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 |
1,455.75 |
1,457.25 |
1.50 |
0.1% |
1,432.75 |
High |
1,466.00 |
1,457.25 |
-8.75 |
-0.6% |
1,466.00 |
Low |
1,451.25 |
1,447.50 |
-3.75 |
-0.3% |
1,427.75 |
Close |
1,455.50 |
1,449.75 |
-5.75 |
-0.4% |
1,455.50 |
Range |
14.75 |
9.75 |
-5.00 |
-33.9% |
38.25 |
ATR |
14.54 |
14.20 |
-0.34 |
-2.4% |
0.00 |
Volume |
1,681,666 |
961,596 |
-720,070 |
-42.8% |
8,315,693 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.75 |
1,475.00 |
1,455.00 |
|
R3 |
1,471.00 |
1,465.25 |
1,452.50 |
|
R2 |
1,461.25 |
1,461.25 |
1,451.50 |
|
R1 |
1,455.50 |
1,455.50 |
1,450.75 |
1,453.50 |
PP |
1,451.50 |
1,451.50 |
1,451.50 |
1,450.50 |
S1 |
1,445.75 |
1,445.75 |
1,448.75 |
1,443.75 |
S2 |
1,441.75 |
1,441.75 |
1,448.00 |
|
S3 |
1,432.00 |
1,436.00 |
1,447.00 |
|
S4 |
1,422.25 |
1,426.25 |
1,444.50 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.50 |
1,548.25 |
1,476.50 |
|
R3 |
1,526.25 |
1,510.00 |
1,466.00 |
|
R2 |
1,488.00 |
1,488.00 |
1,462.50 |
|
R1 |
1,471.75 |
1,471.75 |
1,459.00 |
1,480.00 |
PP |
1,449.75 |
1,449.75 |
1,449.75 |
1,453.75 |
S1 |
1,433.50 |
1,433.50 |
1,452.00 |
1,441.50 |
S2 |
1,411.50 |
1,411.50 |
1,448.50 |
|
S3 |
1,373.25 |
1,395.25 |
1,445.00 |
|
S4 |
1,335.00 |
1,357.00 |
1,434.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,466.00 |
1,432.25 |
33.75 |
2.3% |
13.00 |
0.9% |
52% |
False |
False |
1,474,811 |
10 |
1,466.00 |
1,424.00 |
42.00 |
2.9% |
15.75 |
1.1% |
61% |
False |
False |
1,674,106 |
20 |
1,468.00 |
1,414.50 |
53.50 |
3.7% |
14.50 |
1.0% |
66% |
False |
False |
1,535,357 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
13.25 |
0.9% |
77% |
False |
False |
773,957 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.6% |
14.75 |
1.0% |
88% |
False |
False |
516,639 |
80 |
1,468.00 |
1,296.00 |
172.00 |
11.9% |
15.75 |
1.1% |
89% |
False |
False |
387,903 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
92% |
False |
False |
310,443 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
15.75 |
1.1% |
92% |
False |
False |
258,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.75 |
2.618 |
1,482.75 |
1.618 |
1,473.00 |
1.000 |
1,467.00 |
0.618 |
1,463.25 |
HIGH |
1,457.25 |
0.618 |
1,453.50 |
0.500 |
1,452.50 |
0.382 |
1,451.25 |
LOW |
1,447.50 |
0.618 |
1,441.50 |
1.000 |
1,437.75 |
1.618 |
1,431.75 |
2.618 |
1,422.00 |
4.250 |
1,406.00 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,452.50 |
1,455.00 |
PP |
1,451.50 |
1,453.25 |
S1 |
1,450.50 |
1,451.50 |
|