Trading Metrics calculated at close of trading on 09-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,778.0 |
1,776.7 |
-1.3 |
-0.1% |
1,766.0 |
High |
1,778.0 |
1,776.7 |
-1.3 |
-0.1% |
1,794.8 |
Low |
1,766.8 |
1,762.3 |
-4.5 |
-0.3% |
1,763.3 |
Close |
1,773.5 |
1,763.0 |
-10.5 |
-0.6% |
1,778.6 |
Range |
11.2 |
14.4 |
3.2 |
28.6% |
31.5 |
ATR |
19.8 |
19.4 |
-0.4 |
-1.9% |
0.0 |
Volume |
33 |
24 |
-9 |
-27.3% |
1,500 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.5 |
1,801.2 |
1,770.9 |
|
R3 |
1,796.1 |
1,786.8 |
1,767.0 |
|
R2 |
1,781.7 |
1,781.7 |
1,765.6 |
|
R1 |
1,772.4 |
1,772.4 |
1,764.3 |
1,769.9 |
PP |
1,767.3 |
1,767.3 |
1,767.3 |
1,766.1 |
S1 |
1,758.0 |
1,758.0 |
1,761.7 |
1,755.5 |
S2 |
1,752.9 |
1,752.9 |
1,760.4 |
|
S3 |
1,738.5 |
1,743.6 |
1,759.0 |
|
S4 |
1,724.1 |
1,729.2 |
1,755.1 |
|
|
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 |
1,762.3 |
32.5 |
1.8% |
12.1 |
0.7% |
2% |
False |
True |
129 |
10 |
1,794.8 |
1,735.8 |
59.0 |
3.3% |
16.9 |
1.0% |
46% |
False |
False |
2,662 |
20 |
1,794.8 |
1,691.2 |
103.6 |
5.9% |
20.7 |
1.2% |
69% |
False |
False |
5,659 |
40 |
1,794.8 |
1,590.2 |
204.6 |
11.6% |
20.2 |
1.1% |
84% |
False |
False |
5,619 |
60 |
1,794.8 |
1,564.5 |
230.3 |
13.1% |
19.7 |
1.1% |
86% |
False |
False |
5,675 |
80 |
1,794.8 |
1,550.0 |
244.8 |
13.9% |
21.0 |
1.2% |
87% |
False |
False |
4,861 |
100 |
1,794.8 |
1,534.5 |
260.3 |
14.8% |
22.4 |
1.3% |
88% |
False |
False |
4,254 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.8% |
21.7 |
1.2% |
88% |
False |
False |
3,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.9 |
2.618 |
1,814.4 |
1.618 |
1,800.0 |
1.000 |
1,791.1 |
0.618 |
1,785.6 |
HIGH |
1,776.7 |
0.618 |
1,771.2 |
0.500 |
1,769.5 |
0.382 |
1,767.8 |
LOW |
1,762.3 |
0.618 |
1,753.4 |
1.000 |
1,747.9 |
1.618 |
1,739.0 |
2.618 |
1,724.6 |
4.250 |
1,701.1 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,769.5 |
1,777.3 |
PP |
1,767.3 |
1,772.5 |
S1 |
1,765.2 |
1,767.8 |
|