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 |
1,449.75 |
1,437.00 |
-12.75 |
-0.9% |
1,432.75 |
High |
1,454.50 |
1,437.75 |
-16.75 |
-1.2% |
1,466.00 |
Low |
1,435.25 |
1,425.00 |
-10.25 |
-0.7% |
1,427.75 |
Close |
1,436.00 |
1,426.25 |
-9.75 |
-0.7% |
1,455.50 |
Range |
19.25 |
12.75 |
-6.50 |
-33.8% |
38.25 |
ATR |
14.56 |
14.43 |
-0.13 |
-0.9% |
0.00 |
Volume |
1,956,139 |
1,672,672 |
-283,467 |
-14.5% |
8,315,693 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.00 |
1,459.75 |
1,433.25 |
|
R3 |
1,455.25 |
1,447.00 |
1,429.75 |
|
R2 |
1,442.50 |
1,442.50 |
1,428.50 |
|
R1 |
1,434.25 |
1,434.25 |
1,427.50 |
1,432.00 |
PP |
1,429.75 |
1,429.75 |
1,429.75 |
1,428.50 |
S1 |
1,421.50 |
1,421.50 |
1,425.00 |
1,419.25 |
S2 |
1,417.00 |
1,417.00 |
1,424.00 |
|
S3 |
1,404.25 |
1,408.75 |
1,422.75 |
|
S4 |
1,391.50 |
1,396.00 |
1,419.25 |
|
|
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 |
1,425.00 |
41.00 |
2.9% |
14.00 |
1.0% |
3% |
False |
True |
1,567,757 |
10 |
1,466.00 |
1,425.00 |
41.00 |
2.9% |
15.25 |
1.1% |
3% |
False |
True |
1,676,286 |
20 |
1,468.00 |
1,424.00 |
44.00 |
3.1% |
14.75 |
1.0% |
5% |
False |
False |
1,692,686 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
13.50 |
1.0% |
48% |
False |
False |
864,468 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
14.50 |
1.0% |
73% |
False |
False |
577,063 |
80 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
15.75 |
1.1% |
76% |
False |
False |
433,221 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.25 |
1.1% |
81% |
False |
False |
346,717 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.00 |
1.1% |
81% |
False |
False |
288,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.00 |
2.618 |
1,471.25 |
1.618 |
1,458.50 |
1.000 |
1,450.50 |
0.618 |
1,445.75 |
HIGH |
1,437.75 |
0.618 |
1,433.00 |
0.500 |
1,431.50 |
0.382 |
1,429.75 |
LOW |
1,425.00 |
0.618 |
1,417.00 |
1.000 |
1,412.25 |
1.618 |
1,404.25 |
2.618 |
1,391.50 |
4.250 |
1,370.75 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,431.50 |
1,441.00 |
PP |
1,429.75 |
1,436.25 |
S1 |
1,428.00 |
1,431.25 |
|