Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,755.2 |
1,738.0 |
-17.2 |
-1.0% |
1,782.0 |
High |
1,755.5 |
1,749.6 |
-5.9 |
-0.3% |
1,782.5 |
Low |
1,729.7 |
1,736.1 |
6.4 |
0.4% |
1,753.5 |
Close |
1,737.6 |
1,746.3 |
8.7 |
0.5% |
1,759.7 |
Range |
25.8 |
13.5 |
-12.3 |
-47.7% |
29.0 |
ATR |
20.6 |
20.1 |
-0.5 |
-2.5% |
0.0 |
Volume |
172,769 |
105,627 |
-67,142 |
-38.9% |
613,896 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.5 |
1,778.9 |
1,753.7 |
|
R3 |
1,771.0 |
1,765.4 |
1,750.0 |
|
R2 |
1,757.5 |
1,757.5 |
1,748.8 |
|
R1 |
1,751.9 |
1,751.9 |
1,747.5 |
1,754.7 |
PP |
1,744.0 |
1,744.0 |
1,744.0 |
1,745.4 |
S1 |
1,738.4 |
1,738.4 |
1,745.1 |
1,741.2 |
S2 |
1,730.5 |
1,730.5 |
1,743.8 |
|
S3 |
1,717.0 |
1,724.9 |
1,742.6 |
|
S4 |
1,703.5 |
1,711.4 |
1,738.9 |
|
|
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 |
1,776.6 |
1,729.7 |
46.9 |
2.7% |
17.7 |
1.0% |
35% |
False |
False |
131,180 |
10 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
17.5 |
1.0% |
24% |
False |
False |
133,181 |
20 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
19.2 |
1.1% |
24% |
False |
False |
149,334 |
40 |
1,798.1 |
1,620.8 |
177.3 |
10.2% |
20.9 |
1.2% |
71% |
False |
False |
145,585 |
60 |
1,798.1 |
1,572.7 |
225.4 |
12.9% |
20.1 |
1.2% |
77% |
False |
False |
126,262 |
80 |
1,798.1 |
1,552.0 |
246.1 |
14.1% |
21.1 |
1.2% |
79% |
False |
False |
97,537 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.9% |
22.6 |
1.3% |
80% |
False |
False |
79,007 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.0% |
22.7 |
1.3% |
80% |
False |
False |
66,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.0 |
2.618 |
1,784.9 |
1.618 |
1,771.4 |
1.000 |
1,763.1 |
0.618 |
1,757.9 |
HIGH |
1,749.6 |
0.618 |
1,744.4 |
0.500 |
1,742.9 |
0.382 |
1,741.3 |
LOW |
1,736.1 |
0.618 |
1,727.8 |
1.000 |
1,722.6 |
1.618 |
1,714.3 |
2.618 |
1,700.8 |
4.250 |
1,678.7 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,745.2 |
1,752.4 |
PP |
1,744.0 |
1,750.3 |
S1 |
1,742.9 |
1,748.3 |
|