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 |
1,768.0 |
1,764.5 |
-3.5 |
-0.2% |
1,775.3 |
High |
1,771.1 |
1,776.9 |
5.8 |
0.3% |
1,800.0 |
Low |
1,761.0 |
1,763.3 |
2.3 |
0.1% |
1,768.0 |
Close |
1,767.2 |
1,772.7 |
5.5 |
0.3% |
1,782.9 |
Range |
10.1 |
13.6 |
3.5 |
34.7% |
32.0 |
ATR |
18.5 |
18.1 |
-0.3 |
-1.9% |
0.0 |
Volume |
2,221 |
4,573 |
2,352 |
105.9% |
18,004 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.8 |
1,805.8 |
1,780.2 |
|
R3 |
1,798.2 |
1,792.2 |
1,776.4 |
|
R2 |
1,784.6 |
1,784.6 |
1,775.2 |
|
R1 |
1,778.6 |
1,778.6 |
1,773.9 |
1,781.6 |
PP |
1,771.0 |
1,771.0 |
1,771.0 |
1,772.5 |
S1 |
1,765.0 |
1,765.0 |
1,771.5 |
1,768.0 |
S2 |
1,757.4 |
1,757.4 |
1,770.2 |
|
S3 |
1,743.8 |
1,751.4 |
1,769.0 |
|
S4 |
1,730.2 |
1,737.8 |
1,765.2 |
|
|
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 |
1,761.0 |
39.0 |
2.2% |
15.6 |
0.9% |
30% |
False |
False |
3,079 |
10 |
1,800.0 |
1,761.0 |
39.0 |
2.2% |
16.0 |
0.9% |
30% |
False |
False |
3,133 |
20 |
1,800.0 |
1,740.4 |
59.6 |
3.4% |
17.5 |
1.0% |
54% |
False |
False |
3,546 |
40 |
1,800.0 |
1,607.7 |
192.3 |
10.8% |
18.5 |
1.0% |
86% |
False |
False |
2,578 |
60 |
1,800.0 |
1,569.9 |
230.1 |
13.0% |
17.1 |
1.0% |
88% |
False |
False |
2,089 |
80 |
1,800.0 |
1,556.3 |
243.7 |
13.7% |
17.9 |
1.0% |
89% |
False |
False |
1,741 |
100 |
1,800.0 |
1,540.0 |
260.0 |
14.7% |
18.7 |
1.1% |
90% |
False |
False |
1,572 |
120 |
1,800.0 |
1,538.1 |
261.9 |
14.8% |
17.8 |
1.0% |
90% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.7 |
2.618 |
1,812.5 |
1.618 |
1,798.9 |
1.000 |
1,790.5 |
0.618 |
1,785.3 |
HIGH |
1,776.9 |
0.618 |
1,771.7 |
0.500 |
1,770.1 |
0.382 |
1,768.5 |
LOW |
1,763.3 |
0.618 |
1,754.9 |
1.000 |
1,749.7 |
1.618 |
1,741.3 |
2.618 |
1,727.7 |
4.250 |
1,705.5 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,771.8 |
1,772.6 |
PP |
1,771.0 |
1,772.4 |
S1 |
1,770.1 |
1,772.3 |
|