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 |
8,860 |
8,910 |
50 |
0.6% |
8,875 |
High |
8,955 |
8,915 |
-40 |
-0.4% |
8,955 |
Low |
8,820 |
8,790 |
-30 |
-0.3% |
8,745 |
Close |
8,905 |
8,810 |
-95 |
-1.1% |
8,905 |
Range |
135 |
125 |
-10 |
-7.4% |
210 |
ATR |
119 |
119 |
0 |
0.4% |
0 |
Volume |
4,418 |
2,024 |
-2,394 |
-54.2% |
23,324 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,213 |
9,137 |
8,879 |
|
R3 |
9,088 |
9,012 |
8,845 |
|
R2 |
8,963 |
8,963 |
8,833 |
|
R1 |
8,887 |
8,887 |
8,822 |
8,863 |
PP |
8,838 |
8,838 |
8,838 |
8,826 |
S1 |
8,762 |
8,762 |
8,799 |
8,738 |
S2 |
8,713 |
8,713 |
8,787 |
|
S3 |
8,588 |
8,637 |
8,776 |
|
S4 |
8,463 |
8,512 |
8,741 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,498 |
9,412 |
9,021 |
|
R3 |
9,288 |
9,202 |
8,963 |
|
R2 |
9,078 |
9,078 |
8,944 |
|
R1 |
8,992 |
8,992 |
8,924 |
9,035 |
PP |
8,868 |
8,868 |
8,868 |
8,890 |
S1 |
8,782 |
8,782 |
8,886 |
8,825 |
S2 |
8,658 |
8,658 |
8,867 |
|
S3 |
8,448 |
8,572 |
8,847 |
|
S4 |
8,238 |
8,362 |
8,790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,955 |
8,745 |
210 |
2.4% |
116 |
1.3% |
31% |
False |
False |
4,052 |
10 |
9,065 |
8,745 |
320 |
3.6% |
125 |
1.4% |
20% |
False |
False |
4,098 |
20 |
9,235 |
8,730 |
505 |
5.7% |
131 |
1.5% |
16% |
False |
False |
5,072 |
40 |
9,245 |
8,620 |
625 |
7.1% |
100 |
1.1% |
30% |
False |
False |
2,873 |
60 |
9,245 |
8,365 |
880 |
10.0% |
69 |
0.8% |
51% |
False |
False |
1,917 |
80 |
9,245 |
8,365 |
880 |
10.0% |
54 |
0.6% |
51% |
False |
False |
1,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,446 |
2.618 |
9,242 |
1.618 |
9,117 |
1.000 |
9,040 |
0.618 |
8,992 |
HIGH |
8,915 |
0.618 |
8,867 |
0.500 |
8,853 |
0.382 |
8,838 |
LOW |
8,790 |
0.618 |
8,713 |
1.000 |
8,665 |
1.618 |
8,588 |
2.618 |
8,463 |
4.250 |
8,259 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,853 |
8,853 |
PP |
8,838 |
8,838 |
S1 |
8,824 |
8,824 |
|