Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,425.75 |
1,428.25 |
2.50 |
0.2% |
1,457.25 |
High |
1,439.25 |
1,434.50 |
-4.75 |
-0.3% |
1,457.25 |
Low |
1,421.25 |
1,420.00 |
-1.25 |
-0.1% |
1,420.00 |
Close |
1,428.50 |
1,421.50 |
-7.00 |
-0.5% |
1,421.50 |
Range |
18.00 |
14.50 |
-3.50 |
-19.4% |
37.25 |
ATR |
14.68 |
14.67 |
-0.01 |
-0.1% |
0.00 |
Volume |
1,585,045 |
1,624,836 |
39,791 |
2.5% |
7,800,288 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.75 |
1,459.75 |
1,429.50 |
|
R3 |
1,454.25 |
1,445.25 |
1,425.50 |
|
R2 |
1,439.75 |
1,439.75 |
1,424.25 |
|
R1 |
1,430.75 |
1,430.75 |
1,422.75 |
1,428.00 |
PP |
1,425.25 |
1,425.25 |
1,425.25 |
1,424.00 |
S1 |
1,416.25 |
1,416.25 |
1,420.25 |
1,413.50 |
S2 |
1,410.75 |
1,410.75 |
1,418.75 |
|
S3 |
1,396.25 |
1,401.75 |
1,417.50 |
|
S4 |
1,381.75 |
1,387.25 |
1,413.50 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.75 |
1,520.25 |
1,442.00 |
|
R3 |
1,507.50 |
1,483.00 |
1,431.75 |
|
R2 |
1,470.25 |
1,470.25 |
1,428.25 |
|
R1 |
1,445.75 |
1,445.75 |
1,425.00 |
1,439.50 |
PP |
1,433.00 |
1,433.00 |
1,433.00 |
1,429.75 |
S1 |
1,408.50 |
1,408.50 |
1,418.00 |
1,402.00 |
S2 |
1,395.75 |
1,395.75 |
1,414.75 |
|
S3 |
1,358.50 |
1,371.25 |
1,411.25 |
|
S4 |
1,321.25 |
1,334.00 |
1,401.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,457.25 |
1,420.00 |
37.25 |
2.6% |
14.75 |
1.0% |
4% |
False |
True |
1,560,057 |
10 |
1,466.00 |
1,420.00 |
46.00 |
3.2% |
15.25 |
1.1% |
3% |
False |
True |
1,611,598 |
20 |
1,466.00 |
1,420.00 |
46.00 |
3.2% |
14.00 |
1.0% |
3% |
False |
True |
1,662,188 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
13.75 |
1.0% |
42% |
False |
False |
944,578 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
14.75 |
1.0% |
70% |
False |
False |
630,498 |
80 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
15.50 |
1.1% |
73% |
False |
False |
473,317 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.25 |
1.1% |
79% |
False |
False |
378,812 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.00 |
1.1% |
79% |
False |
False |
315,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.00 |
2.618 |
1,472.50 |
1.618 |
1,458.00 |
1.000 |
1,449.00 |
0.618 |
1,443.50 |
HIGH |
1,434.50 |
0.618 |
1,429.00 |
0.500 |
1,427.25 |
0.382 |
1,425.50 |
LOW |
1,420.00 |
0.618 |
1,411.00 |
1.000 |
1,405.50 |
1.618 |
1,396.50 |
2.618 |
1,382.00 |
4.250 |
1,358.50 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,427.25 |
1,429.50 |
PP |
1,425.25 |
1,427.00 |
S1 |
1,423.50 |
1,424.25 |
|