Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,738.0 |
1,750.0 |
12.0 |
0.7% |
1,782.0 |
High |
1,749.6 |
1,755.0 |
5.4 |
0.3% |
1,782.5 |
Low |
1,736.1 |
1,744.0 |
7.9 |
0.5% |
1,753.5 |
Close |
1,746.3 |
1,753.0 |
6.7 |
0.4% |
1,759.7 |
Range |
13.5 |
11.0 |
-2.5 |
-18.5% |
29.0 |
ATR |
20.1 |
19.4 |
-0.6 |
-3.2% |
0.0 |
Volume |
105,627 |
112,841 |
7,214 |
6.8% |
613,896 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.7 |
1,779.3 |
1,759.1 |
|
R3 |
1,772.7 |
1,768.3 |
1,756.0 |
|
R2 |
1,761.7 |
1,761.7 |
1,755.0 |
|
R1 |
1,757.3 |
1,757.3 |
1,754.0 |
1,759.5 |
PP |
1,750.7 |
1,750.7 |
1,750.7 |
1,751.8 |
S1 |
1,746.3 |
1,746.3 |
1,752.0 |
1,748.5 |
S2 |
1,739.7 |
1,739.7 |
1,751.0 |
|
S3 |
1,728.7 |
1,735.3 |
1,750.0 |
|
S4 |
1,717.7 |
1,724.3 |
1,747.0 |
|
|
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% |
17.6 |
1.0% |
50% |
False |
False |
127,840 |
10 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
17.5 |
1.0% |
34% |
False |
False |
132,556 |
20 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
18.9 |
1.1% |
34% |
False |
False |
146,828 |
40 |
1,798.1 |
1,636.3 |
161.8 |
9.2% |
20.6 |
1.2% |
72% |
False |
False |
145,420 |
60 |
1,798.1 |
1,582.6 |
215.5 |
12.3% |
20.0 |
1.1% |
79% |
False |
False |
127,800 |
80 |
1,798.1 |
1,552.0 |
246.1 |
14.0% |
20.9 |
1.2% |
82% |
False |
False |
98,904 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.9% |
22.5 |
1.3% |
83% |
False |
False |
80,062 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.0% |
22.6 |
1.3% |
83% |
False |
False |
67,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.8 |
2.618 |
1,783.8 |
1.618 |
1,772.8 |
1.000 |
1,766.0 |
0.618 |
1,761.8 |
HIGH |
1,755.0 |
0.618 |
1,750.8 |
0.500 |
1,749.5 |
0.382 |
1,748.2 |
LOW |
1,744.0 |
0.618 |
1,737.2 |
1.000 |
1,733.0 |
1.618 |
1,726.2 |
2.618 |
1,715.2 |
4.250 |
1,697.3 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,751.8 |
1,749.5 |
PP |
1,750.7 |
1,746.1 |
S1 |
1,749.5 |
1,742.6 |
|