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 |
7,193.5 |
7,270.5 |
77.0 |
1.1% |
7,352.5 |
High |
7,308.5 |
7,294.5 |
-14.0 |
-0.2% |
7,359.0 |
Low |
7,183.0 |
7,232.5 |
49.5 |
0.7% |
7,183.0 |
Close |
7,285.5 |
7,245.5 |
-40.0 |
-0.5% |
7,245.5 |
Range |
125.5 |
62.0 |
-63.5 |
-50.6% |
176.0 |
ATR |
102.8 |
99.9 |
-2.9 |
-2.8% |
0.0 |
Volume |
115,993 |
114,249 |
-1,744 |
-1.5% |
589,651 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,443.5 |
7,406.5 |
7,279.6 |
|
R3 |
7,381.5 |
7,344.5 |
7,262.6 |
|
R2 |
7,319.5 |
7,319.5 |
7,256.9 |
|
R1 |
7,282.5 |
7,282.5 |
7,251.2 |
7,270.0 |
PP |
7,257.5 |
7,257.5 |
7,257.5 |
7,251.3 |
S1 |
7,220.5 |
7,220.5 |
7,239.8 |
7,208.0 |
S2 |
7,195.5 |
7,195.5 |
7,234.1 |
|
S3 |
7,133.5 |
7,158.5 |
7,228.5 |
|
S4 |
7,071.5 |
7,096.5 |
7,211.4 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,790.5 |
7,694.0 |
7,342.3 |
|
R3 |
7,614.5 |
7,518.0 |
7,293.9 |
|
R2 |
7,438.5 |
7,438.5 |
7,277.8 |
|
R1 |
7,342.0 |
7,342.0 |
7,261.6 |
7,302.3 |
PP |
7,262.5 |
7,262.5 |
7,262.5 |
7,242.6 |
S1 |
7,166.0 |
7,166.0 |
7,229.4 |
7,126.3 |
S2 |
7,086.5 |
7,086.5 |
7,213.2 |
|
S3 |
6,910.5 |
6,990.0 |
7,197.1 |
|
S4 |
6,734.5 |
6,814.0 |
7,148.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,359.0 |
7,183.0 |
176.0 |
2.4% |
86.2 |
1.2% |
36% |
False |
False |
117,930 |
10 |
7,412.5 |
7,183.0 |
229.5 |
3.2% |
93.3 |
1.3% |
27% |
False |
False |
116,610 |
20 |
7,483.5 |
7,183.0 |
300.5 |
4.1% |
89.9 |
1.2% |
21% |
False |
False |
111,641 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
92.1 |
1.3% |
61% |
False |
False |
59,082 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
105.8 |
1.5% |
80% |
False |
False |
39,553 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.9% |
104.5 |
1.4% |
83% |
False |
False |
29,776 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.5% |
108.7 |
1.5% |
85% |
False |
False |
24,340 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.5% |
108.8 |
1.5% |
85% |
False |
False |
20,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,558.0 |
2.618 |
7,456.8 |
1.618 |
7,394.8 |
1.000 |
7,356.5 |
0.618 |
7,332.8 |
HIGH |
7,294.5 |
0.618 |
7,270.8 |
0.500 |
7,263.5 |
0.382 |
7,256.2 |
LOW |
7,232.5 |
0.618 |
7,194.2 |
1.000 |
7,170.5 |
1.618 |
7,132.2 |
2.618 |
7,070.2 |
4.250 |
6,969.0 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,263.5 |
7,245.8 |
PP |
7,257.5 |
7,245.7 |
S1 |
7,251.5 |
7,245.6 |
|