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 |
7,328.0 |
7,225.0 |
-103.0 |
-1.4% |
7,211.0 |
High |
7,329.0 |
7,249.0 |
-80.0 |
-1.1% |
7,412.5 |
Low |
7,221.0 |
7,185.5 |
-35.5 |
-0.5% |
7,209.5 |
Close |
7,228.0 |
7,217.5 |
-10.5 |
-0.1% |
7,392.5 |
Range |
108.0 |
63.5 |
-44.5 |
-41.2% |
203.0 |
ATR |
104.0 |
101.1 |
-2.9 |
-2.8% |
0.0 |
Volume |
108,595 |
126,473 |
17,878 |
16.5% |
576,458 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,407.8 |
7,376.2 |
7,252.4 |
|
R3 |
7,344.3 |
7,312.7 |
7,235.0 |
|
R2 |
7,280.8 |
7,280.8 |
7,229.1 |
|
R1 |
7,249.2 |
7,249.2 |
7,223.3 |
7,233.3 |
PP |
7,217.3 |
7,217.3 |
7,217.3 |
7,209.4 |
S1 |
7,185.7 |
7,185.7 |
7,211.7 |
7,169.8 |
S2 |
7,153.8 |
7,153.8 |
7,205.9 |
|
S3 |
7,090.3 |
7,122.2 |
7,200.0 |
|
S4 |
7,026.8 |
7,058.7 |
7,182.6 |
|
|
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 |
7,185.5 |
227.0 |
3.1% |
86.8 |
1.2% |
14% |
False |
True |
112,482 |
10 |
7,412.5 |
7,185.5 |
227.0 |
3.1% |
96.0 |
1.3% |
14% |
False |
True |
120,807 |
20 |
7,483.5 |
7,185.5 |
298.0 |
4.1% |
90.0 |
1.2% |
11% |
False |
True |
102,543 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
91.0 |
1.3% |
56% |
False |
False |
53,334 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
105.9 |
1.5% |
77% |
False |
False |
35,724 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
19.0% |
105.2 |
1.5% |
81% |
False |
False |
26,913 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
108.8 |
1.5% |
83% |
False |
False |
22,041 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
108.0 |
1.5% |
83% |
False |
False |
18,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,518.9 |
2.618 |
7,415.2 |
1.618 |
7,351.7 |
1.000 |
7,312.5 |
0.618 |
7,288.2 |
HIGH |
7,249.0 |
0.618 |
7,224.7 |
0.500 |
7,217.3 |
0.382 |
7,209.8 |
LOW |
7,185.5 |
0.618 |
7,146.3 |
1.000 |
7,122.0 |
1.618 |
7,082.8 |
2.618 |
7,019.3 |
4.250 |
6,915.6 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,217.4 |
7,272.3 |
PP |
7,217.3 |
7,254.0 |
S1 |
7,217.3 |
7,235.8 |
|