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 |
13,498 |
13,550 |
52 |
0.4% |
13,349 |
High |
13,599 |
13,550 |
-49 |
-0.4% |
13,599 |
Low |
13,489 |
13,475 |
-14 |
-0.1% |
13,313 |
Close |
13,536 |
13,501 |
-35 |
-0.3% |
13,536 |
Range |
110 |
75 |
-35 |
-31.8% |
286 |
ATR |
122 |
118 |
-3 |
-2.7% |
0 |
Volume |
110,153 |
68,415 |
-41,738 |
-37.9% |
625,183 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,734 |
13,692 |
13,542 |
|
R3 |
13,659 |
13,617 |
13,522 |
|
R2 |
13,584 |
13,584 |
13,515 |
|
R1 |
13,542 |
13,542 |
13,508 |
13,526 |
PP |
13,509 |
13,509 |
13,509 |
13,500 |
S1 |
13,467 |
13,467 |
13,494 |
13,451 |
S2 |
13,434 |
13,434 |
13,487 |
|
S3 |
13,359 |
13,392 |
13,481 |
|
S4 |
13,284 |
13,317 |
13,460 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,341 |
14,224 |
13,693 |
|
R3 |
14,055 |
13,938 |
13,615 |
|
R2 |
13,769 |
13,769 |
13,589 |
|
R1 |
13,652 |
13,652 |
13,562 |
13,711 |
PP |
13,483 |
13,483 |
13,483 |
13,512 |
S1 |
13,366 |
13,366 |
13,510 |
13,425 |
S2 |
13,197 |
13,197 |
13,484 |
|
S3 |
12,911 |
13,080 |
13,457 |
|
S4 |
12,625 |
12,794 |
13,379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,599 |
13,347 |
252 |
1.9% |
109 |
0.8% |
61% |
False |
False |
109,205 |
10 |
13,599 |
13,293 |
306 |
2.3% |
126 |
0.9% |
68% |
False |
False |
121,259 |
20 |
13,599 |
13,118 |
481 |
3.6% |
120 |
0.9% |
80% |
False |
False |
100,304 |
40 |
13,599 |
12,888 |
711 |
5.3% |
113 |
0.8% |
86% |
False |
False |
50,375 |
60 |
13,599 |
12,351 |
1,248 |
9.2% |
116 |
0.9% |
92% |
False |
False |
33,591 |
80 |
13,599 |
12,323 |
1,276 |
9.5% |
111 |
0.8% |
92% |
False |
False |
25,195 |
100 |
13,599 |
11,913 |
1,686 |
12.5% |
101 |
0.7% |
94% |
False |
False |
20,157 |
120 |
13,599 |
11,913 |
1,686 |
12.5% |
91 |
0.7% |
94% |
False |
False |
16,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,869 |
2.618 |
13,746 |
1.618 |
13,671 |
1.000 |
13,625 |
0.618 |
13,596 |
HIGH |
13,550 |
0.618 |
13,521 |
0.500 |
13,513 |
0.382 |
13,504 |
LOW |
13,475 |
0.618 |
13,429 |
1.000 |
13,400 |
1.618 |
13,354 |
2.618 |
13,279 |
4.250 |
13,156 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,513 |
13,511 |
PP |
13,509 |
13,507 |
S1 |
13,505 |
13,504 |
|