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 |
1,795.5 |
1,784.4 |
-11.1 |
-0.6% |
1,775.3 |
High |
1,800.0 |
1,784.4 |
-15.6 |
-0.9% |
1,800.0 |
Low |
1,777.8 |
1,771.0 |
-6.8 |
-0.4% |
1,768.0 |
Close |
1,782.9 |
1,777.8 |
-5.1 |
-0.3% |
1,782.9 |
Range |
22.2 |
13.4 |
-8.8 |
-39.6% |
32.0 |
ATR |
19.6 |
19.2 |
-0.4 |
-2.3% |
0.0 |
Volume |
4,967 |
2,841 |
-2,126 |
-42.8% |
18,004 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.9 |
1,811.3 |
1,785.2 |
|
R3 |
1,804.5 |
1,797.9 |
1,781.5 |
|
R2 |
1,791.1 |
1,791.1 |
1,780.3 |
|
R1 |
1,784.5 |
1,784.5 |
1,779.0 |
1,781.1 |
PP |
1,777.7 |
1,777.7 |
1,777.7 |
1,776.1 |
S1 |
1,771.1 |
1,771.1 |
1,776.6 |
1,767.7 |
S2 |
1,764.3 |
1,764.3 |
1,775.3 |
|
S3 |
1,750.9 |
1,757.7 |
1,774.1 |
|
S4 |
1,737.5 |
1,744.3 |
1,770.4 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.6 |
1,863.3 |
1,800.5 |
|
R3 |
1,847.6 |
1,831.3 |
1,791.7 |
|
R2 |
1,815.6 |
1,815.6 |
1,788.8 |
|
R1 |
1,799.3 |
1,799.3 |
1,785.8 |
1,807.5 |
PP |
1,783.6 |
1,783.6 |
1,783.6 |
1,787.7 |
S1 |
1,767.3 |
1,767.3 |
1,780.0 |
1,775.5 |
S2 |
1,751.6 |
1,751.6 |
1,777.0 |
|
S3 |
1,719.6 |
1,735.3 |
1,774.1 |
|
S4 |
1,687.6 |
1,703.3 |
1,765.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,800.0 |
1,771.0 |
29.0 |
1.6% |
15.0 |
0.8% |
23% |
False |
True |
3,926 |
10 |
1,800.0 |
1,740.4 |
59.6 |
3.4% |
19.2 |
1.1% |
63% |
False |
False |
4,255 |
20 |
1,800.0 |
1,718.0 |
82.0 |
4.6% |
19.9 |
1.1% |
73% |
False |
False |
3,687 |
40 |
1,800.0 |
1,598.0 |
202.0 |
11.4% |
18.7 |
1.0% |
89% |
False |
False |
2,479 |
60 |
1,800.0 |
1,569.9 |
230.1 |
12.9% |
17.0 |
1.0% |
90% |
False |
False |
1,985 |
80 |
1,800.0 |
1,556.3 |
243.7 |
13.7% |
17.8 |
1.0% |
91% |
False |
False |
1,667 |
100 |
1,800.0 |
1,540.0 |
260.0 |
14.6% |
18.9 |
1.1% |
91% |
False |
False |
1,555 |
120 |
1,800.0 |
1,538.1 |
261.9 |
14.7% |
17.7 |
1.0% |
92% |
False |
False |
1,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.4 |
2.618 |
1,819.5 |
1.618 |
1,806.1 |
1.000 |
1,797.8 |
0.618 |
1,792.7 |
HIGH |
1,784.4 |
0.618 |
1,779.3 |
0.500 |
1,777.7 |
0.382 |
1,776.1 |
LOW |
1,771.0 |
0.618 |
1,762.7 |
1.000 |
1,757.6 |
1.618 |
1,749.3 |
2.618 |
1,735.9 |
4.250 |
1,714.1 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,777.8 |
1,785.5 |
PP |
1,777.7 |
1,782.9 |
S1 |
1,777.7 |
1,780.4 |
|