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 |
1,782.0 |
1,778.6 |
-3.4 |
-0.2% |
1,776.2 |
High |
1,787.7 |
1,785.7 |
-2.0 |
-0.1% |
1,788.1 |
Low |
1,775.0 |
1,776.4 |
1.4 |
0.1% |
1,740.4 |
Close |
1,777.7 |
1,781.9 |
4.2 |
0.2% |
1,776.1 |
Range |
12.7 |
9.3 |
-3.4 |
-26.8% |
47.7 |
ATR |
20.4 |
19.6 |
-0.8 |
-3.9% |
0.0 |
Volume |
2,986 |
1,632 |
-1,354 |
-45.3% |
26,995 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.2 |
1,804.9 |
1,787.0 |
|
R3 |
1,799.9 |
1,795.6 |
1,784.5 |
|
R2 |
1,790.6 |
1,790.6 |
1,783.6 |
|
R1 |
1,786.3 |
1,786.3 |
1,782.8 |
1,788.5 |
PP |
1,781.3 |
1,781.3 |
1,781.3 |
1,782.4 |
S1 |
1,777.0 |
1,777.0 |
1,781.0 |
1,779.2 |
S2 |
1,772.0 |
1,772.0 |
1,780.2 |
|
S3 |
1,762.7 |
1,767.7 |
1,779.3 |
|
S4 |
1,753.4 |
1,758.4 |
1,776.8 |
|
|
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 |
1,755.7 |
39.9 |
2.2% |
18.7 |
1.0% |
66% |
False |
False |
2,656 |
10 |
1,795.6 |
1,740.4 |
55.2 |
3.1% |
19.0 |
1.1% |
75% |
False |
False |
3,712 |
20 |
1,795.6 |
1,694.0 |
101.6 |
5.7% |
21.4 |
1.2% |
87% |
False |
False |
3,190 |
40 |
1,795.6 |
1,598.0 |
197.6 |
11.1% |
18.2 |
1.0% |
93% |
False |
False |
2,186 |
60 |
1,795.6 |
1,564.7 |
230.9 |
13.0% |
17.1 |
1.0% |
94% |
False |
False |
1,795 |
80 |
1,795.6 |
1,556.3 |
239.3 |
13.4% |
17.7 |
1.0% |
94% |
False |
False |
1,505 |
100 |
1,795.6 |
1,538.1 |
257.5 |
14.5% |
18.9 |
1.1% |
95% |
False |
False |
1,463 |
120 |
1,795.6 |
1,538.1 |
257.5 |
14.5% |
17.3 |
1.0% |
95% |
False |
False |
1,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.2 |
2.618 |
1,810.0 |
1.618 |
1,800.7 |
1.000 |
1,795.0 |
0.618 |
1,791.4 |
HIGH |
1,785.7 |
0.618 |
1,782.1 |
0.500 |
1,781.1 |
0.382 |
1,780.0 |
LOW |
1,776.4 |
0.618 |
1,770.7 |
1.000 |
1,767.1 |
1.618 |
1,761.4 |
2.618 |
1,752.1 |
4.250 |
1,736.9 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,781.6 |
1,781.9 |
PP |
1,781.3 |
1,781.8 |
S1 |
1,781.1 |
1,781.8 |
|