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 |
1,792.6 |
1,782.0 |
-10.6 |
-0.6% |
1,773.7 |
High |
1,798.1 |
1,782.5 |
-15.6 |
-0.9% |
1,798.1 |
Low |
1,774.5 |
1,768.2 |
-6.3 |
-0.4% |
1,765.7 |
Close |
1,780.8 |
1,775.7 |
-5.1 |
-0.3% |
1,780.8 |
Range |
23.6 |
14.3 |
-9.3 |
-39.4% |
32.4 |
ATR |
21.3 |
20.8 |
-0.5 |
-2.3% |
0.0 |
Volume |
158,446 |
95,898 |
-62,548 |
-39.5% |
749,926 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.4 |
1,811.3 |
1,783.6 |
|
R3 |
1,804.1 |
1,797.0 |
1,779.6 |
|
R2 |
1,789.8 |
1,789.8 |
1,778.3 |
|
R1 |
1,782.7 |
1,782.7 |
1,777.0 |
1,779.1 |
PP |
1,775.5 |
1,775.5 |
1,775.5 |
1,773.7 |
S1 |
1,768.4 |
1,768.4 |
1,774.4 |
1,764.8 |
S2 |
1,761.2 |
1,761.2 |
1,773.1 |
|
S3 |
1,746.9 |
1,754.1 |
1,771.8 |
|
S4 |
1,732.6 |
1,739.8 |
1,767.8 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.7 |
1,862.2 |
1,798.6 |
|
R3 |
1,846.3 |
1,829.8 |
1,789.7 |
|
R2 |
1,813.9 |
1,813.9 |
1,786.7 |
|
R1 |
1,797.4 |
1,797.4 |
1,783.8 |
1,805.7 |
PP |
1,781.5 |
1,781.5 |
1,781.5 |
1,785.7 |
S1 |
1,765.0 |
1,765.0 |
1,777.8 |
1,773.3 |
S2 |
1,749.1 |
1,749.1 |
1,774.9 |
|
S3 |
1,716.7 |
1,732.6 |
1,771.9 |
|
S4 |
1,684.3 |
1,700.2 |
1,763.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,798.1 |
1,768.2 |
29.9 |
1.7% |
16.2 |
0.9% |
25% |
False |
True |
131,043 |
10 |
1,798.1 |
1,738.3 |
59.8 |
3.4% |
20.3 |
1.1% |
63% |
False |
False |
153,828 |
20 |
1,798.1 |
1,720.0 |
78.1 |
4.4% |
21.2 |
1.2% |
71% |
False |
False |
161,034 |
40 |
1,798.1 |
1,592.1 |
206.0 |
11.6% |
20.8 |
1.2% |
89% |
False |
False |
139,009 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.0% |
20.2 |
1.1% |
90% |
False |
False |
114,265 |
80 |
1,798.1 |
1,552.0 |
246.1 |
13.9% |
21.5 |
1.2% |
91% |
False |
False |
87,870 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.7% |
23.2 |
1.3% |
91% |
False |
False |
71,497 |
120 |
1,798.1 |
1,535.4 |
262.7 |
14.8% |
22.6 |
1.3% |
91% |
False |
False |
60,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.3 |
2.618 |
1,819.9 |
1.618 |
1,805.6 |
1.000 |
1,796.8 |
0.618 |
1,791.3 |
HIGH |
1,782.5 |
0.618 |
1,777.0 |
0.500 |
1,775.4 |
0.382 |
1,773.7 |
LOW |
1,768.2 |
0.618 |
1,759.4 |
1.000 |
1,753.9 |
1.618 |
1,745.1 |
2.618 |
1,730.8 |
4.250 |
1,707.4 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,775.6 |
1,783.2 |
PP |
1,775.5 |
1,780.7 |
S1 |
1,775.4 |
1,778.2 |
|