Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,539.63 |
13,553.24 |
13.61 |
0.1% |
13,610.38 |
High |
13,561.65 |
13,588.73 |
27.08 |
0.2% |
13,610.38 |
Low |
13,468.90 |
13,510.93 |
42.03 |
0.3% |
13,296.43 |
Close |
13,557.00 |
13,548.94 |
-8.06 |
-0.1% |
13,328.85 |
Range |
92.75 |
77.80 |
-14.95 |
-16.1% |
313.95 |
ATR |
109.48 |
107.21 |
-2.26 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,782.93 |
13,743.74 |
13,591.73 |
|
R3 |
13,705.13 |
13,665.94 |
13,570.34 |
|
R2 |
13,627.33 |
13,627.33 |
13,563.20 |
|
R1 |
13,588.14 |
13,588.14 |
13,556.07 |
13,568.84 |
PP |
13,549.53 |
13,549.53 |
13,549.53 |
13,539.88 |
S1 |
13,510.34 |
13,510.34 |
13,541.81 |
13,491.04 |
S2 |
13,471.73 |
13,471.73 |
13,534.68 |
|
S3 |
13,393.93 |
13,432.54 |
13,527.55 |
|
S4 |
13,316.13 |
13,354.74 |
13,506.15 |
|
|
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 |
13,588.73 |
13,296.43 |
292.30 |
2.2% |
103.96 |
0.8% |
86% |
True |
False |
|
10 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
104.38 |
0.8% |
69% |
False |
False |
|
20 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
108.24 |
0.8% |
69% |
False |
False |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
107.24 |
0.8% |
84% |
False |
False |
|
60 |
13,661.87 |
12,680.59 |
981.28 |
7.2% |
110.30 |
0.8% |
88% |
False |
False |
|
80 |
13,661.87 |
12,450.17 |
1,211.70 |
8.9% |
121.19 |
0.9% |
91% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
130.64 |
1.0% |
93% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.0% |
132.60 |
1.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,919.38 |
2.618 |
13,792.41 |
1.618 |
13,714.61 |
1.000 |
13,666.53 |
0.618 |
13,636.81 |
HIGH |
13,588.73 |
0.618 |
13,559.01 |
0.500 |
13,549.83 |
0.382 |
13,540.65 |
LOW |
13,510.93 |
0.618 |
13,462.85 |
1.000 |
13,433.13 |
1.618 |
13,385.05 |
2.618 |
13,307.25 |
4.250 |
13,180.28 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,549.83 |
13,534.71 |
PP |
13,549.53 |
13,520.48 |
S1 |
13,549.24 |
13,506.25 |
|