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 |
8,680 |
8,550 |
-130 |
-1.5% |
8,875 |
High |
8,685 |
8,645 |
-40 |
-0.5% |
8,955 |
Low |
8,555 |
8,525 |
-30 |
-0.4% |
8,745 |
Close |
8,560 |
8,585 |
25 |
0.3% |
8,905 |
Range |
130 |
120 |
-10 |
-7.7% |
210 |
ATR |
124 |
124 |
0 |
-0.2% |
0 |
Volume |
3,896 |
4,212 |
316 |
8.1% |
23,324 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,945 |
8,885 |
8,651 |
|
R3 |
8,825 |
8,765 |
8,618 |
|
R2 |
8,705 |
8,705 |
8,607 |
|
R1 |
8,645 |
8,645 |
8,596 |
8,675 |
PP |
8,585 |
8,585 |
8,585 |
8,600 |
S1 |
8,525 |
8,525 |
8,574 |
8,555 |
S2 |
8,465 |
8,465 |
8,563 |
|
S3 |
8,345 |
8,405 |
8,552 |
|
S4 |
8,225 |
8,285 |
8,519 |
|
|
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 |
8,525 |
430 |
5.0% |
138 |
1.6% |
14% |
False |
True |
3,657 |
10 |
9,010 |
8,525 |
485 |
5.6% |
130 |
1.5% |
12% |
False |
True |
4,234 |
20 |
9,235 |
8,525 |
710 |
8.3% |
131 |
1.5% |
8% |
False |
True |
4,287 |
40 |
9,245 |
8,525 |
720 |
8.4% |
109 |
1.3% |
8% |
False |
True |
3,169 |
60 |
9,245 |
8,365 |
880 |
10.3% |
76 |
0.9% |
25% |
False |
False |
2,114 |
80 |
9,245 |
8,365 |
880 |
10.3% |
58 |
0.7% |
25% |
False |
False |
1,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,155 |
2.618 |
8,959 |
1.618 |
8,839 |
1.000 |
8,765 |
0.618 |
8,719 |
HIGH |
8,645 |
0.618 |
8,599 |
0.500 |
8,585 |
0.382 |
8,571 |
LOW |
8,525 |
0.618 |
8,451 |
1.000 |
8,405 |
1.618 |
8,331 |
2.618 |
8,211 |
4.250 |
8,015 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,585 |
8,690 |
PP |
8,585 |
8,655 |
S1 |
8,585 |
8,620 |
|