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 |
1,762.4 |
1,761.6 |
-0.8 |
0.0% |
1,766.0 |
High |
1,764.2 |
1,771.0 |
6.8 |
0.4% |
1,794.8 |
Low |
1,758.1 |
1,761.6 |
3.5 |
0.2% |
1,763.3 |
Close |
1,763.2 |
1,768.8 |
5.6 |
0.3% |
1,778.6 |
Range |
6.1 |
9.4 |
3.3 |
54.1% |
31.5 |
ATR |
18.4 |
17.8 |
-0.6 |
-3.5% |
0.0 |
Volume |
29 |
30 |
1 |
3.4% |
1,500 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.3 |
1,791.5 |
1,774.0 |
|
R3 |
1,785.9 |
1,782.1 |
1,771.4 |
|
R2 |
1,776.5 |
1,776.5 |
1,770.5 |
|
R1 |
1,772.7 |
1,772.7 |
1,769.7 |
1,774.6 |
PP |
1,767.1 |
1,767.1 |
1,767.1 |
1,768.1 |
S1 |
1,763.3 |
1,763.3 |
1,767.9 |
1,765.2 |
S2 |
1,757.7 |
1,757.7 |
1,767.1 |
|
S3 |
1,748.3 |
1,753.9 |
1,766.2 |
|
S4 |
1,738.9 |
1,744.5 |
1,763.6 |
|
|
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 |
1,792.2 |
1,758.1 |
34.1 |
1.9% |
11.3 |
0.6% |
31% |
False |
False |
74 |
10 |
1,794.8 |
1,758.1 |
36.7 |
2.1% |
12.5 |
0.7% |
29% |
False |
False |
445 |
20 |
1,794.8 |
1,735.8 |
59.0 |
3.3% |
16.3 |
0.9% |
56% |
False |
False |
4,733 |
40 |
1,794.8 |
1,601.1 |
193.7 |
11.0% |
19.6 |
1.1% |
87% |
False |
False |
5,466 |
60 |
1,794.8 |
1,564.5 |
230.3 |
13.0% |
19.3 |
1.1% |
89% |
False |
False |
5,614 |
80 |
1,794.8 |
1,550.0 |
244.8 |
13.8% |
20.8 |
1.2% |
89% |
False |
False |
4,823 |
100 |
1,794.8 |
1,534.5 |
260.3 |
14.7% |
22.1 |
1.3% |
90% |
False |
False |
4,224 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.7% |
21.7 |
1.2% |
90% |
False |
False |
3,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.0 |
2.618 |
1,795.6 |
1.618 |
1,786.2 |
1.000 |
1,780.4 |
0.618 |
1,776.8 |
HIGH |
1,771.0 |
0.618 |
1,767.4 |
0.500 |
1,766.3 |
0.382 |
1,765.2 |
LOW |
1,761.6 |
0.618 |
1,755.8 |
1.000 |
1,752.2 |
1.618 |
1,746.4 |
2.618 |
1,737.0 |
4.250 |
1,721.7 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,768.0 |
1,768.3 |
PP |
1,767.1 |
1,767.9 |
S1 |
1,766.3 |
1,767.4 |
|