Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,769.5 |
1,750.0 |
-19.5 |
-1.1% |
1,778.0 |
High |
1,769.5 |
1,750.0 |
-19.5 |
-1.1% |
1,778.0 |
Low |
1,753.6 |
1,729.9 |
-23.7 |
-1.4% |
1,753.6 |
Close |
1,758.0 |
1,736.0 |
-22.0 |
-1.3% |
1,758.0 |
Range |
15.9 |
20.1 |
4.2 |
26.4% |
24.4 |
ATR |
17.7 |
18.4 |
0.7 |
4.2% |
0.0 |
Volume |
84 |
108 |
24 |
28.6% |
200 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.9 |
1,787.6 |
1,747.1 |
|
R3 |
1,778.8 |
1,767.5 |
1,741.5 |
|
R2 |
1,758.7 |
1,758.7 |
1,739.7 |
|
R1 |
1,747.4 |
1,747.4 |
1,737.8 |
1,743.0 |
PP |
1,738.6 |
1,738.6 |
1,738.6 |
1,736.5 |
S1 |
1,727.3 |
1,727.3 |
1,734.2 |
1,722.9 |
S2 |
1,718.5 |
1,718.5 |
1,732.3 |
|
S3 |
1,698.4 |
1,707.2 |
1,730.5 |
|
S4 |
1,678.3 |
1,687.1 |
1,724.9 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.4 |
1,821.6 |
1,771.4 |
|
R3 |
1,812.0 |
1,797.2 |
1,764.7 |
|
R2 |
1,787.6 |
1,787.6 |
1,762.5 |
|
R1 |
1,772.8 |
1,772.8 |
1,760.2 |
1,768.0 |
PP |
1,763.2 |
1,763.2 |
1,763.2 |
1,760.8 |
S1 |
1,748.4 |
1,748.4 |
1,755.8 |
1,743.6 |
S2 |
1,738.8 |
1,738.8 |
1,753.5 |
|
S3 |
1,714.4 |
1,724.0 |
1,751.3 |
|
S4 |
1,690.0 |
1,699.6 |
1,744.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,776.7 |
1,729.9 |
46.8 |
2.7% |
13.2 |
0.8% |
13% |
False |
True |
55 |
10 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
11.9 |
0.7% |
9% |
False |
True |
99 |
20 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
16.5 |
0.9% |
9% |
False |
True |
4,205 |
40 |
1,794.8 |
1,609.6 |
185.2 |
10.7% |
19.8 |
1.1% |
68% |
False |
False |
5,285 |
60 |
1,794.8 |
1,564.5 |
230.3 |
13.3% |
19.3 |
1.1% |
74% |
False |
False |
5,490 |
80 |
1,794.8 |
1,550.0 |
244.8 |
14.1% |
20.4 |
1.2% |
76% |
False |
False |
4,785 |
100 |
1,794.8 |
1,534.5 |
260.3 |
15.0% |
21.9 |
1.3% |
77% |
False |
False |
4,199 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.0% |
21.6 |
1.2% |
77% |
False |
False |
3,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,835.4 |
2.618 |
1,802.6 |
1.618 |
1,782.5 |
1.000 |
1,770.1 |
0.618 |
1,762.4 |
HIGH |
1,750.0 |
0.618 |
1,742.3 |
0.500 |
1,740.0 |
0.382 |
1,737.6 |
LOW |
1,729.9 |
0.618 |
1,717.5 |
1.000 |
1,709.8 |
1.618 |
1,697.4 |
2.618 |
1,677.3 |
4.250 |
1,644.5 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,740.0 |
1,750.5 |
PP |
1,738.6 |
1,745.6 |
S1 |
1,737.3 |
1,740.8 |
|