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 |
7,225.0 |
7,193.5 |
-31.5 |
-0.4% |
7,211.0 |
High |
7,249.0 |
7,308.5 |
59.5 |
0.8% |
7,412.5 |
Low |
7,185.5 |
7,183.0 |
-2.5 |
0.0% |
7,209.5 |
Close |
7,217.5 |
7,285.5 |
68.0 |
0.9% |
7,392.5 |
Range |
63.5 |
125.5 |
62.0 |
97.6% |
203.0 |
ATR |
101.1 |
102.8 |
1.7 |
1.7% |
0.0 |
Volume |
126,473 |
115,993 |
-10,480 |
-8.3% |
576,458 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,635.5 |
7,586.0 |
7,354.5 |
|
R3 |
7,510.0 |
7,460.5 |
7,320.0 |
|
R2 |
7,384.5 |
7,384.5 |
7,308.5 |
|
R1 |
7,335.0 |
7,335.0 |
7,297.0 |
7,359.8 |
PP |
7,259.0 |
7,259.0 |
7,259.0 |
7,271.4 |
S1 |
7,209.5 |
7,209.5 |
7,274.0 |
7,234.3 |
S2 |
7,133.5 |
7,133.5 |
7,262.5 |
|
S3 |
7,008.0 |
7,084.0 |
7,251.0 |
|
S4 |
6,882.5 |
6,958.5 |
7,216.5 |
|
|
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 |
7,183.0 |
229.5 |
3.2% |
93.3 |
1.3% |
45% |
False |
True |
113,240 |
10 |
7,412.5 |
7,183.0 |
229.5 |
3.2% |
100.6 |
1.4% |
45% |
False |
True |
118,731 |
20 |
7,483.5 |
7,183.0 |
300.5 |
4.1% |
90.0 |
1.2% |
34% |
False |
True |
107,318 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
92.5 |
1.3% |
67% |
False |
False |
56,231 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
106.0 |
1.5% |
83% |
False |
False |
37,654 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.8% |
105.7 |
1.5% |
86% |
False |
False |
28,354 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
109.0 |
1.5% |
87% |
False |
False |
23,200 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
108.3 |
1.5% |
87% |
False |
False |
19,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,841.9 |
2.618 |
7,637.1 |
1.618 |
7,511.6 |
1.000 |
7,434.0 |
0.618 |
7,386.1 |
HIGH |
7,308.5 |
0.618 |
7,260.6 |
0.500 |
7,245.8 |
0.382 |
7,230.9 |
LOW |
7,183.0 |
0.618 |
7,105.4 |
1.000 |
7,057.5 |
1.618 |
6,979.9 |
2.618 |
6,854.4 |
4.250 |
6,649.6 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,272.3 |
7,275.7 |
PP |
7,259.0 |
7,265.8 |
S1 |
7,245.8 |
7,256.0 |
|