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 |
1,430.50 |
1,433.50 |
3.00 |
0.2% |
1,446.50 |
High |
1,438.75 |
1,441.50 |
2.75 |
0.2% |
1,450.00 |
Low |
1,426.00 |
1,429.00 |
3.00 |
0.2% |
1,417.25 |
Close |
1,434.00 |
1,438.00 |
4.00 |
0.3% |
1,427.50 |
Range |
12.75 |
12.50 |
-0.25 |
-2.0% |
32.75 |
ATR |
13.28 |
13.23 |
-0.06 |
-0.4% |
0.00 |
Volume |
786 |
4,953 |
4,167 |
530.2% |
7,312 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.75 |
1,468.25 |
1,445.00 |
|
R3 |
1,461.25 |
1,455.75 |
1,441.50 |
|
R2 |
1,448.75 |
1,448.75 |
1,440.25 |
|
R1 |
1,443.25 |
1,443.25 |
1,439.25 |
1,446.00 |
PP |
1,436.25 |
1,436.25 |
1,436.25 |
1,437.50 |
S1 |
1,430.75 |
1,430.75 |
1,436.75 |
1,433.50 |
S2 |
1,423.75 |
1,423.75 |
1,435.75 |
|
S3 |
1,411.25 |
1,418.25 |
1,434.50 |
|
S4 |
1,398.75 |
1,405.75 |
1,431.00 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,529.75 |
1,511.50 |
1,445.50 |
|
R3 |
1,497.00 |
1,478.75 |
1,436.50 |
|
R2 |
1,464.25 |
1,464.25 |
1,433.50 |
|
R1 |
1,446.00 |
1,446.00 |
1,430.50 |
1,438.75 |
PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,428.00 |
S1 |
1,413.25 |
1,413.25 |
1,424.50 |
1,406.00 |
S2 |
1,398.75 |
1,398.75 |
1,421.50 |
|
S3 |
1,366.00 |
1,380.50 |
1,418.50 |
|
S4 |
1,333.25 |
1,347.75 |
1,409.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,444.50 |
1,421.25 |
23.25 |
1.6% |
15.50 |
1.1% |
72% |
False |
False |
4,099 |
10 |
1,455.00 |
1,417.25 |
37.75 |
2.6% |
14.50 |
1.0% |
55% |
False |
False |
2,505 |
20 |
1,461.00 |
1,390.75 |
70.25 |
4.9% |
13.50 |
0.9% |
67% |
False |
False |
1,385 |
40 |
1,461.00 |
1,379.50 |
81.50 |
5.7% |
10.75 |
0.8% |
72% |
False |
False |
840 |
60 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
11.00 |
0.8% |
84% |
False |
False |
609 |
80 |
1,461.00 |
1,287.50 |
173.50 |
12.1% |
10.25 |
0.7% |
87% |
False |
False |
468 |
100 |
1,461.00 |
1,246.50 |
214.50 |
14.9% |
9.50 |
0.7% |
89% |
False |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.50 |
2.618 |
1,474.25 |
1.618 |
1,461.75 |
1.000 |
1,454.00 |
0.618 |
1,449.25 |
HIGH |
1,441.50 |
0.618 |
1,436.75 |
0.500 |
1,435.25 |
0.382 |
1,433.75 |
LOW |
1,429.00 |
0.618 |
1,421.25 |
1.000 |
1,416.50 |
1.618 |
1,408.75 |
2.618 |
1,396.25 |
4.250 |
1,376.00 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,437.00 |
1,436.50 |
PP |
1,436.25 |
1,434.75 |
S1 |
1,435.25 |
1,433.00 |
|