Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,750.0 |
1,750.9 |
0.9 |
0.1% |
1,782.0 |
High |
1,755.0 |
1,753.4 |
-1.6 |
-0.1% |
1,782.5 |
Low |
1,744.0 |
1,739.0 |
-5.0 |
-0.3% |
1,753.5 |
Close |
1,753.0 |
1,744.7 |
-8.3 |
-0.5% |
1,759.7 |
Range |
11.0 |
14.4 |
3.4 |
30.9% |
29.0 |
ATR |
19.4 |
19.1 |
-0.4 |
-1.9% |
0.0 |
Volume |
112,841 |
106,130 |
-6,711 |
-5.9% |
613,896 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.9 |
1,781.2 |
1,752.6 |
|
R3 |
1,774.5 |
1,766.8 |
1,748.7 |
|
R2 |
1,760.1 |
1,760.1 |
1,747.3 |
|
R1 |
1,752.4 |
1,752.4 |
1,746.0 |
1,749.1 |
PP |
1,745.7 |
1,745.7 |
1,745.7 |
1,744.0 |
S1 |
1,738.0 |
1,738.0 |
1,743.4 |
1,734.7 |
S2 |
1,731.3 |
1,731.3 |
1,742.1 |
|
S3 |
1,716.9 |
1,723.6 |
1,740.7 |
|
S4 |
1,702.5 |
1,709.2 |
1,736.8 |
|
|
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 |
1,775.0 |
1,729.7 |
45.3 |
2.6% |
17.2 |
1.0% |
33% |
False |
False |
125,551 |
10 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
17.2 |
1.0% |
22% |
False |
False |
126,970 |
20 |
1,798.1 |
1,729.7 |
68.4 |
3.9% |
18.7 |
1.1% |
22% |
False |
False |
144,906 |
40 |
1,798.1 |
1,647.1 |
151.0 |
8.7% |
20.4 |
1.2% |
65% |
False |
False |
144,930 |
60 |
1,798.1 |
1,586.3 |
211.8 |
12.1% |
19.7 |
1.1% |
75% |
False |
False |
129,011 |
80 |
1,798.1 |
1,552.0 |
246.1 |
14.1% |
20.9 |
1.2% |
78% |
False |
False |
100,171 |
100 |
1,798.1 |
1,537.3 |
260.8 |
14.9% |
22.2 |
1.3% |
80% |
False |
False |
81,044 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.1% |
22.6 |
1.3% |
80% |
False |
False |
68,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,814.6 |
2.618 |
1,791.1 |
1.618 |
1,776.7 |
1.000 |
1,767.8 |
0.618 |
1,762.3 |
HIGH |
1,753.4 |
0.618 |
1,747.9 |
0.500 |
1,746.2 |
0.382 |
1,744.5 |
LOW |
1,739.0 |
0.618 |
1,730.1 |
1.000 |
1,724.6 |
1.618 |
1,715.7 |
2.618 |
1,701.3 |
4.250 |
1,677.8 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,746.2 |
1,745.6 |
PP |
1,745.7 |
1,745.3 |
S1 |
1,745.2 |
1,745.0 |
|