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 |
4,467.0 |
4,492.0 |
25.0 |
0.6% |
4,352.0 |
High |
4,500.0 |
4,499.0 |
-1.0 |
0.0% |
4,500.0 |
Low |
4,461.0 |
4,478.0 |
17.0 |
0.4% |
4,348.0 |
Close |
4,492.0 |
4,479.0 |
-13.0 |
-0.3% |
4,492.0 |
Range |
39.0 |
21.0 |
-18.0 |
-46.2% |
152.0 |
ATR |
33.9 |
33.0 |
-0.9 |
-2.7% |
0.0 |
Volume |
21,669 |
15,079 |
-6,590 |
-30.4% |
103,348 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.3 |
4,534.7 |
4,490.6 |
|
R3 |
4,527.3 |
4,513.7 |
4,484.8 |
|
R2 |
4,506.3 |
4,506.3 |
4,482.9 |
|
R1 |
4,492.7 |
4,492.7 |
4,480.9 |
4,489.0 |
PP |
4,485.3 |
4,485.3 |
4,485.3 |
4,483.5 |
S1 |
4,471.7 |
4,471.7 |
4,477.1 |
4,468.0 |
S2 |
4,464.3 |
4,464.3 |
4,475.2 |
|
S3 |
4,443.3 |
4,450.7 |
4,473.2 |
|
S4 |
4,422.3 |
4,429.7 |
4,467.5 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,902.7 |
4,849.3 |
4,575.6 |
|
R3 |
4,750.7 |
4,697.3 |
4,533.8 |
|
R2 |
4,598.7 |
4,598.7 |
4,519.9 |
|
R1 |
4,545.3 |
4,545.3 |
4,505.9 |
4,572.0 |
PP |
4,446.7 |
4,446.7 |
4,446.7 |
4,460.0 |
S1 |
4,393.3 |
4,393.3 |
4,478.1 |
4,420.0 |
S2 |
4,294.7 |
4,294.7 |
4,464.1 |
|
S3 |
4,142.7 |
4,241.3 |
4,450.2 |
|
S4 |
3,990.7 |
4,089.3 |
4,408.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,500.0 |
4,402.0 |
98.0 |
2.2% |
29.0 |
0.6% |
79% |
False |
False |
19,740 |
10 |
4,500.0 |
4,340.0 |
160.0 |
3.6% |
34.2 |
0.8% |
87% |
False |
False |
20,387 |
20 |
4,500.0 |
4,321.0 |
179.0 |
4.0% |
29.5 |
0.7% |
88% |
False |
False |
28,061 |
40 |
4,500.0 |
4,235.0 |
265.0 |
5.9% |
22.4 |
0.5% |
92% |
False |
False |
14,104 |
60 |
4,500.0 |
4,031.0 |
469.0 |
10.5% |
16.5 |
0.4% |
96% |
False |
False |
9,440 |
80 |
4,500.0 |
3,982.0 |
518.0 |
11.6% |
13.1 |
0.3% |
96% |
False |
False |
7,095 |
100 |
4,500.0 |
3,950.0 |
550.0 |
12.3% |
11.3 |
0.3% |
96% |
False |
False |
5,692 |
120 |
4,500.0 |
3,950.0 |
550.0 |
12.3% |
9.9 |
0.2% |
96% |
False |
False |
4,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,588.3 |
2.618 |
4,554.0 |
1.618 |
4,533.0 |
1.000 |
4,520.0 |
0.618 |
4,512.0 |
HIGH |
4,499.0 |
0.618 |
4,491.0 |
0.500 |
4,488.5 |
0.382 |
4,486.0 |
LOW |
4,478.0 |
0.618 |
4,465.0 |
1.000 |
4,457.0 |
1.618 |
4,444.0 |
2.618 |
4,423.0 |
4.250 |
4,388.8 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,488.5 |
4,475.7 |
PP |
4,485.3 |
4,472.3 |
S1 |
4,482.2 |
4,469.0 |
|