Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,715.0 |
1,726.6 |
11.6 |
0.7% |
1,750.0 |
High |
1,728.3 |
1,728.5 |
0.2 |
0.0% |
1,751.5 |
Low |
1,715.0 |
1,708.3 |
-6.7 |
-0.4% |
1,721.0 |
Close |
1,725.1 |
1,708.3 |
-16.8 |
-1.0% |
1,722.8 |
Range |
13.3 |
20.2 |
6.9 |
51.9% |
30.5 |
ATR |
16.7 |
16.9 |
0.3 |
1.5% |
0.0 |
Volume |
12 |
75 |
63 |
525.0% |
256 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.6 |
1,762.2 |
1,719.4 |
|
R3 |
1,755.4 |
1,742.0 |
1,713.9 |
|
R2 |
1,735.2 |
1,735.2 |
1,712.0 |
|
R1 |
1,721.8 |
1,721.8 |
1,710.2 |
1,718.4 |
PP |
1,715.0 |
1,715.0 |
1,715.0 |
1,713.4 |
S1 |
1,701.6 |
1,701.6 |
1,706.4 |
1,698.2 |
S2 |
1,694.8 |
1,694.8 |
1,704.6 |
|
S3 |
1,674.6 |
1,681.4 |
1,702.7 |
|
S4 |
1,654.4 |
1,661.2 |
1,697.2 |
|
|
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 |
1,708.3 |
43.2 |
2.5% |
13.5 |
0.8% |
0% |
False |
True |
44 |
10 |
1,771.0 |
1,708.3 |
62.7 |
3.7% |
12.7 |
0.7% |
0% |
False |
True |
48 |
20 |
1,794.8 |
1,708.3 |
86.5 |
5.1% |
14.8 |
0.9% |
0% |
False |
True |
1,355 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.8% |
19.0 |
1.1% |
42% |
False |
False |
4,655 |
60 |
1,794.8 |
1,584.2 |
210.6 |
12.3% |
18.6 |
1.1% |
59% |
False |
False |
4,662 |
80 |
1,794.8 |
1,557.0 |
237.8 |
13.9% |
19.4 |
1.1% |
64% |
False |
False |
4,659 |
100 |
1,794.8 |
1,550.0 |
244.8 |
14.3% |
20.4 |
1.2% |
65% |
False |
False |
4,046 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.2% |
21.5 |
1.3% |
67% |
False |
False |
3,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,814.4 |
2.618 |
1,781.4 |
1.618 |
1,761.2 |
1.000 |
1,748.7 |
0.618 |
1,741.0 |
HIGH |
1,728.5 |
0.618 |
1,720.8 |
0.500 |
1,718.4 |
0.382 |
1,716.0 |
LOW |
1,708.3 |
0.618 |
1,695.8 |
1.000 |
1,688.1 |
1.618 |
1,675.6 |
2.618 |
1,655.4 |
4.250 |
1,622.5 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,718.4 |
1,724.7 |
PP |
1,715.0 |
1,719.2 |
S1 |
1,711.7 |
1,713.8 |
|