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 |
1,764.9 |
1,769.7 |
4.8 |
0.3% |
1,782.0 |
High |
1,776.6 |
1,775.0 |
-1.6 |
-0.1% |
1,782.5 |
Low |
1,760.2 |
1,753.5 |
-6.7 |
-0.4% |
1,753.5 |
Close |
1,770.6 |
1,759.7 |
-10.9 |
-0.6% |
1,759.7 |
Range |
16.4 |
21.5 |
5.1 |
31.1% |
29.0 |
ATR |
19.8 |
19.9 |
0.1 |
0.6% |
0.0 |
Volume |
117,573 |
130,391 |
12,818 |
10.9% |
613,896 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.2 |
1,815.0 |
1,771.5 |
|
R3 |
1,805.7 |
1,793.5 |
1,765.6 |
|
R2 |
1,784.2 |
1,784.2 |
1,763.6 |
|
R1 |
1,772.0 |
1,772.0 |
1,761.7 |
1,767.4 |
PP |
1,762.7 |
1,762.7 |
1,762.7 |
1,760.4 |
S1 |
1,750.5 |
1,750.5 |
1,757.7 |
1,745.9 |
S2 |
1,741.2 |
1,741.2 |
1,755.8 |
|
S3 |
1,719.7 |
1,729.0 |
1,753.8 |
|
S4 |
1,698.2 |
1,707.5 |
1,747.9 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.2 |
1,835.0 |
1,775.7 |
|
R3 |
1,823.2 |
1,806.0 |
1,767.7 |
|
R2 |
1,794.2 |
1,794.2 |
1,765.0 |
|
R1 |
1,777.0 |
1,777.0 |
1,762.4 |
1,771.1 |
PP |
1,765.2 |
1,765.2 |
1,765.2 |
1,762.3 |
S1 |
1,748.0 |
1,748.0 |
1,757.0 |
1,742.1 |
S2 |
1,736.2 |
1,736.2 |
1,754.4 |
|
S3 |
1,707.2 |
1,719.0 |
1,751.7 |
|
S4 |
1,678.2 |
1,690.0 |
1,743.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.5 |
1,753.5 |
29.0 |
1.6% |
16.7 |
0.9% |
21% |
False |
True |
122,779 |
10 |
1,798.1 |
1,753.5 |
44.6 |
2.5% |
17.9 |
1.0% |
14% |
False |
True |
136,382 |
20 |
1,798.1 |
1,738.3 |
59.8 |
3.4% |
19.5 |
1.1% |
36% |
False |
False |
149,524 |
40 |
1,798.1 |
1,611.8 |
186.3 |
10.6% |
20.5 |
1.2% |
79% |
False |
False |
142,094 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.1% |
20.0 |
1.1% |
83% |
False |
False |
122,107 |
80 |
1,798.1 |
1,552.0 |
246.1 |
14.0% |
21.3 |
1.2% |
84% |
False |
False |
94,137 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.8% |
22.8 |
1.3% |
85% |
False |
False |
76,456 |
120 |
1,798.1 |
1,535.4 |
262.7 |
14.9% |
22.6 |
1.3% |
85% |
False |
False |
64,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.4 |
2.618 |
1,831.3 |
1.618 |
1,809.8 |
1.000 |
1,796.5 |
0.618 |
1,788.3 |
HIGH |
1,775.0 |
0.618 |
1,766.8 |
0.500 |
1,764.3 |
0.382 |
1,761.7 |
LOW |
1,753.5 |
0.618 |
1,740.2 |
1.000 |
1,732.0 |
1.618 |
1,718.7 |
2.618 |
1,697.2 |
4.250 |
1,662.1 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,764.3 |
1,765.1 |
PP |
1,762.7 |
1,763.3 |
S1 |
1,761.2 |
1,761.5 |
|