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 |
1,442.25 |
1,430.50 |
-11.75 |
-0.8% |
1,425.25 |
High |
1,447.25 |
1,430.75 |
-16.50 |
-1.1% |
1,459.00 |
Low |
1,428.75 |
1,418.25 |
-10.50 |
-0.7% |
1,421.75 |
Close |
1,429.00 |
1,419.50 |
-9.50 |
-0.7% |
1,448.75 |
Range |
18.50 |
12.50 |
-6.00 |
-32.4% |
37.25 |
ATR |
13.37 |
13.31 |
-0.06 |
-0.5% |
0.00 |
Volume |
1,216 |
2,298 |
1,082 |
89.0% |
17,021 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.25 |
1,452.50 |
1,426.50 |
|
R3 |
1,447.75 |
1,440.00 |
1,423.00 |
|
R2 |
1,435.25 |
1,435.25 |
1,421.75 |
|
R1 |
1,427.50 |
1,427.50 |
1,420.75 |
1,425.00 |
PP |
1,422.75 |
1,422.75 |
1,422.75 |
1,421.75 |
S1 |
1,415.00 |
1,415.00 |
1,418.25 |
1,412.50 |
S2 |
1,410.25 |
1,410.25 |
1,417.25 |
|
S3 |
1,397.75 |
1,402.50 |
1,416.00 |
|
S4 |
1,385.25 |
1,390.00 |
1,412.50 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.00 |
1,539.00 |
1,469.25 |
|
R3 |
1,517.75 |
1,501.75 |
1,459.00 |
|
R2 |
1,480.50 |
1,480.50 |
1,455.50 |
|
R1 |
1,464.50 |
1,464.50 |
1,452.25 |
1,472.50 |
PP |
1,443.25 |
1,443.25 |
1,443.25 |
1,447.00 |
S1 |
1,427.25 |
1,427.25 |
1,445.25 |
1,435.25 |
S2 |
1,406.00 |
1,406.00 |
1,442.00 |
|
S3 |
1,368.75 |
1,390.00 |
1,438.50 |
|
S4 |
1,331.50 |
1,352.75 |
1,428.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,459.00 |
1,418.25 |
40.75 |
2.9% |
13.25 |
0.9% |
3% |
False |
True |
1,203 |
10 |
1,459.00 |
1,418.25 |
40.75 |
2.9% |
14.50 |
1.0% |
3% |
False |
True |
2,651 |
20 |
1,461.00 |
1,417.25 |
43.75 |
3.1% |
13.50 |
1.0% |
5% |
False |
False |
1,582 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
11.50 |
0.8% |
47% |
False |
False |
983 |
60 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
11.50 |
0.8% |
72% |
False |
False |
680 |
80 |
1,461.00 |
1,293.00 |
168.00 |
11.8% |
10.75 |
0.8% |
75% |
False |
False |
541 |
100 |
1,461.00 |
1,246.50 |
214.50 |
15.1% |
10.00 |
0.7% |
81% |
False |
False |
435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.00 |
2.618 |
1,463.50 |
1.618 |
1,451.00 |
1.000 |
1,443.25 |
0.618 |
1,438.50 |
HIGH |
1,430.75 |
0.618 |
1,426.00 |
0.500 |
1,424.50 |
0.382 |
1,423.00 |
LOW |
1,418.25 |
0.618 |
1,410.50 |
1.000 |
1,405.75 |
1.618 |
1,398.00 |
2.618 |
1,385.50 |
4.250 |
1,365.00 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,424.50 |
1,434.00 |
PP |
1,422.75 |
1,429.25 |
S1 |
1,421.25 |
1,424.50 |
|