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 |
7,352.5 |
7,328.0 |
-24.5 |
-0.3% |
7,211.0 |
High |
7,359.0 |
7,329.0 |
-30.0 |
-0.4% |
7,412.5 |
Low |
7,287.0 |
7,221.0 |
-66.0 |
-0.9% |
7,209.5 |
Close |
7,300.0 |
7,228.0 |
-72.0 |
-1.0% |
7,392.5 |
Range |
72.0 |
108.0 |
36.0 |
50.0% |
203.0 |
ATR |
103.7 |
104.0 |
0.3 |
0.3% |
0.0 |
Volume |
124,341 |
108,595 |
-15,746 |
-12.7% |
576,458 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,583.3 |
7,513.7 |
7,287.4 |
|
R3 |
7,475.3 |
7,405.7 |
7,257.7 |
|
R2 |
7,367.3 |
7,367.3 |
7,247.8 |
|
R1 |
7,297.7 |
7,297.7 |
7,237.9 |
7,278.5 |
PP |
7,259.3 |
7,259.3 |
7,259.3 |
7,249.8 |
S1 |
7,189.7 |
7,189.7 |
7,218.1 |
7,170.5 |
S2 |
7,151.3 |
7,151.3 |
7,208.2 |
|
S3 |
7,043.3 |
7,081.7 |
7,198.3 |
|
S4 |
6,935.3 |
6,973.7 |
7,168.6 |
|
|
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 |
7,221.0 |
191.5 |
2.6% |
87.8 |
1.2% |
4% |
False |
True |
111,885 |
10 |
7,412.5 |
7,209.5 |
203.0 |
2.8% |
101.4 |
1.4% |
9% |
False |
False |
119,363 |
20 |
7,483.5 |
7,209.5 |
274.0 |
3.8% |
92.0 |
1.3% |
7% |
False |
False |
96,808 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
90.7 |
1.3% |
58% |
False |
False |
50,179 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
106.1 |
1.5% |
78% |
False |
False |
33,624 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
19.0% |
106.2 |
1.5% |
81% |
False |
False |
25,337 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
109.0 |
1.5% |
84% |
False |
False |
20,784 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
109.0 |
1.5% |
84% |
False |
False |
17,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,788.0 |
2.618 |
7,611.7 |
1.618 |
7,503.7 |
1.000 |
7,437.0 |
0.618 |
7,395.7 |
HIGH |
7,329.0 |
0.618 |
7,287.7 |
0.500 |
7,275.0 |
0.382 |
7,262.3 |
LOW |
7,221.0 |
0.618 |
7,154.3 |
1.000 |
7,113.0 |
1.618 |
7,046.3 |
2.618 |
6,938.3 |
4.250 |
6,762.0 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,275.0 |
7,316.8 |
PP |
7,259.3 |
7,287.2 |
S1 |
7,243.7 |
7,257.6 |
|