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 |
4,451.0 |
4,480.0 |
29.0 |
0.7% |
4,492.0 |
High |
4,491.0 |
4,494.0 |
3.0 |
0.1% |
4,516.0 |
Low |
4,448.0 |
4,477.0 |
29.0 |
0.7% |
4,448.0 |
Close |
4,476.0 |
4,488.0 |
12.0 |
0.3% |
4,488.0 |
Range |
43.0 |
17.0 |
-26.0 |
-60.5% |
68.0 |
ATR |
34.2 |
33.1 |
-1.2 |
-3.4% |
0.0 |
Volume |
21,576 |
14,575 |
-7,001 |
-32.4% |
88,764 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,537.3 |
4,529.7 |
4,497.4 |
|
R3 |
4,520.3 |
4,512.7 |
4,492.7 |
|
R2 |
4,503.3 |
4,503.3 |
4,491.1 |
|
R1 |
4,495.7 |
4,495.7 |
4,489.6 |
4,499.5 |
PP |
4,486.3 |
4,486.3 |
4,486.3 |
4,488.3 |
S1 |
4,478.7 |
4,478.7 |
4,486.4 |
4,482.5 |
S2 |
4,469.3 |
4,469.3 |
4,484.9 |
|
S3 |
4,452.3 |
4,461.7 |
4,483.3 |
|
S4 |
4,435.3 |
4,444.7 |
4,478.7 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.0 |
4,656.0 |
4,525.4 |
|
R3 |
4,620.0 |
4,588.0 |
4,506.7 |
|
R2 |
4,552.0 |
4,552.0 |
4,500.5 |
|
R1 |
4,520.0 |
4,520.0 |
4,494.2 |
4,502.0 |
PP |
4,484.0 |
4,484.0 |
4,484.0 |
4,475.0 |
S1 |
4,452.0 |
4,452.0 |
4,481.8 |
4,434.0 |
S2 |
4,416.0 |
4,416.0 |
4,475.5 |
|
S3 |
4,348.0 |
4,384.0 |
4,469.3 |
|
S4 |
4,280.0 |
4,316.0 |
4,450.6 |
|
|
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% |
28.2 |
0.6% |
59% |
False |
False |
17,752 |
10 |
4,516.0 |
4,348.0 |
168.0 |
3.7% |
33.6 |
0.7% |
83% |
False |
False |
19,211 |
20 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
31.0 |
0.7% |
84% |
False |
False |
30,610 |
40 |
4,516.0 |
4,251.0 |
265.0 |
5.9% |
24.7 |
0.5% |
89% |
False |
False |
15,940 |
60 |
4,516.0 |
4,077.0 |
439.0 |
9.8% |
18.3 |
0.4% |
94% |
False |
False |
10,655 |
80 |
4,516.0 |
3,982.0 |
534.0 |
11.9% |
14.6 |
0.3% |
95% |
False |
False |
8,012 |
100 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
12.0 |
0.3% |
95% |
False |
False |
6,417 |
120 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
10.9 |
0.2% |
95% |
False |
False |
5,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,566.3 |
2.618 |
4,538.5 |
1.618 |
4,521.5 |
1.000 |
4,511.0 |
0.618 |
4,504.5 |
HIGH |
4,494.0 |
0.618 |
4,487.5 |
0.500 |
4,485.5 |
0.382 |
4,483.5 |
LOW |
4,477.0 |
0.618 |
4,466.5 |
1.000 |
4,460.0 |
1.618 |
4,449.5 |
2.618 |
4,432.5 |
4.250 |
4,404.8 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,487.2 |
4,482.5 |
PP |
4,486.3 |
4,477.0 |
S1 |
4,485.5 |
4,471.5 |
|