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 |
7,338.0 |
7,352.5 |
14.5 |
0.2% |
7,211.0 |
High |
7,412.5 |
7,359.0 |
-53.5 |
-0.7% |
7,412.5 |
Low |
7,315.0 |
7,287.0 |
-28.0 |
-0.4% |
7,209.5 |
Close |
7,392.5 |
7,300.0 |
-92.5 |
-1.3% |
7,392.5 |
Range |
97.5 |
72.0 |
-25.5 |
-26.2% |
203.0 |
ATR |
103.6 |
103.7 |
0.1 |
0.1% |
0.0 |
Volume |
90,802 |
124,341 |
33,539 |
36.9% |
576,458 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,531.3 |
7,487.7 |
7,339.6 |
|
R3 |
7,459.3 |
7,415.7 |
7,319.8 |
|
R2 |
7,387.3 |
7,387.3 |
7,313.2 |
|
R1 |
7,343.7 |
7,343.7 |
7,306.6 |
7,329.5 |
PP |
7,315.3 |
7,315.3 |
7,315.3 |
7,308.3 |
S1 |
7,271.7 |
7,271.7 |
7,293.4 |
7,257.5 |
S2 |
7,243.3 |
7,243.3 |
7,286.8 |
|
S3 |
7,171.3 |
7,199.7 |
7,280.2 |
|
S4 |
7,099.3 |
7,127.7 |
7,260.4 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,947.2 |
7,872.8 |
7,504.2 |
|
R3 |
7,744.2 |
7,669.8 |
7,448.3 |
|
R2 |
7,541.2 |
7,541.2 |
7,429.7 |
|
R1 |
7,466.8 |
7,466.8 |
7,411.1 |
7,504.0 |
PP |
7,338.2 |
7,338.2 |
7,338.2 |
7,356.8 |
S1 |
7,263.8 |
7,263.8 |
7,373.9 |
7,301.0 |
S2 |
7,135.2 |
7,135.2 |
7,355.3 |
|
S3 |
6,932.2 |
7,060.8 |
7,336.7 |
|
S4 |
6,729.2 |
6,857.8 |
7,280.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,412.5 |
7,269.0 |
143.5 |
2.0% |
88.0 |
1.2% |
22% |
False |
False |
113,203 |
10 |
7,443.5 |
7,209.5 |
234.0 |
3.2% |
99.8 |
1.4% |
39% |
False |
False |
122,129 |
20 |
7,483.5 |
7,176.5 |
307.0 |
4.2% |
93.6 |
1.3% |
40% |
False |
False |
92,418 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
90.2 |
1.2% |
70% |
False |
False |
47,468 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
105.3 |
1.4% |
84% |
False |
False |
31,817 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.8% |
106.2 |
1.5% |
87% |
False |
False |
23,984 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.1 |
1.5% |
88% |
False |
False |
19,704 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
108.7 |
1.5% |
88% |
False |
False |
16,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,665.0 |
2.618 |
7,547.5 |
1.618 |
7,475.5 |
1.000 |
7,431.0 |
0.618 |
7,403.5 |
HIGH |
7,359.0 |
0.618 |
7,331.5 |
0.500 |
7,323.0 |
0.382 |
7,314.5 |
LOW |
7,287.0 |
0.618 |
7,242.5 |
1.000 |
7,215.0 |
1.618 |
7,170.5 |
2.618 |
7,098.5 |
4.250 |
6,981.0 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,323.0 |
7,348.8 |
PP |
7,315.3 |
7,332.5 |
S1 |
7,307.7 |
7,316.3 |
|