Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,769.7 |
1,755.2 |
-14.5 |
-0.8% |
1,782.0 |
High |
1,775.0 |
1,755.5 |
-19.5 |
-1.1% |
1,782.5 |
Low |
1,753.5 |
1,729.7 |
-23.8 |
-1.4% |
1,753.5 |
Close |
1,759.7 |
1,737.6 |
-22.1 |
-1.3% |
1,759.7 |
Range |
21.5 |
25.8 |
4.3 |
20.0% |
29.0 |
ATR |
19.9 |
20.6 |
0.7 |
3.6% |
0.0 |
Volume |
130,391 |
172,769 |
42,378 |
32.5% |
613,896 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.3 |
1,803.8 |
1,751.8 |
|
R3 |
1,792.5 |
1,778.0 |
1,744.7 |
|
R2 |
1,766.7 |
1,766.7 |
1,742.3 |
|
R1 |
1,752.2 |
1,752.2 |
1,740.0 |
1,746.6 |
PP |
1,740.9 |
1,740.9 |
1,740.9 |
1,738.1 |
S1 |
1,726.4 |
1,726.4 |
1,735.2 |
1,720.8 |
S2 |
1,715.1 |
1,715.1 |
1,732.9 |
|
S3 |
1,689.3 |
1,700.6 |
1,730.5 |
|
S4 |
1,663.5 |
1,674.8 |
1,723.4 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.2 |
1,835.0 |
1,775.7 |
|
R3 |
1,823.2 |
1,806.0 |
1,767.7 |
|
R2 |
1,794.2 |
1,794.2 |
1,765.0 |
|
R1 |
1,777.0 |
1,777.0 |
1,762.4 |
1,771.1 |
PP |
1,765.2 |
1,765.2 |
1,765.2 |
1,762.3 |
S1 |
1,748.0 |
1,748.0 |
1,757.0 |
1,742.1 |
S2 |
1,736.2 |
1,736.2 |
1,754.4 |
|
S3 |
1,707.2 |
1,719.0 |
1,751.7 |
|
S4 |
1,678.2 |
1,690.0 |
1,743.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,781.6 |
1,729.7 |
51.9 |
3.0% |
19.0 |
1.1% |
15% |
False |
True |
138,153 |
10 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
17.6 |
1.0% |
12% |
False |
True |
134,598 |
20 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
19.7 |
1.1% |
12% |
False |
True |
152,235 |
40 |
1,798.1 |
1,611.8 |
186.3 |
10.7% |
20.9 |
1.2% |
68% |
False |
False |
144,611 |
60 |
1,798.1 |
1,566.8 |
231.3 |
13.3% |
20.2 |
1.2% |
74% |
False |
False |
124,736 |
80 |
1,798.1 |
1,552.0 |
246.1 |
14.2% |
21.1 |
1.2% |
75% |
False |
False |
96,265 |
100 |
1,798.1 |
1,537.3 |
260.8 |
15.0% |
22.7 |
1.3% |
77% |
False |
False |
78,130 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.1% |
22.7 |
1.3% |
77% |
False |
False |
65,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.2 |
2.618 |
1,823.0 |
1.618 |
1,797.2 |
1.000 |
1,781.3 |
0.618 |
1,771.4 |
HIGH |
1,755.5 |
0.618 |
1,745.6 |
0.500 |
1,742.6 |
0.382 |
1,739.6 |
LOW |
1,729.7 |
0.618 |
1,713.8 |
1.000 |
1,703.9 |
1.618 |
1,688.0 |
2.618 |
1,662.2 |
4.250 |
1,620.1 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,742.6 |
1,753.2 |
PP |
1,740.9 |
1,748.0 |
S1 |
1,739.3 |
1,742.8 |
|