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 |
1,781.7 |
1,775.3 |
-6.4 |
-0.4% |
1,776.2 |
High |
1,788.1 |
1,795.6 |
7.5 |
0.4% |
1,788.1 |
Low |
1,773.2 |
1,768.0 |
-5.2 |
-0.3% |
1,740.4 |
Close |
1,776.1 |
1,785.5 |
9.4 |
0.5% |
1,776.1 |
Range |
14.9 |
27.6 |
12.7 |
85.2% |
47.7 |
ATR |
20.4 |
21.0 |
0.5 |
2.5% |
0.0 |
Volume |
2,902 |
1,215 |
-1,687 |
-58.1% |
26,995 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.8 |
1,853.3 |
1,800.7 |
|
R3 |
1,838.2 |
1,825.7 |
1,793.1 |
|
R2 |
1,810.6 |
1,810.6 |
1,790.6 |
|
R1 |
1,798.1 |
1,798.1 |
1,788.0 |
1,804.4 |
PP |
1,783.0 |
1,783.0 |
1,783.0 |
1,786.2 |
S1 |
1,770.5 |
1,770.5 |
1,783.0 |
1,776.8 |
S2 |
1,755.4 |
1,755.4 |
1,780.4 |
|
S3 |
1,727.8 |
1,742.9 |
1,777.9 |
|
S4 |
1,700.2 |
1,715.3 |
1,770.3 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.3 |
1,891.4 |
1,802.3 |
|
R3 |
1,863.6 |
1,843.7 |
1,789.2 |
|
R2 |
1,815.9 |
1,815.9 |
1,784.8 |
|
R1 |
1,796.0 |
1,796.0 |
1,780.5 |
1,782.1 |
PP |
1,768.2 |
1,768.2 |
1,768.2 |
1,761.3 |
S1 |
1,748.3 |
1,748.3 |
1,771.7 |
1,734.4 |
S2 |
1,720.5 |
1,720.5 |
1,767.4 |
|
S3 |
1,672.8 |
1,700.6 |
1,763.0 |
|
S4 |
1,625.1 |
1,652.9 |
1,749.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,795.6 |
1,740.4 |
55.2 |
3.1% |
23.4 |
1.3% |
82% |
True |
False |
4,585 |
10 |
1,795.6 |
1,740.4 |
55.2 |
3.1% |
20.3 |
1.1% |
82% |
True |
False |
3,461 |
20 |
1,795.6 |
1,691.7 |
103.9 |
5.8% |
21.1 |
1.2% |
90% |
True |
False |
3,116 |
40 |
1,795.6 |
1,598.0 |
197.6 |
11.1% |
18.0 |
1.0% |
95% |
True |
False |
2,094 |
60 |
1,795.6 |
1,564.7 |
230.9 |
12.9% |
17.3 |
1.0% |
96% |
True |
False |
1,747 |
80 |
1,795.6 |
1,556.3 |
239.3 |
13.4% |
17.9 |
1.0% |
96% |
True |
False |
1,469 |
100 |
1,795.6 |
1,538.1 |
257.5 |
14.4% |
18.8 |
1.1% |
96% |
True |
False |
1,433 |
120 |
1,795.6 |
1,538.1 |
257.5 |
14.4% |
17.3 |
1.0% |
96% |
True |
False |
1,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,912.9 |
2.618 |
1,867.9 |
1.618 |
1,840.3 |
1.000 |
1,823.2 |
0.618 |
1,812.7 |
HIGH |
1,795.6 |
0.618 |
1,785.1 |
0.500 |
1,781.8 |
0.382 |
1,778.5 |
LOW |
1,768.0 |
0.618 |
1,750.9 |
1.000 |
1,740.4 |
1.618 |
1,723.3 |
2.618 |
1,695.7 |
4.250 |
1,650.7 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,784.3 |
1,782.2 |
PP |
1,783.0 |
1,778.9 |
S1 |
1,781.8 |
1,775.7 |
|