Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,749.1 |
1,741.1 |
-8.0 |
-0.5% |
1,750.0 |
High |
1,749.1 |
1,741.1 |
-8.0 |
-0.5% |
1,751.5 |
Low |
1,740.5 |
1,721.0 |
-19.5 |
-1.1% |
1,721.0 |
Close |
1,743.3 |
1,722.8 |
-20.5 |
-1.2% |
1,722.8 |
Range |
8.6 |
20.1 |
11.5 |
133.7% |
30.5 |
ATR |
16.5 |
16.9 |
0.4 |
2.5% |
0.0 |
Volume |
27 |
70 |
43 |
159.3% |
256 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.6 |
1,775.8 |
1,733.9 |
|
R3 |
1,768.5 |
1,755.7 |
1,728.3 |
|
R2 |
1,748.4 |
1,748.4 |
1,726.5 |
|
R1 |
1,735.6 |
1,735.6 |
1,724.6 |
1,732.0 |
PP |
1,728.3 |
1,728.3 |
1,728.3 |
1,726.5 |
S1 |
1,715.5 |
1,715.5 |
1,721.0 |
1,711.9 |
S2 |
1,708.2 |
1,708.2 |
1,719.1 |
|
S3 |
1,688.1 |
1,695.4 |
1,717.3 |
|
S4 |
1,668.0 |
1,675.3 |
1,711.7 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.3 |
1,803.5 |
1,739.6 |
|
R3 |
1,792.8 |
1,773.0 |
1,731.2 |
|
R2 |
1,762.3 |
1,762.3 |
1,728.4 |
|
R1 |
1,742.5 |
1,742.5 |
1,725.6 |
1,737.2 |
PP |
1,731.8 |
1,731.8 |
1,731.8 |
1,729.1 |
S1 |
1,712.0 |
1,712.0 |
1,720.0 |
1,706.7 |
S2 |
1,701.3 |
1,701.3 |
1,717.2 |
|
S3 |
1,670.8 |
1,681.5 |
1,714.4 |
|
S4 |
1,640.3 |
1,651.0 |
1,706.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.5 |
1,721.0 |
30.5 |
1.8% |
12.5 |
0.7% |
6% |
False |
True |
51 |
10 |
1,778.0 |
1,721.0 |
57.0 |
3.3% |
11.9 |
0.7% |
3% |
False |
True |
45 |
20 |
1,794.8 |
1,721.0 |
73.8 |
4.3% |
14.8 |
0.9% |
2% |
False |
True |
2,690 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.7% |
18.8 |
1.1% |
52% |
False |
False |
4,828 |
60 |
1,794.8 |
1,584.2 |
210.6 |
12.2% |
18.6 |
1.1% |
66% |
False |
False |
4,985 |
80 |
1,794.8 |
1,550.0 |
244.8 |
14.2% |
20.0 |
1.2% |
71% |
False |
False |
4,711 |
100 |
1,794.8 |
1,548.3 |
246.5 |
14.3% |
21.1 |
1.2% |
71% |
False |
False |
4,115 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.1% |
21.5 |
1.2% |
72% |
False |
False |
3,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.5 |
2.618 |
1,793.7 |
1.618 |
1,773.6 |
1.000 |
1,761.2 |
0.618 |
1,753.5 |
HIGH |
1,741.1 |
0.618 |
1,733.4 |
0.500 |
1,731.1 |
0.382 |
1,728.7 |
LOW |
1,721.0 |
0.618 |
1,708.6 |
1.000 |
1,700.9 |
1.618 |
1,688.5 |
2.618 |
1,668.4 |
4.250 |
1,635.6 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,731.1 |
1,736.3 |
PP |
1,728.3 |
1,731.8 |
S1 |
1,725.6 |
1,727.3 |
|