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 |
4,485.0 |
4,451.0 |
-34.0 |
-0.8% |
4,352.0 |
High |
4,495.0 |
4,491.0 |
-4.0 |
-0.1% |
4,500.0 |
Low |
4,474.0 |
4,448.0 |
-26.0 |
-0.6% |
4,348.0 |
Close |
4,484.0 |
4,476.0 |
-8.0 |
-0.2% |
4,492.0 |
Range |
21.0 |
43.0 |
22.0 |
104.8% |
152.0 |
ATR |
33.5 |
34.2 |
0.7 |
2.0% |
0.0 |
Volume |
18,941 |
21,576 |
2,635 |
13.9% |
103,348 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.7 |
4,581.3 |
4,499.7 |
|
R3 |
4,557.7 |
4,538.3 |
4,487.8 |
|
R2 |
4,514.7 |
4,514.7 |
4,483.9 |
|
R1 |
4,495.3 |
4,495.3 |
4,479.9 |
4,505.0 |
PP |
4,471.7 |
4,471.7 |
4,471.7 |
4,476.5 |
S1 |
4,452.3 |
4,452.3 |
4,472.1 |
4,462.0 |
S2 |
4,428.7 |
4,428.7 |
4,468.1 |
|
S3 |
4,385.7 |
4,409.3 |
4,464.2 |
|
S4 |
4,342.7 |
4,366.3 |
4,452.4 |
|
|
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 |
4,448.0 |
68.0 |
1.5% |
32.6 |
0.7% |
41% |
False |
True |
19,171 |
10 |
4,516.0 |
4,348.0 |
168.0 |
3.8% |
35.0 |
0.8% |
76% |
False |
False |
20,359 |
20 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
31.4 |
0.7% |
77% |
False |
False |
30,678 |
40 |
4,516.0 |
4,235.0 |
281.0 |
6.3% |
24.5 |
0.5% |
86% |
False |
False |
15,576 |
60 |
4,516.0 |
4,077.0 |
439.0 |
9.8% |
18.1 |
0.4% |
91% |
False |
False |
10,414 |
80 |
4,516.0 |
3,982.0 |
534.0 |
11.9% |
14.4 |
0.3% |
93% |
False |
False |
7,834 |
100 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
12.0 |
0.3% |
93% |
False |
False |
6,272 |
120 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
10.7 |
0.2% |
93% |
False |
False |
5,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,673.8 |
2.618 |
4,603.6 |
1.618 |
4,560.6 |
1.000 |
4,534.0 |
0.618 |
4,517.6 |
HIGH |
4,491.0 |
0.618 |
4,474.6 |
0.500 |
4,469.5 |
0.382 |
4,464.4 |
LOW |
4,448.0 |
0.618 |
4,421.4 |
1.000 |
4,405.0 |
1.618 |
4,378.4 |
2.618 |
4,335.4 |
4.250 |
4,265.3 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,473.8 |
4,482.0 |
PP |
4,471.7 |
4,480.0 |
S1 |
4,469.5 |
4,478.0 |
|