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 |
4,479.0 |
4,485.0 |
6.0 |
0.1% |
4,352.0 |
High |
4,516.0 |
4,495.0 |
-21.0 |
-0.5% |
4,500.0 |
Low |
4,477.0 |
4,474.0 |
-3.0 |
-0.1% |
4,348.0 |
Close |
4,509.0 |
4,484.0 |
-25.0 |
-0.6% |
4,492.0 |
Range |
39.0 |
21.0 |
-18.0 |
-46.2% |
152.0 |
ATR |
33.4 |
33.5 |
0.1 |
0.3% |
0.0 |
Volume |
18,593 |
18,941 |
348 |
1.9% |
103,348 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,547.3 |
4,536.7 |
4,495.6 |
|
R3 |
4,526.3 |
4,515.7 |
4,489.8 |
|
R2 |
4,505.3 |
4,505.3 |
4,487.9 |
|
R1 |
4,494.7 |
4,494.7 |
4,485.9 |
4,489.5 |
PP |
4,484.3 |
4,484.3 |
4,484.3 |
4,481.8 |
S1 |
4,473.7 |
4,473.7 |
4,482.1 |
4,468.5 |
S2 |
4,463.3 |
4,463.3 |
4,480.2 |
|
S3 |
4,442.3 |
4,452.7 |
4,478.2 |
|
S4 |
4,421.3 |
4,431.7 |
4,472.5 |
|
|
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 |
4,516.0 |
4,438.0 |
78.0 |
1.7% |
28.8 |
0.6% |
59% |
False |
False |
18,802 |
10 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
35.9 |
0.8% |
82% |
False |
False |
20,516 |
20 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
29.9 |
0.7% |
82% |
False |
False |
29,753 |
40 |
4,516.0 |
4,235.0 |
281.0 |
6.3% |
23.5 |
0.5% |
89% |
False |
False |
15,039 |
60 |
4,516.0 |
4,077.0 |
439.0 |
9.8% |
17.3 |
0.4% |
93% |
False |
False |
10,055 |
80 |
4,516.0 |
3,982.0 |
534.0 |
11.9% |
13.9 |
0.3% |
94% |
False |
False |
7,564 |
100 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
11.6 |
0.3% |
94% |
False |
False |
6,057 |
120 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
10.4 |
0.2% |
94% |
False |
False |
5,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.3 |
2.618 |
4,550.0 |
1.618 |
4,529.0 |
1.000 |
4,516.0 |
0.618 |
4,508.0 |
HIGH |
4,495.0 |
0.618 |
4,487.0 |
0.500 |
4,484.5 |
0.382 |
4,482.0 |
LOW |
4,474.0 |
0.618 |
4,461.0 |
1.000 |
4,453.0 |
1.618 |
4,440.0 |
2.618 |
4,419.0 |
4.250 |
4,384.8 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,484.5 |
4,495.0 |
PP |
4,484.3 |
4,491.3 |
S1 |
4,484.2 |
4,487.7 |
|