Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,777.2 |
1,766.0 |
-11.2 |
-0.6% |
1,773.7 |
High |
1,781.6 |
1,770.0 |
-11.6 |
-0.7% |
1,798.1 |
Low |
1,762.0 |
1,758.5 |
-3.5 |
-0.2% |
1,765.7 |
Close |
1,765.0 |
1,765.1 |
0.1 |
0.0% |
1,780.8 |
Range |
19.6 |
11.5 |
-8.1 |
-41.3% |
32.4 |
ATR |
20.7 |
20.0 |
-0.7 |
-3.2% |
0.0 |
Volume |
140,493 |
129,541 |
-10,952 |
-7.8% |
749,926 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.0 |
1,793.6 |
1,771.4 |
|
R3 |
1,787.5 |
1,782.1 |
1,768.3 |
|
R2 |
1,776.0 |
1,776.0 |
1,767.2 |
|
R1 |
1,770.6 |
1,770.6 |
1,766.2 |
1,767.6 |
PP |
1,764.5 |
1,764.5 |
1,764.5 |
1,763.0 |
S1 |
1,759.1 |
1,759.1 |
1,764.0 |
1,756.1 |
S2 |
1,753.0 |
1,753.0 |
1,763.0 |
|
S3 |
1,741.5 |
1,747.6 |
1,761.9 |
|
S4 |
1,730.0 |
1,736.1 |
1,758.8 |
|
|
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 |
1,758.5 |
39.6 |
2.2% |
17.4 |
1.0% |
17% |
False |
True |
137,272 |
10 |
1,798.1 |
1,753.2 |
44.9 |
2.5% |
18.7 |
1.1% |
27% |
False |
False |
145,426 |
20 |
1,798.1 |
1,720.0 |
78.1 |
4.4% |
21.0 |
1.2% |
58% |
False |
False |
159,919 |
40 |
1,798.1 |
1,592.1 |
206.0 |
11.7% |
20.4 |
1.2% |
84% |
False |
False |
140,729 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.1% |
20.0 |
1.1% |
86% |
False |
False |
118,357 |
80 |
1,798.1 |
1,552.0 |
246.1 |
13.9% |
21.4 |
1.2% |
87% |
False |
False |
91,124 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.8% |
22.9 |
1.3% |
87% |
False |
False |
74,062 |
120 |
1,798.1 |
1,535.4 |
262.7 |
14.9% |
22.6 |
1.3% |
87% |
False |
False |
62,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.9 |
2.618 |
1,800.1 |
1.618 |
1,788.6 |
1.000 |
1,781.5 |
0.618 |
1,777.1 |
HIGH |
1,770.0 |
0.618 |
1,765.6 |
0.500 |
1,764.3 |
0.382 |
1,762.9 |
LOW |
1,758.5 |
0.618 |
1,751.4 |
1.000 |
1,747.0 |
1.618 |
1,739.9 |
2.618 |
1,728.4 |
4.250 |
1,709.6 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,764.8 |
1,770.5 |
PP |
1,764.5 |
1,768.7 |
S1 |
1,764.3 |
1,766.9 |
|