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 |
13,550 |
13,502 |
-48 |
-0.4% |
13,349 |
High |
13,550 |
13,545 |
-5 |
0.0% |
13,599 |
Low |
13,475 |
13,403 |
-72 |
-0.5% |
13,313 |
Close |
13,501 |
13,412 |
-89 |
-0.7% |
13,536 |
Range |
75 |
142 |
67 |
89.3% |
286 |
ATR |
118 |
120 |
2 |
1.4% |
0 |
Volume |
68,415 |
137,525 |
69,110 |
101.0% |
625,183 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,879 |
13,788 |
13,490 |
|
R3 |
13,737 |
13,646 |
13,451 |
|
R2 |
13,595 |
13,595 |
13,438 |
|
R1 |
13,504 |
13,504 |
13,425 |
13,479 |
PP |
13,453 |
13,453 |
13,453 |
13,441 |
S1 |
13,362 |
13,362 |
13,399 |
13,337 |
S2 |
13,311 |
13,311 |
13,386 |
|
S3 |
13,169 |
13,220 |
13,373 |
|
S4 |
13,027 |
13,078 |
13,334 |
|
|
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 |
13,360 |
239 |
1.8% |
107 |
0.8% |
22% |
False |
False |
109,578 |
10 |
13,599 |
13,293 |
306 |
2.3% |
124 |
0.9% |
39% |
False |
False |
122,267 |
20 |
13,599 |
13,209 |
390 |
2.9% |
120 |
0.9% |
52% |
False |
False |
106,984 |
40 |
13,599 |
12,888 |
711 |
5.3% |
114 |
0.9% |
74% |
False |
False |
53,813 |
60 |
13,599 |
12,351 |
1,248 |
9.3% |
118 |
0.9% |
85% |
False |
False |
35,883 |
80 |
13,599 |
12,323 |
1,276 |
9.5% |
112 |
0.8% |
85% |
False |
False |
26,915 |
100 |
13,599 |
11,913 |
1,686 |
12.6% |
100 |
0.7% |
89% |
False |
False |
21,532 |
120 |
13,599 |
11,913 |
1,686 |
12.6% |
92 |
0.7% |
89% |
False |
False |
17,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,149 |
2.618 |
13,917 |
1.618 |
13,775 |
1.000 |
13,687 |
0.618 |
13,633 |
HIGH |
13,545 |
0.618 |
13,491 |
0.500 |
13,474 |
0.382 |
13,457 |
LOW |
13,403 |
0.618 |
13,315 |
1.000 |
13,261 |
1.618 |
13,173 |
2.618 |
13,031 |
4.250 |
12,800 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,474 |
13,501 |
PP |
13,453 |
13,471 |
S1 |
13,433 |
13,442 |
|