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 |
1,436.50 |
1,440.25 |
3.75 |
0.3% |
1,450.25 |
High |
1,446.00 |
1,448.75 |
2.75 |
0.2% |
1,457.00 |
Low |
1,432.25 |
1,435.50 |
3.25 |
0.2% |
1,424.00 |
Close |
1,441.00 |
1,444.75 |
3.75 |
0.3% |
1,434.25 |
Range |
13.75 |
13.25 |
-0.50 |
-3.6% |
33.00 |
ATR |
14.69 |
14.58 |
-0.10 |
-0.7% |
0.00 |
Volume |
1,610,265 |
1,553,817 |
-56,448 |
-3.5% |
8,725,020 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.75 |
1,477.00 |
1,452.00 |
|
R3 |
1,469.50 |
1,463.75 |
1,448.50 |
|
R2 |
1,456.25 |
1,456.25 |
1,447.25 |
|
R1 |
1,450.50 |
1,450.50 |
1,446.00 |
1,453.50 |
PP |
1,443.00 |
1,443.00 |
1,443.00 |
1,444.50 |
S1 |
1,437.25 |
1,437.25 |
1,443.50 |
1,440.00 |
S2 |
1,429.75 |
1,429.75 |
1,442.25 |
|
S3 |
1,416.50 |
1,424.00 |
1,441.00 |
|
S4 |
1,403.25 |
1,410.75 |
1,437.50 |
|
|
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 |
1,427.50 |
24.00 |
1.7% |
16.50 |
1.1% |
72% |
False |
False |
1,784,814 |
10 |
1,462.25 |
1,424.00 |
38.25 |
2.6% |
15.25 |
1.1% |
54% |
False |
False |
1,714,184 |
20 |
1,468.00 |
1,396.75 |
71.25 |
4.9% |
15.00 |
1.0% |
67% |
False |
False |
1,332,742 |
40 |
1,468.00 |
1,385.75 |
82.25 |
5.7% |
13.00 |
0.9% |
72% |
False |
False |
668,784 |
60 |
1,468.00 |
1,313.25 |
154.75 |
10.7% |
14.75 |
1.0% |
85% |
False |
False |
446,636 |
80 |
1,468.00 |
1,296.00 |
172.00 |
11.9% |
15.75 |
1.1% |
86% |
False |
False |
335,299 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.1% |
16.50 |
1.1% |
89% |
False |
False |
268,349 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.1% |
15.50 |
1.1% |
89% |
False |
False |
223,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.00 |
2.618 |
1,483.50 |
1.618 |
1,470.25 |
1.000 |
1,462.00 |
0.618 |
1,457.00 |
HIGH |
1,448.75 |
0.618 |
1,443.75 |
0.500 |
1,442.00 |
0.382 |
1,440.50 |
LOW |
1,435.50 |
0.618 |
1,427.25 |
1.000 |
1,422.25 |
1.618 |
1,414.00 |
2.618 |
1,400.75 |
4.250 |
1,379.25 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,444.00 |
1,443.00 |
PP |
1,443.00 |
1,441.25 |
S1 |
1,442.00 |
1,439.50 |
|