Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,708.4 |
1,711.7 |
3.3 |
0.2% |
1,750.0 |
High |
1,708.5 |
1,716.7 |
8.2 |
0.5% |
1,751.5 |
Low |
1,698.6 |
1,711.7 |
13.1 |
0.8% |
1,721.0 |
Close |
1,700.5 |
1,712.0 |
11.5 |
0.7% |
1,722.8 |
Range |
9.9 |
5.0 |
-4.9 |
-49.5% |
30.5 |
ATR |
16.4 |
16.4 |
0.0 |
-0.1% |
0.0 |
Volume |
27 |
33 |
6 |
22.2% |
256 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.5 |
1,725.2 |
1,714.8 |
|
R3 |
1,723.5 |
1,720.2 |
1,713.4 |
|
R2 |
1,718.5 |
1,718.5 |
1,712.9 |
|
R1 |
1,715.2 |
1,715.2 |
1,712.5 |
1,716.9 |
PP |
1,713.5 |
1,713.5 |
1,713.5 |
1,714.3 |
S1 |
1,710.2 |
1,710.2 |
1,711.5 |
1,711.9 |
S2 |
1,708.5 |
1,708.5 |
1,711.1 |
|
S3 |
1,703.5 |
1,705.2 |
1,710.6 |
|
S4 |
1,698.5 |
1,700.2 |
1,709.3 |
|
|
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 |
1,741.1 |
1,698.6 |
42.5 |
2.5% |
13.7 |
0.8% |
32% |
False |
False |
43 |
10 |
1,769.5 |
1,698.6 |
70.9 |
4.1% |
12.7 |
0.7% |
19% |
False |
False |
48 |
20 |
1,794.8 |
1,698.6 |
96.2 |
5.6% |
12.6 |
0.7% |
14% |
False |
False |
247 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.8% |
18.6 |
1.1% |
45% |
False |
False |
4,292 |
60 |
1,794.8 |
1,584.2 |
210.6 |
12.3% |
18.2 |
1.1% |
61% |
False |
False |
4,423 |
80 |
1,794.8 |
1,557.0 |
237.8 |
13.9% |
19.0 |
1.1% |
65% |
False |
False |
4,584 |
100 |
1,794.8 |
1,550.0 |
244.8 |
14.3% |
20.3 |
1.2% |
66% |
False |
False |
3,979 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.2% |
21.5 |
1.3% |
68% |
False |
False |
3,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.0 |
2.618 |
1,729.8 |
1.618 |
1,724.8 |
1.000 |
1,721.7 |
0.618 |
1,719.8 |
HIGH |
1,716.7 |
0.618 |
1,714.8 |
0.500 |
1,714.2 |
0.382 |
1,713.6 |
LOW |
1,711.7 |
0.618 |
1,708.6 |
1.000 |
1,706.7 |
1.618 |
1,703.6 |
2.618 |
1,698.6 |
4.250 |
1,690.5 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,714.2 |
1,713.6 |
PP |
1,713.5 |
1,713.0 |
S1 |
1,712.7 |
1,712.5 |
|