Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,473.53 |
13,346.28 |
-127.25 |
-0.9% |
13,437.66 |
High |
13,478.83 |
13,428.49 |
-50.34 |
-0.4% |
13,661.87 |
Low |
13,327.62 |
13,326.12 |
-1.50 |
0.0% |
13,424.92 |
Close |
13,344.97 |
13,326.39 |
-18.58 |
-0.1% |
13,610.15 |
Range |
151.21 |
102.37 |
-48.84 |
-32.3% |
236.95 |
ATR |
109.71 |
109.19 |
-0.52 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,667.44 |
13,599.29 |
13,382.69 |
|
R3 |
13,565.07 |
13,496.92 |
13,354.54 |
|
R2 |
13,462.70 |
13,462.70 |
13,345.16 |
|
R1 |
13,394.55 |
13,394.55 |
13,335.77 |
13,377.44 |
PP |
13,360.33 |
13,360.33 |
13,360.33 |
13,351.78 |
S1 |
13,292.18 |
13,292.18 |
13,317.01 |
13,275.07 |
S2 |
13,257.96 |
13,257.96 |
13,307.62 |
|
S3 |
13,155.59 |
13,189.81 |
13,298.24 |
|
S4 |
13,053.22 |
13,087.44 |
13,270.09 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,276.50 |
14,180.27 |
13,740.47 |
|
R3 |
14,039.55 |
13,943.32 |
13,675.31 |
|
R2 |
13,802.60 |
13,802.60 |
13,653.59 |
|
R1 |
13,706.37 |
13,706.37 |
13,631.87 |
13,754.49 |
PP |
13,565.65 |
13,565.65 |
13,565.65 |
13,589.70 |
S1 |
13,469.42 |
13,469.42 |
13,588.43 |
13,517.54 |
S2 |
13,328.70 |
13,328.70 |
13,566.71 |
|
S3 |
13,091.75 |
13,232.47 |
13,544.99 |
|
S4 |
12,854.80 |
12,995.52 |
13,479.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,661.87 |
13,326.12 |
335.75 |
2.5% |
104.80 |
0.8% |
0% |
False |
True |
|
10 |
13,661.87 |
13,326.12 |
335.75 |
2.5% |
114.34 |
0.9% |
0% |
False |
True |
|
20 |
13,661.87 |
13,326.12 |
335.75 |
2.5% |
103.04 |
0.8% |
0% |
False |
True |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
105.12 |
0.8% |
51% |
False |
False |
|
60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.6% |
114.65 |
0.9% |
71% |
False |
False |
|
80 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
125.11 |
0.9% |
72% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
132.58 |
1.0% |
79% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
132.56 |
1.0% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,863.56 |
2.618 |
13,696.49 |
1.618 |
13,594.12 |
1.000 |
13,530.86 |
0.618 |
13,491.75 |
HIGH |
13,428.49 |
0.618 |
13,389.38 |
0.500 |
13,377.31 |
0.382 |
13,365.23 |
LOW |
13,326.12 |
0.618 |
13,262.86 |
1.000 |
13,223.75 |
1.618 |
13,160.49 |
2.618 |
13,058.12 |
4.250 |
12,891.05 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,377.31 |
13,459.23 |
PP |
13,360.33 |
13,414.95 |
S1 |
13,343.36 |
13,370.67 |
|