Trading Metrics calculated at close of trading on 09-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,350.0 |
7,319.0 |
-31.0 |
-0.4% |
7,241.5 |
High |
7,355.0 |
7,319.0 |
-36.0 |
-0.5% |
7,410.0 |
Low |
7,292.5 |
7,225.0 |
-67.5 |
-0.9% |
7,241.5 |
Close |
7,303.0 |
7,230.5 |
-72.5 |
-1.0% |
7,395.5 |
Range |
62.5 |
94.0 |
31.5 |
50.4% |
168.5 |
ATR |
94.0 |
94.0 |
0.0 |
0.0% |
0.0 |
Volume |
329 |
2,438 |
2,109 |
641.0% |
1,613 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,540.2 |
7,479.3 |
7,282.2 |
|
R3 |
7,446.2 |
7,385.3 |
7,256.4 |
|
R2 |
7,352.2 |
7,352.2 |
7,247.7 |
|
R1 |
7,291.3 |
7,291.3 |
7,239.1 |
7,274.8 |
PP |
7,258.2 |
7,258.2 |
7,258.2 |
7,249.9 |
S1 |
7,197.3 |
7,197.3 |
7,221.9 |
7,180.8 |
S2 |
7,164.2 |
7,164.2 |
7,213.3 |
|
S3 |
7,070.2 |
7,103.3 |
7,204.7 |
|
S4 |
6,976.2 |
7,009.3 |
7,178.8 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,854.5 |
7,793.5 |
7,488.2 |
|
R3 |
7,686.0 |
7,625.0 |
7,441.8 |
|
R2 |
7,517.5 |
7,517.5 |
7,426.4 |
|
R1 |
7,456.5 |
7,456.5 |
7,410.9 |
7,487.0 |
PP |
7,349.0 |
7,349.0 |
7,349.0 |
7,364.3 |
S1 |
7,288.0 |
7,288.0 |
7,380.1 |
7,318.5 |
S2 |
7,180.5 |
7,180.5 |
7,364.6 |
|
S3 |
7,012.0 |
7,119.5 |
7,349.2 |
|
S4 |
6,843.5 |
6,951.0 |
7,302.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,410.0 |
7,225.0 |
185.0 |
2.6% |
76.9 |
1.1% |
3% |
False |
True |
780 |
10 |
7,410.0 |
7,225.0 |
185.0 |
2.6% |
86.3 |
1.2% |
3% |
False |
True |
513 |
20 |
7,475.0 |
7,225.0 |
250.0 |
3.5% |
81.9 |
1.1% |
2% |
False |
True |
2,118 |
40 |
7,475.0 |
6,895.0 |
580.0 |
8.0% |
79.8 |
1.1% |
58% |
False |
False |
1,227 |
60 |
7,475.0 |
6,339.5 |
1,135.5 |
15.7% |
86.6 |
1.2% |
78% |
False |
False |
831 |
80 |
7,475.0 |
6,122.0 |
1,353.0 |
18.7% |
80.3 |
1.1% |
82% |
False |
False |
634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,718.5 |
2.618 |
7,565.1 |
1.618 |
7,471.1 |
1.000 |
7,413.0 |
0.618 |
7,377.1 |
HIGH |
7,319.0 |
0.618 |
7,283.1 |
0.500 |
7,272.0 |
0.382 |
7,260.9 |
LOW |
7,225.0 |
0.618 |
7,166.9 |
1.000 |
7,131.0 |
1.618 |
7,072.9 |
2.618 |
6,978.9 |
4.250 |
6,825.5 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,272.0 |
7,317.5 |
PP |
7,258.2 |
7,288.5 |
S1 |
7,244.3 |
7,259.5 |
|