.00 |
2.618 |
1,396.25 |
4.250 |
1,373.75 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,440.50 |
1,440.50 |
PP |
1,439.75 |
1,440.00 |
S1 |
1,439.00 |
1,439.50 |
|