Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,711.7 |
1,706.1 |
-5.6 |
-0.3% |
1,715.0 |
High |
1,716.7 |
1,716.2 |
-0.5 |
0.0% |
1,728.5 |
Low |
1,711.7 |
1,706.1 |
-5.6 |
-0.3% |
1,698.6 |
Close |
1,712.0 |
1,710.9 |
-1.1 |
-0.1% |
1,710.9 |
Range |
5.0 |
10.1 |
5.1 |
102.0% |
29.9 |
ATR |
16.4 |
16.0 |
-0.5 |
-2.7% |
0.0 |
Volume |
33 |
77 |
44 |
133.3% |
224 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.4 |
1,736.2 |
1,716.5 |
|
R3 |
1,731.3 |
1,726.1 |
1,713.7 |
|
R2 |
1,721.2 |
1,721.2 |
1,712.8 |
|
R1 |
1,716.0 |
1,716.0 |
1,711.8 |
1,718.6 |
PP |
1,711.1 |
1,711.1 |
1,711.1 |
1,712.4 |
S1 |
1,705.9 |
1,705.9 |
1,710.0 |
1,708.5 |
S2 |
1,701.0 |
1,701.0 |
1,709.0 |
|
S3 |
1,690.9 |
1,695.8 |
1,708.1 |
|
S4 |
1,680.8 |
1,685.7 |
1,705.3 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.4 |
1,786.5 |
1,727.3 |
|
R3 |
1,772.5 |
1,756.6 |
1,719.1 |
|
R2 |
1,742.6 |
1,742.6 |
1,716.4 |
|
R1 |
1,726.7 |
1,726.7 |
1,713.6 |
1,719.7 |
PP |
1,712.7 |
1,712.7 |
1,712.7 |
1,709.2 |
S1 |
1,696.8 |
1,696.8 |
1,708.2 |
1,689.8 |
S2 |
1,682.8 |
1,682.8 |
1,705.4 |
|
S3 |
1,652.9 |
1,666.9 |
1,702.7 |
|
S4 |
1,623.0 |
1,637.0 |
1,694.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,728.5 |
1,698.6 |
29.9 |
1.7% |
11.7 |
0.7% |
41% |
False |
False |
44 |
10 |
1,751.5 |
1,698.6 |
52.9 |
3.1% |
12.1 |
0.7% |
23% |
False |
False |
48 |
20 |
1,794.8 |
1,698.6 |
96.2 |
5.6% |
12.4 |
0.7% |
13% |
False |
False |
109 |
40 |
1,794.8 |
1,644.8 |
150.0 |
8.8% |
18.5 |
1.1% |
44% |
False |
False |
4,228 |
60 |
1,794.8 |
1,586.8 |
208.0 |
12.2% |
17.8 |
1.0% |
60% |
False |
False |
4,267 |
80 |
1,794.8 |
1,557.0 |
237.8 |
13.9% |
18.8 |
1.1% |
65% |
False |
False |
4,560 |
100 |
1,794.8 |
1,550.0 |
244.8 |
14.3% |
20.2 |
1.2% |
66% |
False |
False |
3,975 |
120 |
1,794.8 |
1,534.3 |
260.5 |
15.2% |
21.2 |
1.2% |
68% |
False |
False |
3,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.1 |
2.618 |
1,742.6 |
1.618 |
1,732.5 |
1.000 |
1,726.3 |
0.618 |
1,722.4 |
HIGH |
1,716.2 |
0.618 |
1,712.3 |
0.500 |
1,711.2 |
0.382 |
1,710.0 |
LOW |
1,706.1 |
0.618 |
1,699.9 |
1.000 |
1,696.0 |
1.618 |
1,689.8 |
2.618 |
1,679.7 |
4.250 |
1,663.2 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,711.2 |
1,709.8 |
PP |
1,711.1 |
1,708.7 |
S1 |
1,711.0 |
1,707.7 |
|