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 |
1,775.3 |
1,782.0 |
6.7 |
0.4% |
1,776.2 |
High |
1,795.6 |
1,787.7 |
-7.9 |
-0.4% |
1,788.1 |
Low |
1,768.0 |
1,775.0 |
7.0 |
0.4% |
1,740.4 |
Close |
1,785.5 |
1,777.7 |
-7.8 |
-0.4% |
1,776.1 |
Range |
27.6 |
12.7 |
-14.9 |
-54.0% |
47.7 |
ATR |
21.0 |
20.4 |
-0.6 |
-2.8% |
0.0 |
Volume |
1,215 |
2,986 |
1,771 |
145.8% |
26,995 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.2 |
1,810.7 |
1,784.7 |
|
R3 |
1,805.5 |
1,798.0 |
1,781.2 |
|
R2 |
1,792.8 |
1,792.8 |
1,780.0 |
|
R1 |
1,785.3 |
1,785.3 |
1,778.9 |
1,782.7 |
PP |
1,780.1 |
1,780.1 |
1,780.1 |
1,778.9 |
S1 |
1,772.6 |
1,772.6 |
1,776.5 |
1,770.0 |
S2 |
1,767.4 |
1,767.4 |
1,775.4 |
|
S3 |
1,754.7 |
1,759.9 |
1,774.2 |
|
S4 |
1,742.0 |
1,747.2 |
1,770.7 |
|
|
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% |
22.8 |
1.3% |
68% |
False |
False |
2,650 |
10 |
1,795.6 |
1,740.4 |
55.2 |
3.1% |
19.4 |
1.1% |
68% |
False |
False |
3,688 |
20 |
1,795.6 |
1,694.0 |
101.6 |
5.7% |
21.2 |
1.2% |
82% |
False |
False |
3,221 |
40 |
1,795.6 |
1,598.0 |
197.6 |
11.1% |
18.1 |
1.0% |
91% |
False |
False |
2,152 |
60 |
1,795.6 |
1,564.7 |
230.9 |
13.0% |
17.3 |
1.0% |
92% |
False |
False |
1,791 |
80 |
1,795.6 |
1,556.3 |
239.3 |
13.5% |
17.8 |
1.0% |
93% |
False |
False |
1,489 |
100 |
1,795.6 |
1,538.1 |
257.5 |
14.5% |
18.9 |
1.1% |
93% |
False |
False |
1,449 |
120 |
1,795.6 |
1,538.1 |
257.5 |
14.5% |
17.3 |
1.0% |
93% |
False |
False |
1,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.7 |
2.618 |
1,820.9 |
1.618 |
1,808.2 |
1.000 |
1,800.4 |
0.618 |
1,795.5 |
HIGH |
1,787.7 |
0.618 |
1,782.8 |
0.500 |
1,781.4 |
0.382 |
1,779.9 |
LOW |
1,775.0 |
0.618 |
1,767.2 |
1.000 |
1,762.3 |
1.618 |
1,754.5 |
2.618 |
1,741.8 |
4.250 |
1,721.0 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,781.4 |
1,781.8 |
PP |
1,780.1 |
1,780.4 |
S1 |
1,778.9 |
1,779.1 |
|