Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,761.6 |
1,769.5 |
7.9 |
0.4% |
1,778.0 |
High |
1,771.0 |
1,769.5 |
-1.5 |
-0.1% |
1,778.0 |
Low |
1,761.6 |
1,753.6 |
-8.0 |
-0.5% |
1,753.6 |
Close |
1,768.8 |
1,758.0 |
-10.8 |
-0.6% |
1,758.0 |
Range |
9.4 |
15.9 |
6.5 |
69.1% |
24.4 |
ATR |
17.8 |
17.7 |
-0.1 |
-0.8% |
0.0 |
Volume |
30 |
84 |
54 |
180.0% |
200 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.1 |
1,798.9 |
1,766.7 |
|
R3 |
1,792.2 |
1,783.0 |
1,762.4 |
|
R2 |
1,776.3 |
1,776.3 |
1,760.9 |
|
R1 |
1,767.1 |
1,767.1 |
1,759.5 |
1,763.8 |
PP |
1,760.4 |
1,760.4 |
1,760.4 |
1,758.7 |
S1 |
1,751.2 |
1,751.2 |
1,756.5 |
1,747.9 |
S2 |
1,744.5 |
1,744.5 |
1,755.1 |
|
S3 |
1,728.6 |
1,735.3 |
1,753.6 |
|
S4 |
1,712.7 |
1,719.4 |
1,749.3 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.4 |
1,821.6 |
1,771.4 |
|
R3 |
1,812.0 |
1,797.2 |
1,764.7 |
|
R2 |
1,787.6 |
1,787.6 |
1,762.5 |
|
R1 |
1,772.8 |
1,772.8 |
1,760.2 |
1,768.0 |
PP |
1,763.2 |
1,763.2 |
1,763.2 |
1,760.8 |
S1 |
1,748.4 |
1,748.4 |
1,755.8 |
1,743.6 |
S2 |
1,738.8 |
1,738.8 |
1,753.5 |
|
S3 |
1,714.4 |
1,724.0 |
1,751.3 |
|
S4 |
1,690.0 |
1,699.6 |
1,744.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,778.0 |
1,753.6 |
24.4 |
1.4% |
11.4 |
0.6% |
18% |
False |
True |
40 |
10 |
1,794.8 |
1,753.6 |
41.2 |
2.3% |
12.6 |
0.7% |
11% |
False |
True |
170 |
20 |
1,794.8 |
1,735.8 |
59.0 |
3.4% |
16.5 |
0.9% |
38% |
False |
False |
4,449 |
40 |
1,794.8 |
1,609.6 |
185.2 |
10.5% |
19.5 |
1.1% |
80% |
False |
False |
5,354 |
60 |
1,794.8 |
1,564.5 |
230.3 |
13.1% |
19.2 |
1.1% |
84% |
False |
False |
5,560 |
80 |
1,794.8 |
1,550.0 |
244.8 |
13.9% |
20.6 |
1.2% |
85% |
False |
False |
4,798 |
100 |
1,794.8 |
1,534.5 |
260.3 |
14.8% |
22.0 |
1.3% |
86% |
False |
False |
4,216 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.8% |
21.7 |
1.2% |
86% |
False |
False |
3,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.1 |
2.618 |
1,811.1 |
1.618 |
1,795.2 |
1.000 |
1,785.4 |
0.618 |
1,779.3 |
HIGH |
1,769.5 |
0.618 |
1,763.4 |
0.500 |
1,761.6 |
0.382 |
1,759.7 |
LOW |
1,753.6 |
0.618 |
1,743.8 |
1.000 |
1,737.7 |
1.618 |
1,727.9 |
2.618 |
1,712.0 |
4.250 |
1,686.0 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,761.6 |
1,762.3 |
PP |
1,760.4 |
1,760.9 |
S1 |
1,759.2 |
1,759.4 |
|