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 |
1,782.0 |
1,777.2 |
-4.8 |
-0.3% |
1,773.7 |
High |
1,782.5 |
1,781.6 |
-0.9 |
-0.1% |
1,798.1 |
Low |
1,768.2 |
1,762.0 |
-6.2 |
-0.4% |
1,765.7 |
Close |
1,775.7 |
1,765.0 |
-10.7 |
-0.6% |
1,780.8 |
Range |
14.3 |
19.6 |
5.3 |
37.1% |
32.4 |
ATR |
20.8 |
20.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
95,898 |
140,493 |
44,595 |
46.5% |
749,926 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.3 |
1,816.3 |
1,775.8 |
|
R3 |
1,808.7 |
1,796.7 |
1,770.4 |
|
R2 |
1,789.1 |
1,789.1 |
1,768.6 |
|
R1 |
1,777.1 |
1,777.1 |
1,766.8 |
1,773.3 |
PP |
1,769.5 |
1,769.5 |
1,769.5 |
1,767.7 |
S1 |
1,757.5 |
1,757.5 |
1,763.2 |
1,753.7 |
S2 |
1,749.9 |
1,749.9 |
1,761.4 |
|
S3 |
1,730.3 |
1,737.9 |
1,759.6 |
|
S4 |
1,710.7 |
1,718.3 |
1,754.2 |
|
|
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 |
1,762.0 |
36.1 |
2.0% |
17.3 |
1.0% |
8% |
False |
True |
135,182 |
10 |
1,798.1 |
1,738.3 |
59.8 |
3.4% |
20.6 |
1.2% |
45% |
False |
False |
152,110 |
20 |
1,798.1 |
1,720.0 |
78.1 |
4.4% |
21.5 |
1.2% |
58% |
False |
False |
162,591 |
40 |
1,798.1 |
1,592.1 |
206.0 |
11.7% |
20.8 |
1.2% |
84% |
False |
False |
140,248 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.1% |
20.2 |
1.1% |
86% |
False |
False |
116,387 |
80 |
1,798.1 |
1,552.0 |
246.1 |
13.9% |
21.5 |
1.2% |
87% |
False |
False |
89,529 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.8% |
23.0 |
1.3% |
87% |
False |
False |
72,803 |
120 |
1,798.1 |
1,535.4 |
262.7 |
14.9% |
22.5 |
1.3% |
87% |
False |
False |
61,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.9 |
2.618 |
1,832.9 |
1.618 |
1,813.3 |
1.000 |
1,801.2 |
0.618 |
1,793.7 |
HIGH |
1,781.6 |
0.618 |
1,774.1 |
0.500 |
1,771.8 |
0.382 |
1,769.5 |
LOW |
1,762.0 |
0.618 |
1,749.9 |
1.000 |
1,742.4 |
1.618 |
1,730.3 |
2.618 |
1,710.7 |
4.250 |
1,678.7 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,771.8 |
1,780.1 |
PP |
1,769.5 |
1,775.0 |
S1 |
1,767.3 |
1,770.0 |
|