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 |
1,749.4 |
1,749.1 |
-0.3 |
0.0% |
1,778.0 |
High |
1,751.5 |
1,749.1 |
-2.4 |
-0.1% |
1,778.0 |
Low |
1,746.0 |
1,740.5 |
-5.5 |
-0.3% |
1,753.6 |
Close |
1,751.5 |
1,743.3 |
-8.2 |
-0.5% |
1,758.0 |
Range |
5.5 |
8.6 |
3.1 |
56.4% |
24.4 |
ATR |
16.9 |
16.5 |
-0.4 |
-2.5% |
0.0 |
Volume |
36 |
27 |
-9 |
-25.0% |
200 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.1 |
1,765.3 |
1,748.0 |
|
R3 |
1,761.5 |
1,756.7 |
1,745.7 |
|
R2 |
1,752.9 |
1,752.9 |
1,744.9 |
|
R1 |
1,748.1 |
1,748.1 |
1,744.1 |
1,746.2 |
PP |
1,744.3 |
1,744.3 |
1,744.3 |
1,743.4 |
S1 |
1,739.5 |
1,739.5 |
1,742.5 |
1,737.6 |
S2 |
1,735.7 |
1,735.7 |
1,741.7 |
|
S3 |
1,727.1 |
1,730.9 |
1,740.9 |
|
S4 |
1,718.5 |
1,722.3 |
1,738.6 |
|
|
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 |
1,769.5 |
1,729.9 |
39.6 |
2.3% |
11.6 |
0.7% |
34% |
False |
False |
54 |
10 |
1,792.2 |
1,729.9 |
62.3 |
3.6% |
11.5 |
0.7% |
22% |
False |
False |
64 |
20 |
1,794.8 |
1,729.9 |
64.9 |
3.7% |
14.8 |
0.8% |
21% |
False |
False |
3,055 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.6% |
18.9 |
1.1% |
66% |
False |
False |
4,931 |
60 |
1,794.8 |
1,584.2 |
210.6 |
12.1% |
18.6 |
1.1% |
76% |
False |
False |
5,151 |
80 |
1,794.8 |
1,550.0 |
244.8 |
14.0% |
20.0 |
1.1% |
79% |
False |
False |
4,717 |
100 |
1,794.8 |
1,534.5 |
260.3 |
14.9% |
21.3 |
1.2% |
80% |
False |
False |
4,146 |
120 |
1,794.8 |
1,534.3 |
260.5 |
14.9% |
21.4 |
1.2% |
80% |
False |
False |
3,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.7 |
2.618 |
1,771.6 |
1.618 |
1,763.0 |
1.000 |
1,757.7 |
0.618 |
1,754.4 |
HIGH |
1,749.1 |
0.618 |
1,745.8 |
0.500 |
1,744.8 |
0.382 |
1,743.8 |
LOW |
1,740.5 |
0.618 |
1,735.2 |
1.000 |
1,731.9 |
1.618 |
1,726.6 |
2.618 |
1,718.0 |
4.250 |
1,704.0 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,744.8 |
1,744.1 |
PP |
1,744.3 |
1,743.8 |
S1 |
1,743.8 |
1,743.6 |
|