Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,792.2 |
1,778.0 |
-14.2 |
-0.8% |
1,766.0 |
High |
1,792.2 |
1,778.0 |
-14.2 |
-0.8% |
1,794.8 |
Low |
1,776.6 |
1,766.8 |
-9.8 |
-0.6% |
1,763.3 |
Close |
1,778.6 |
1,773.5 |
-5.1 |
-0.3% |
1,778.6 |
Range |
15.6 |
11.2 |
-4.4 |
-28.2% |
31.5 |
ATR |
20.4 |
19.8 |
-0.6 |
-3.0% |
0.0 |
Volume |
257 |
33 |
-224 |
-87.2% |
1,500 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.4 |
1,801.1 |
1,779.7 |
|
R3 |
1,795.2 |
1,789.9 |
1,776.6 |
|
R2 |
1,784.0 |
1,784.0 |
1,775.6 |
|
R1 |
1,778.7 |
1,778.7 |
1,774.5 |
1,775.8 |
PP |
1,772.8 |
1,772.8 |
1,772.8 |
1,771.3 |
S1 |
1,767.5 |
1,767.5 |
1,772.5 |
1,764.6 |
S2 |
1,761.6 |
1,761.6 |
1,771.4 |
|
S3 |
1,750.4 |
1,756.3 |
1,770.4 |
|
S4 |
1,739.2 |
1,745.1 |
1,767.3 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.4 |
1,857.5 |
1,795.9 |
|
R3 |
1,841.9 |
1,826.0 |
1,787.3 |
|
R2 |
1,810.4 |
1,810.4 |
1,784.4 |
|
R1 |
1,794.5 |
1,794.5 |
1,781.5 |
1,802.5 |
PP |
1,778.9 |
1,778.9 |
1,778.9 |
1,782.9 |
S1 |
1,763.0 |
1,763.0 |
1,775.7 |
1,771.0 |
S2 |
1,747.4 |
1,747.4 |
1,772.8 |
|
S3 |
1,715.9 |
1,731.5 |
1,769.9 |
|
S4 |
1,684.4 |
1,700.0 |
1,761.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.8 |
1,766.8 |
28.0 |
1.6% |
10.5 |
0.6% |
24% |
False |
True |
143 |
10 |
1,794.8 |
1,735.8 |
59.0 |
3.3% |
17.1 |
1.0% |
64% |
False |
False |
4,432 |
20 |
1,794.8 |
1,691.2 |
103.6 |
5.8% |
20.6 |
1.2% |
79% |
False |
False |
5,849 |
40 |
1,794.8 |
1,590.2 |
204.6 |
11.5% |
20.3 |
1.1% |
90% |
False |
False |
5,790 |
60 |
1,794.8 |
1,564.5 |
230.3 |
13.0% |
19.8 |
1.1% |
91% |
False |
False |
5,688 |
80 |
1,794.8 |
1,550.0 |
244.8 |
13.8% |
21.0 |
1.2% |
91% |
False |
False |
4,870 |
100 |
1,794.8 |
1,534.5 |
260.3 |
14.7% |
22.6 |
1.3% |
92% |
False |
False |
4,323 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.7% |
21.8 |
1.2% |
92% |
False |
False |
3,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.6 |
2.618 |
1,807.3 |
1.618 |
1,796.1 |
1.000 |
1,789.2 |
0.618 |
1,784.9 |
HIGH |
1,778.0 |
0.618 |
1,773.7 |
0.500 |
1,772.4 |
0.382 |
1,771.1 |
LOW |
1,766.8 |
0.618 |
1,759.9 |
1.000 |
1,755.6 |
1.618 |
1,748.7 |
2.618 |
1,737.5 |
4.250 |
1,719.2 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,773.1 |
1,780.8 |
PP |
1,772.8 |
1,778.4 |
S1 |
1,772.4 |
1,775.9 |
|