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 |
1,457.25 |
1,449.75 |
-7.50 |
-0.5% |
1,432.75 |
High |
1,457.25 |
1,454.50 |
-2.75 |
-0.2% |
1,466.00 |
Low |
1,447.50 |
1,435.25 |
-12.25 |
-0.8% |
1,427.75 |
Close |
1,449.75 |
1,436.00 |
-13.75 |
-0.9% |
1,455.50 |
Range |
9.75 |
19.25 |
9.50 |
97.4% |
38.25 |
ATR |
14.20 |
14.56 |
0.36 |
2.5% |
0.00 |
Volume |
961,596 |
1,956,139 |
994,543 |
103.4% |
8,315,693 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.75 |
1,487.00 |
1,446.50 |
|
R3 |
1,480.50 |
1,467.75 |
1,441.25 |
|
R2 |
1,461.25 |
1,461.25 |
1,439.50 |
|
R1 |
1,448.50 |
1,448.50 |
1,437.75 |
1,445.25 |
PP |
1,442.00 |
1,442.00 |
1,442.00 |
1,440.25 |
S1 |
1,429.25 |
1,429.25 |
1,434.25 |
1,426.00 |
S2 |
1,422.75 |
1,422.75 |
1,432.50 |
|
S3 |
1,403.50 |
1,410.00 |
1,430.75 |
|
S4 |
1,384.25 |
1,390.75 |
1,425.50 |
|
|
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 |
1,435.25 |
30.75 |
2.1% |
14.25 |
1.0% |
2% |
False |
True |
1,543,986 |
10 |
1,466.00 |
1,424.00 |
42.00 |
2.9% |
15.50 |
1.1% |
29% |
False |
False |
1,688,346 |
20 |
1,468.00 |
1,421.50 |
46.50 |
3.2% |
14.75 |
1.0% |
31% |
False |
False |
1,623,472 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
13.50 |
0.9% |
60% |
False |
False |
822,744 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.7% |
14.50 |
1.0% |
79% |
False |
False |
549,218 |
80 |
1,468.00 |
1,296.00 |
172.00 |
12.0% |
15.75 |
1.1% |
81% |
False |
False |
412,330 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.25 |
1.1% |
85% |
False |
False |
330,001 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
15.75 |
1.1% |
85% |
False |
False |
275,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.25 |
2.618 |
1,505.00 |
1.618 |
1,485.75 |
1.000 |
1,473.75 |
0.618 |
1,466.50 |
HIGH |
1,454.50 |
0.618 |
1,447.25 |
0.500 |
1,445.00 |
0.382 |
1,442.50 |
LOW |
1,435.25 |
0.618 |
1,423.25 |
1.000 |
1,416.00 |
1.618 |
1,404.00 |
2.618 |
1,384.75 |
4.250 |
1,353.50 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,445.00 |
1,450.50 |
PP |
1,442.00 |
1,445.75 |
S1 |
1,439.00 |
1,441.00 |
|