Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,423.84 |
13,539.63 |
115.79 |
0.9% |
13,610.38 |
High |
13,556.37 |
13,561.65 |
5.28 |
0.0% |
13,610.38 |
Low |
13,423.76 |
13,468.90 |
45.14 |
0.3% |
13,296.43 |
Close |
13,551.78 |
13,557.00 |
5.22 |
0.0% |
13,328.85 |
Range |
132.61 |
92.75 |
-39.86 |
-30.1% |
313.95 |
ATR |
110.76 |
109.48 |
-1.29 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,807.43 |
13,774.97 |
13,608.01 |
|
R3 |
13,714.68 |
13,682.22 |
13,582.51 |
|
R2 |
13,621.93 |
13,621.93 |
13,574.00 |
|
R1 |
13,589.47 |
13,589.47 |
13,565.50 |
13,605.70 |
PP |
13,529.18 |
13,529.18 |
13,529.18 |
13,537.30 |
S1 |
13,496.72 |
13,496.72 |
13,548.50 |
13,512.95 |
S2 |
13,436.43 |
13,436.43 |
13,540.00 |
|
S3 |
13,343.68 |
13,403.97 |
13,531.49 |
|
S4 |
13,250.93 |
13,311.22 |
13,505.99 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,353.74 |
14,155.24 |
13,501.52 |
|
R3 |
14,039.79 |
13,841.29 |
13,415.19 |
|
R2 |
13,725.84 |
13,725.84 |
13,386.41 |
|
R1 |
13,527.34 |
13,527.34 |
13,357.63 |
13,469.62 |
PP |
13,411.89 |
13,411.89 |
13,411.89 |
13,383.02 |
S1 |
13,213.39 |
13,213.39 |
13,300.07 |
13,155.67 |
S2 |
13,097.94 |
13,097.94 |
13,271.29 |
|
S3 |
12,783.99 |
12,899.44 |
13,242.51 |
|
S4 |
12,470.04 |
12,585.49 |
13,156.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,561.65 |
13,296.43 |
265.22 |
2.0% |
108.87 |
0.8% |
98% |
True |
False |
|
10 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
106.51 |
0.8% |
71% |
False |
False |
|
20 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
109.15 |
0.8% |
71% |
False |
False |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
107.42 |
0.8% |
85% |
False |
False |
|
60 |
13,661.87 |
12,617.62 |
1,044.25 |
7.7% |
110.92 |
0.8% |
90% |
False |
False |
|
80 |
13,661.87 |
12,450.17 |
1,211.70 |
8.9% |
121.77 |
0.9% |
91% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
131.43 |
1.0% |
94% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
132.39 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,955.84 |
2.618 |
13,804.47 |
1.618 |
13,711.72 |
1.000 |
13,654.40 |
0.618 |
13,618.97 |
HIGH |
13,561.65 |
0.618 |
13,526.22 |
0.500 |
13,515.28 |
0.382 |
13,504.33 |
LOW |
13,468.90 |
0.618 |
13,411.58 |
1.000 |
13,376.15 |
1.618 |
13,318.83 |
2.618 |
13,226.08 |
4.250 |
13,074.71 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,543.09 |
13,519.26 |
PP |
13,529.18 |
13,481.53 |
S1 |
13,515.28 |
13,443.79 |
|