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 |
1,430.50 |
1,418.50 |
-12.00 |
-0.8% |
1,425.25 |
High |
1,430.75 |
1,432.25 |
1.50 |
0.1% |
1,459.00 |
Low |
1,418.25 |
1,414.50 |
-3.75 |
-0.3% |
1,421.75 |
Close |
1,419.50 |
1,421.50 |
2.00 |
0.1% |
1,448.75 |
Range |
12.50 |
17.75 |
5.25 |
42.0% |
37.25 |
ATR |
13.31 |
13.63 |
0.32 |
2.4% |
0.00 |
Volume |
2,298 |
893 |
-1,405 |
-61.1% |
17,021 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.00 |
1,466.50 |
1,431.25 |
|
R3 |
1,458.25 |
1,448.75 |
1,426.50 |
|
R2 |
1,440.50 |
1,440.50 |
1,424.75 |
|
R1 |
1,431.00 |
1,431.00 |
1,423.25 |
1,435.75 |
PP |
1,422.75 |
1,422.75 |
1,422.75 |
1,425.00 |
S1 |
1,413.25 |
1,413.25 |
1,419.75 |
1,418.00 |
S2 |
1,405.00 |
1,405.00 |
1,418.25 |
|
S3 |
1,387.25 |
1,395.50 |
1,416.50 |
|
S4 |
1,369.50 |
1,377.75 |
1,411.75 |
|
|
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 |
1,414.50 |
44.50 |
3.1% |
14.50 |
1.0% |
16% |
False |
True |
1,191 |
10 |
1,459.00 |
1,414.50 |
44.50 |
3.1% |
14.50 |
1.0% |
16% |
False |
True |
2,630 |
20 |
1,461.00 |
1,414.50 |
46.50 |
3.3% |
13.25 |
0.9% |
15% |
False |
True |
1,625 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
12.00 |
0.8% |
50% |
False |
False |
966 |
60 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
11.75 |
0.8% |
73% |
False |
False |
695 |
80 |
1,461.00 |
1,293.00 |
168.00 |
11.8% |
10.75 |
0.8% |
76% |
False |
False |
552 |
100 |
1,461.00 |
1,246.50 |
214.50 |
15.1% |
10.00 |
0.7% |
82% |
False |
False |
444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.75 |
2.618 |
1,478.75 |
1.618 |
1,461.00 |
1.000 |
1,450.00 |
0.618 |
1,443.25 |
HIGH |
1,432.25 |
0.618 |
1,425.50 |
0.500 |
1,423.50 |
0.382 |
1,421.25 |
LOW |
1,414.50 |
0.618 |
1,403.50 |
1.000 |
1,396.75 |
1.618 |
1,385.75 |
2.618 |
1,368.00 |
4.250 |
1,339.00 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,423.50 |
1,431.00 |
PP |
1,422.75 |
1,427.75 |
S1 |
1,422.00 |
1,424.50 |
|