Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,741.1 |
1,715.0 |
-26.1 |
-1.5% |
1,750.0 |
High |
1,741.1 |
1,728.3 |
-12.8 |
-0.7% |
1,751.5 |
Low |
1,721.0 |
1,715.0 |
-6.0 |
-0.3% |
1,721.0 |
Close |
1,722.8 |
1,725.1 |
2.3 |
0.1% |
1,722.8 |
Range |
20.1 |
13.3 |
-6.8 |
-33.8% |
30.5 |
ATR |
16.9 |
16.7 |
-0.3 |
-1.5% |
0.0 |
Volume |
70 |
12 |
-58 |
-82.9% |
256 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.7 |
1,757.2 |
1,732.4 |
|
R3 |
1,749.4 |
1,743.9 |
1,728.8 |
|
R2 |
1,736.1 |
1,736.1 |
1,727.5 |
|
R1 |
1,730.6 |
1,730.6 |
1,726.3 |
1,733.4 |
PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,724.2 |
S1 |
1,717.3 |
1,717.3 |
1,723.9 |
1,720.1 |
S2 |
1,709.5 |
1,709.5 |
1,722.7 |
|
S3 |
1,696.2 |
1,704.0 |
1,721.4 |
|
S4 |
1,682.9 |
1,690.7 |
1,717.8 |
|
|
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 |
1,715.0 |
36.5 |
2.1% |
11.1 |
0.6% |
28% |
False |
True |
32 |
10 |
1,776.7 |
1,715.0 |
61.7 |
3.6% |
12.2 |
0.7% |
16% |
False |
True |
43 |
20 |
1,794.8 |
1,715.0 |
79.8 |
4.6% |
14.6 |
0.8% |
13% |
False |
True |
2,237 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.7% |
18.9 |
1.1% |
54% |
False |
False |
4,734 |
60 |
1,794.8 |
1,584.2 |
210.6 |
12.2% |
18.5 |
1.1% |
67% |
False |
False |
4,746 |
80 |
1,794.8 |
1,556.7 |
238.1 |
13.8% |
19.8 |
1.1% |
71% |
False |
False |
4,704 |
100 |
1,794.8 |
1,548.3 |
246.5 |
14.3% |
21.1 |
1.2% |
72% |
False |
False |
4,067 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.1% |
21.5 |
1.2% |
73% |
False |
False |
3,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.8 |
2.618 |
1,763.1 |
1.618 |
1,749.8 |
1.000 |
1,741.6 |
0.618 |
1,736.5 |
HIGH |
1,728.3 |
0.618 |
1,723.2 |
0.500 |
1,721.7 |
0.382 |
1,720.1 |
LOW |
1,715.0 |
0.618 |
1,706.8 |
1.000 |
1,701.7 |
1.618 |
1,693.5 |
2.618 |
1,680.2 |
4.250 |
1,658.5 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,724.0 |
1,732.1 |
PP |
1,722.8 |
1,729.7 |
S1 |
1,721.7 |
1,727.4 |
|