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 |
4,492.0 |
4,479.0 |
-13.0 |
-0.3% |
4,352.0 |
High |
4,499.0 |
4,516.0 |
17.0 |
0.4% |
4,500.0 |
Low |
4,478.0 |
4,477.0 |
-1.0 |
0.0% |
4,348.0 |
Close |
4,479.0 |
4,509.0 |
30.0 |
0.7% |
4,492.0 |
Range |
21.0 |
39.0 |
18.0 |
85.7% |
152.0 |
ATR |
33.0 |
33.4 |
0.4 |
1.3% |
0.0 |
Volume |
15,079 |
18,593 |
3,514 |
23.3% |
103,348 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.7 |
4,602.3 |
4,530.5 |
|
R3 |
4,578.7 |
4,563.3 |
4,519.7 |
|
R2 |
4,539.7 |
4,539.7 |
4,516.2 |
|
R1 |
4,524.3 |
4,524.3 |
4,512.6 |
4,532.0 |
PP |
4,500.7 |
4,500.7 |
4,500.7 |
4,504.5 |
S1 |
4,485.3 |
4,485.3 |
4,505.4 |
4,493.0 |
S2 |
4,461.7 |
4,461.7 |
4,501.9 |
|
S3 |
4,422.7 |
4,446.3 |
4,498.3 |
|
S4 |
4,383.7 |
4,407.3 |
4,487.6 |
|
|
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 |
4,516.0 |
4,434.0 |
82.0 |
1.8% |
29.0 |
0.6% |
91% |
True |
False |
18,885 |
10 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
35.7 |
0.8% |
96% |
True |
False |
20,261 |
20 |
4,516.0 |
4,339.0 |
177.0 |
3.9% |
30.5 |
0.7% |
96% |
True |
False |
28,926 |
40 |
4,516.0 |
4,235.0 |
281.0 |
6.2% |
23.0 |
0.5% |
98% |
True |
False |
14,565 |
60 |
4,516.0 |
4,069.0 |
447.0 |
9.9% |
17.0 |
0.4% |
98% |
True |
False |
9,739 |
80 |
4,516.0 |
3,982.0 |
534.0 |
11.8% |
13.6 |
0.3% |
99% |
True |
False |
7,327 |
100 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
11.3 |
0.3% |
99% |
True |
False |
5,867 |
120 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
10.2 |
0.2% |
99% |
True |
False |
4,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,681.8 |
2.618 |
4,618.1 |
1.618 |
4,579.1 |
1.000 |
4,555.0 |
0.618 |
4,540.1 |
HIGH |
4,516.0 |
0.618 |
4,501.1 |
0.500 |
4,496.5 |
0.382 |
4,491.9 |
LOW |
4,477.0 |
0.618 |
4,452.9 |
1.000 |
4,438.0 |
1.618 |
4,413.9 |
2.618 |
4,374.9 |
4.250 |
4,311.3 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,504.8 |
4,502.2 |
PP |
4,500.7 |
4,495.3 |
S1 |
4,496.5 |
4,488.5 |
|