Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,502 |
13,420 |
-82 |
-0.6% |
13,349 |
High |
13,545 |
13,428 |
-117 |
-0.9% |
13,599 |
Low |
13,403 |
13,260 |
-143 |
-1.1% |
13,313 |
Close |
13,412 |
13,268 |
-144 |
-1.1% |
13,536 |
Range |
142 |
168 |
26 |
18.3% |
286 |
ATR |
120 |
123 |
3 |
2.9% |
0 |
Volume |
137,525 |
132,756 |
-4,769 |
-3.5% |
625,183 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,823 |
13,713 |
13,361 |
|
R3 |
13,655 |
13,545 |
13,314 |
|
R2 |
13,487 |
13,487 |
13,299 |
|
R1 |
13,377 |
13,377 |
13,284 |
13,348 |
PP |
13,319 |
13,319 |
13,319 |
13,304 |
S1 |
13,209 |
13,209 |
13,253 |
13,180 |
S2 |
13,151 |
13,151 |
13,237 |
|
S3 |
12,983 |
13,041 |
13,222 |
|
S4 |
12,815 |
12,873 |
13,176 |
|
|
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 |
13,260 |
339 |
2.6% |
120 |
0.9% |
2% |
False |
True |
112,275 |
10 |
13,599 |
13,260 |
339 |
2.6% |
132 |
1.0% |
2% |
False |
True |
123,353 |
20 |
13,599 |
13,248 |
351 |
2.6% |
124 |
0.9% |
6% |
False |
False |
112,918 |
40 |
13,599 |
12,888 |
711 |
5.4% |
117 |
0.9% |
53% |
False |
False |
57,130 |
60 |
13,599 |
12,351 |
1,248 |
9.4% |
118 |
0.9% |
73% |
False |
False |
38,096 |
80 |
13,599 |
12,323 |
1,276 |
9.6% |
113 |
0.8% |
74% |
False |
False |
28,574 |
100 |
13,599 |
11,913 |
1,686 |
12.7% |
101 |
0.8% |
80% |
False |
False |
22,859 |
120 |
13,599 |
11,913 |
1,686 |
12.7% |
93 |
0.7% |
80% |
False |
False |
19,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,142 |
2.618 |
13,868 |
1.618 |
13,700 |
1.000 |
13,596 |
0.618 |
13,532 |
HIGH |
13,428 |
0.618 |
13,364 |
0.500 |
13,344 |
0.382 |
13,324 |
LOW |
13,260 |
0.618 |
13,156 |
1.000 |
13,092 |
1.618 |
12,988 |
2.618 |
12,820 |
4.250 |
12,546 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,344 |
13,405 |
PP |
13,319 |
13,359 |
S1 |
13,293 |
13,314 |
|