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 |
13,610.38 |
13,582.88 |
-27.50 |
-0.2% |
13,437.66 |
High |
13,610.38 |
13,592.33 |
-18.05 |
-0.1% |
13,661.87 |
Low |
13,552.09 |
13,473.31 |
-78.78 |
-0.6% |
13,424.92 |
Close |
13,583.65 |
13,473.53 |
-110.12 |
-0.8% |
13,610.15 |
Range |
58.29 |
119.02 |
60.73 |
104.2% |
236.95 |
ATR |
105.56 |
106.52 |
0.96 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,870.12 |
13,790.84 |
13,538.99 |
|
R3 |
13,751.10 |
13,671.82 |
13,506.26 |
|
R2 |
13,632.08 |
13,632.08 |
13,495.35 |
|
R1 |
13,552.80 |
13,552.80 |
13,484.44 |
13,532.93 |
PP |
13,513.06 |
13,513.06 |
13,513.06 |
13,503.12 |
S1 |
13,433.78 |
13,433.78 |
13,462.62 |
13,413.91 |
S2 |
13,394.04 |
13,394.04 |
13,451.71 |
|
S3 |
13,275.02 |
13,314.76 |
13,440.80 |
|
S4 |
13,156.00 |
13,195.74 |
13,408.07 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,276.50 |
14,180.27 |
13,740.47 |
|
R3 |
14,039.55 |
13,943.32 |
13,675.31 |
|
R2 |
13,802.60 |
13,802.60 |
13,653.59 |
|
R1 |
13,706.37 |
13,706.37 |
13,631.87 |
13,754.49 |
PP |
13,565.65 |
13,565.65 |
13,565.65 |
13,589.70 |
S1 |
13,469.42 |
13,469.42 |
13,588.43 |
13,517.54 |
S2 |
13,328.70 |
13,328.70 |
13,566.71 |
|
S3 |
13,091.75 |
13,232.47 |
13,544.99 |
|
S4 |
12,854.80 |
12,995.52 |
13,479.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,661.87 |
13,439.12 |
222.75 |
1.7% |
93.35 |
0.7% |
15% |
False |
False |
|
10 |
13,661.87 |
13,367.27 |
294.60 |
2.2% |
107.27 |
0.8% |
36% |
False |
False |
|
20 |
13,661.87 |
13,317.52 |
344.35 |
2.6% |
105.58 |
0.8% |
45% |
False |
False |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
102.17 |
0.8% |
72% |
False |
False |
|
60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.5% |
116.28 |
0.9% |
83% |
False |
False |
|
80 |
13,661.87 |
12,450.17 |
1,211.70 |
9.0% |
124.95 |
0.9% |
84% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.1% |
133.01 |
1.0% |
88% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.1% |
132.95 |
1.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,098.17 |
2.618 |
13,903.92 |
1.618 |
13,784.90 |
1.000 |
13,711.35 |
0.618 |
13,665.88 |
HIGH |
13,592.33 |
0.618 |
13,546.86 |
0.500 |
13,532.82 |
0.382 |
13,518.78 |
LOW |
13,473.31 |
0.618 |
13,399.76 |
1.000 |
13,354.29 |
1.618 |
13,280.74 |
2.618 |
13,161.72 |
4.250 |
12,967.48 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,532.82 |
13,567.59 |
PP |
13,513.06 |
13,536.24 |
S1 |
13,493.29 |
13,504.88 |
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