Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,726.6 |
1,708.4 |
-18.2 |
-1.1% |
1,750.0 |
High |
1,728.5 |
1,708.5 |
-20.0 |
-1.2% |
1,751.5 |
Low |
1,708.3 |
1,698.6 |
-9.7 |
-0.6% |
1,721.0 |
Close |
1,708.3 |
1,700.5 |
-7.8 |
-0.5% |
1,722.8 |
Range |
20.2 |
9.9 |
-10.3 |
-51.0% |
30.5 |
ATR |
16.9 |
16.4 |
-0.5 |
-3.0% |
0.0 |
Volume |
75 |
27 |
-48 |
-64.0% |
256 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.2 |
1,726.3 |
1,705.9 |
|
R3 |
1,722.3 |
1,716.4 |
1,703.2 |
|
R2 |
1,712.4 |
1,712.4 |
1,702.3 |
|
R1 |
1,706.5 |
1,706.5 |
1,701.4 |
1,704.5 |
PP |
1,702.5 |
1,702.5 |
1,702.5 |
1,701.6 |
S1 |
1,696.6 |
1,696.6 |
1,699.6 |
1,694.6 |
S2 |
1,692.6 |
1,692.6 |
1,698.7 |
|
S3 |
1,682.7 |
1,686.7 |
1,697.8 |
|
S4 |
1,672.8 |
1,676.8 |
1,695.1 |
|
|
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 |
1,749.1 |
1,698.6 |
50.5 |
3.0% |
14.4 |
0.8% |
4% |
False |
True |
42 |
10 |
1,771.0 |
1,698.6 |
72.4 |
4.3% |
13.1 |
0.8% |
3% |
False |
True |
48 |
20 |
1,794.8 |
1,698.6 |
96.2 |
5.7% |
13.8 |
0.8% |
2% |
False |
True |
594 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.8% |
18.9 |
1.1% |
37% |
False |
False |
4,540 |
60 |
1,794.8 |
1,584.2 |
210.6 |
12.4% |
18.5 |
1.1% |
55% |
False |
False |
4,549 |
80 |
1,794.8 |
1,557.0 |
237.8 |
14.0% |
19.3 |
1.1% |
60% |
False |
False |
4,609 |
100 |
1,794.8 |
1,550.0 |
244.8 |
14.4% |
20.3 |
1.2% |
61% |
False |
False |
3,988 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.3% |
21.5 |
1.3% |
64% |
False |
False |
3,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.6 |
2.618 |
1,734.4 |
1.618 |
1,724.5 |
1.000 |
1,718.4 |
0.618 |
1,714.6 |
HIGH |
1,708.5 |
0.618 |
1,704.7 |
0.500 |
1,703.6 |
0.382 |
1,702.4 |
LOW |
1,698.6 |
0.618 |
1,692.5 |
1.000 |
1,688.7 |
1.618 |
1,682.6 |
2.618 |
1,672.7 |
4.250 |
1,656.5 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,703.6 |
1,713.6 |
PP |
1,702.5 |
1,709.2 |
S1 |
1,701.5 |
1,704.9 |
|