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 |
8,910 |
8,795 |
-115 |
-1.3% |
8,875 |
High |
8,915 |
8,855 |
-60 |
-0.7% |
8,955 |
Low |
8,790 |
8,675 |
-115 |
-1.3% |
8,745 |
Close |
8,810 |
8,680 |
-130 |
-1.5% |
8,905 |
Range |
125 |
180 |
55 |
44.0% |
210 |
ATR |
119 |
124 |
4 |
3.6% |
0 |
Volume |
2,024 |
3,735 |
1,711 |
84.5% |
23,324 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,277 |
9,158 |
8,779 |
|
R3 |
9,097 |
8,978 |
8,730 |
|
R2 |
8,917 |
8,917 |
8,713 |
|
R1 |
8,798 |
8,798 |
8,697 |
8,768 |
PP |
8,737 |
8,737 |
8,737 |
8,721 |
S1 |
8,618 |
8,618 |
8,664 |
8,588 |
S2 |
8,557 |
8,557 |
8,647 |
|
S3 |
8,377 |
8,438 |
8,631 |
|
S4 |
8,197 |
8,258 |
8,581 |
|
|
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 |
8,675 |
280 |
3.2% |
133 |
1.5% |
2% |
False |
True |
3,946 |
10 |
9,010 |
8,675 |
335 |
3.9% |
132 |
1.5% |
1% |
False |
True |
4,150 |
20 |
9,235 |
8,675 |
560 |
6.5% |
137 |
1.6% |
1% |
False |
True |
4,440 |
40 |
9,245 |
8,620 |
625 |
7.2% |
104 |
1.2% |
10% |
False |
False |
2,967 |
60 |
9,245 |
8,365 |
880 |
10.1% |
72 |
0.8% |
36% |
False |
False |
1,979 |
80 |
9,245 |
8,365 |
880 |
10.1% |
56 |
0.6% |
36% |
False |
False |
1,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,620 |
2.618 |
9,326 |
1.618 |
9,146 |
1.000 |
9,035 |
0.618 |
8,966 |
HIGH |
8,855 |
0.618 |
8,786 |
0.500 |
8,765 |
0.382 |
8,744 |
LOW |
8,675 |
0.618 |
8,564 |
1.000 |
8,495 |
1.618 |
8,384 |
2.618 |
8,204 |
4.250 |
7,910 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,765 |
8,815 |
PP |
8,737 |
8,770 |
S1 |
8,708 |
8,725 |
|