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 |
1,766.0 |
1,764.9 |
-1.1 |
-0.1% |
1,773.7 |
High |
1,770.0 |
1,776.6 |
6.6 |
0.4% |
1,798.1 |
Low |
1,758.5 |
1,760.2 |
1.7 |
0.1% |
1,765.7 |
Close |
1,765.1 |
1,770.6 |
5.5 |
0.3% |
1,780.8 |
Range |
11.5 |
16.4 |
4.9 |
42.6% |
32.4 |
ATR |
20.0 |
19.8 |
-0.3 |
-1.3% |
0.0 |
Volume |
129,541 |
117,573 |
-11,968 |
-9.2% |
749,926 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.3 |
1,810.9 |
1,779.6 |
|
R3 |
1,801.9 |
1,794.5 |
1,775.1 |
|
R2 |
1,785.5 |
1,785.5 |
1,773.6 |
|
R1 |
1,778.1 |
1,778.1 |
1,772.1 |
1,781.8 |
PP |
1,769.1 |
1,769.1 |
1,769.1 |
1,771.0 |
S1 |
1,761.7 |
1,761.7 |
1,769.1 |
1,765.4 |
S2 |
1,752.7 |
1,752.7 |
1,767.6 |
|
S3 |
1,736.3 |
1,745.3 |
1,766.1 |
|
S4 |
1,719.9 |
1,728.9 |
1,761.6 |
|
|
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% |
17.1 |
1.0% |
31% |
False |
False |
128,390 |
10 |
1,798.1 |
1,758.5 |
39.6 |
2.2% |
17.4 |
1.0% |
31% |
False |
False |
139,036 |
20 |
1,798.1 |
1,738.3 |
59.8 |
3.4% |
19.1 |
1.1% |
54% |
False |
False |
152,780 |
40 |
1,798.1 |
1,603.0 |
195.1 |
11.0% |
20.4 |
1.2% |
86% |
False |
False |
141,386 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.1% |
20.0 |
1.1% |
88% |
False |
False |
120,191 |
80 |
1,798.1 |
1,552.0 |
246.1 |
13.9% |
21.4 |
1.2% |
89% |
False |
False |
92,554 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.7% |
22.9 |
1.3% |
89% |
False |
False |
75,185 |
120 |
1,798.1 |
1,535.4 |
262.7 |
14.8% |
22.6 |
1.3% |
90% |
False |
False |
63,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.3 |
2.618 |
1,819.5 |
1.618 |
1,803.1 |
1.000 |
1,793.0 |
0.618 |
1,786.7 |
HIGH |
1,776.6 |
0.618 |
1,770.3 |
0.500 |
1,768.4 |
0.382 |
1,766.5 |
LOW |
1,760.2 |
0.618 |
1,750.1 |
1.000 |
1,743.8 |
1.618 |
1,733.7 |
2.618 |
1,717.3 |
4.250 |
1,690.5 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,769.9 |
1,770.4 |
PP |
1,769.1 |
1,770.2 |
S1 |
1,768.4 |
1,770.1 |
|