Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,437.00 |
1,425.75 |
-11.25 |
-0.8% |
1,432.75 |
High |
1,437.75 |
1,439.25 |
1.50 |
0.1% |
1,466.00 |
Low |
1,425.00 |
1,421.25 |
-3.75 |
-0.3% |
1,427.75 |
Close |
1,426.25 |
1,428.50 |
2.25 |
0.2% |
1,455.50 |
Range |
12.75 |
18.00 |
5.25 |
41.2% |
38.25 |
ATR |
14.43 |
14.68 |
0.26 |
1.8% |
0.00 |
Volume |
1,672,672 |
1,585,045 |
-87,627 |
-5.2% |
8,315,693 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,483.75 |
1,474.00 |
1,438.50 |
|
R3 |
1,465.75 |
1,456.00 |
1,433.50 |
|
R2 |
1,447.75 |
1,447.75 |
1,431.75 |
|
R1 |
1,438.00 |
1,438.00 |
1,430.25 |
1,443.00 |
PP |
1,429.75 |
1,429.75 |
1,429.75 |
1,432.00 |
S1 |
1,420.00 |
1,420.00 |
1,426.75 |
1,425.00 |
S2 |
1,411.75 |
1,411.75 |
1,425.25 |
|
S3 |
1,393.75 |
1,402.00 |
1,423.50 |
|
S4 |
1,375.75 |
1,384.00 |
1,418.50 |
|
|
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 |
1,421.25 |
44.75 |
3.1% |
15.00 |
1.0% |
16% |
False |
True |
1,571,423 |
10 |
1,466.00 |
1,421.25 |
44.75 |
3.1% |
15.25 |
1.1% |
16% |
False |
True |
1,659,308 |
20 |
1,468.00 |
1,421.25 |
46.75 |
3.3% |
14.25 |
1.0% |
16% |
False |
True |
1,704,140 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
13.75 |
1.0% |
51% |
False |
False |
904,030 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
14.75 |
1.0% |
74% |
False |
False |
603,442 |
80 |
1,468.00 |
1,296.00 |
172.00 |
12.0% |
15.75 |
1.1% |
77% |
False |
False |
453,025 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.25 |
1.1% |
82% |
False |
False |
362,566 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.00 |
1.1% |
82% |
False |
False |
302,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.75 |
2.618 |
1,486.25 |
1.618 |
1,468.25 |
1.000 |
1,457.25 |
0.618 |
1,450.25 |
HIGH |
1,439.25 |
0.618 |
1,432.25 |
0.500 |
1,430.25 |
0.382 |
1,428.25 |
LOW |
1,421.25 |
0.618 |
1,410.25 |
1.000 |
1,403.25 |
1.618 |
1,392.25 |
2.618 |
1,374.25 |
4.250 |
1,344.75 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,430.25 |
1,438.00 |
PP |
1,429.75 |
1,434.75 |
S1 |
1,429.00 |
1,431.50 |
|