Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,319.0 |
7,220.0 |
-99.0 |
-1.4% |
7,241.5 |
High |
7,319.0 |
7,248.0 |
-71.0 |
-1.0% |
7,410.0 |
Low |
7,225.0 |
7,191.0 |
-34.0 |
-0.5% |
7,241.5 |
Close |
7,230.5 |
7,220.0 |
-10.5 |
-0.1% |
7,395.5 |
Range |
94.0 |
57.0 |
-37.0 |
-39.4% |
168.5 |
ATR |
94.0 |
91.4 |
-2.6 |
-2.8% |
0.0 |
Volume |
2,438 |
95 |
-2,343 |
-96.1% |
1,613 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,390.7 |
7,362.3 |
7,251.4 |
|
R3 |
7,333.7 |
7,305.3 |
7,235.7 |
|
R2 |
7,276.7 |
7,276.7 |
7,230.5 |
|
R1 |
7,248.3 |
7,248.3 |
7,225.2 |
7,248.5 |
PP |
7,219.7 |
7,219.7 |
7,219.7 |
7,219.8 |
S1 |
7,191.3 |
7,191.3 |
7,214.8 |
7,191.5 |
S2 |
7,162.7 |
7,162.7 |
7,209.6 |
|
S3 |
7,105.7 |
7,134.3 |
7,204.3 |
|
S4 |
7,048.7 |
7,077.3 |
7,188.7 |
|
|
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 |
7,191.0 |
219.0 |
3.0% |
76.5 |
1.1% |
13% |
False |
True |
755 |
10 |
7,410.0 |
7,191.0 |
219.0 |
3.0% |
83.5 |
1.2% |
13% |
False |
True |
500 |
20 |
7,475.0 |
7,191.0 |
284.0 |
3.9% |
79.8 |
1.1% |
10% |
False |
True |
2,038 |
40 |
7,475.0 |
6,895.0 |
580.0 |
8.0% |
80.6 |
1.1% |
56% |
False |
False |
1,229 |
60 |
7,475.0 |
6,339.5 |
1,135.5 |
15.7% |
86.6 |
1.2% |
78% |
False |
False |
832 |
80 |
7,475.0 |
6,122.0 |
1,353.0 |
18.7% |
80.9 |
1.1% |
81% |
False |
False |
634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,490.3 |
2.618 |
7,397.2 |
1.618 |
7,340.2 |
1.000 |
7,305.0 |
0.618 |
7,283.2 |
HIGH |
7,248.0 |
0.618 |
7,226.2 |
0.500 |
7,219.5 |
0.382 |
7,212.8 |
LOW |
7,191.0 |
0.618 |
7,155.8 |
1.000 |
7,134.0 |
1.618 |
7,098.8 |
2.618 |
7,041.8 |
4.250 |
6,948.8 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,219.8 |
7,273.0 |
PP |
7,219.7 |
7,255.3 |
S1 |
7,219.5 |
7,237.7 |
|