Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,742.4 |
1,722.7 |
-19.7 |
-1.1% |
1,755.2 |
High |
1,744.7 |
1,730.8 |
-13.9 |
-0.8% |
1,755.5 |
Low |
1,716.0 |
1,714.4 |
-1.6 |
-0.1% |
1,716.0 |
Close |
1,724.0 |
1,726.3 |
2.3 |
0.1% |
1,724.0 |
Range |
28.7 |
16.4 |
-12.3 |
-42.9% |
39.5 |
ATR |
19.8 |
19.5 |
-0.2 |
-1.2% |
0.0 |
Volume |
158,721 |
108,139 |
-50,582 |
-31.9% |
656,088 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.0 |
1,766.1 |
1,735.3 |
|
R3 |
1,756.6 |
1,749.7 |
1,730.8 |
|
R2 |
1,740.2 |
1,740.2 |
1,729.3 |
|
R1 |
1,733.3 |
1,733.3 |
1,727.8 |
1,736.8 |
PP |
1,723.8 |
1,723.8 |
1,723.8 |
1,725.6 |
S1 |
1,716.9 |
1,716.9 |
1,724.8 |
1,720.4 |
S2 |
1,707.4 |
1,707.4 |
1,723.3 |
|
S3 |
1,691.0 |
1,700.5 |
1,721.8 |
|
S4 |
1,674.6 |
1,684.1 |
1,717.3 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.3 |
1,826.7 |
1,745.7 |
|
R3 |
1,810.8 |
1,787.2 |
1,734.9 |
|
R2 |
1,771.3 |
1,771.3 |
1,731.2 |
|
R1 |
1,747.7 |
1,747.7 |
1,727.6 |
1,739.8 |
PP |
1,731.8 |
1,731.8 |
1,731.8 |
1,727.9 |
S1 |
1,708.2 |
1,708.2 |
1,720.4 |
1,700.3 |
S2 |
1,692.3 |
1,692.3 |
1,716.8 |
|
S3 |
1,652.8 |
1,668.7 |
1,713.1 |
|
S4 |
1,613.3 |
1,629.2 |
1,702.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.0 |
1,714.4 |
40.6 |
2.4% |
16.8 |
1.0% |
29% |
False |
True |
118,291 |
10 |
1,781.6 |
1,714.4 |
67.2 |
3.9% |
17.9 |
1.0% |
18% |
False |
True |
128,222 |
20 |
1,798.1 |
1,714.4 |
83.7 |
4.8% |
19.1 |
1.1% |
14% |
False |
True |
141,025 |
40 |
1,798.1 |
1,647.1 |
151.0 |
8.7% |
20.7 |
1.2% |
52% |
False |
False |
145,626 |
60 |
1,798.1 |
1,586.3 |
211.8 |
12.3% |
19.8 |
1.1% |
66% |
False |
False |
131,410 |
80 |
1,798.1 |
1,557.3 |
240.8 |
13.9% |
20.8 |
1.2% |
70% |
False |
False |
103,414 |
100 |
1,798.1 |
1,551.0 |
247.1 |
14.3% |
22.1 |
1.3% |
71% |
False |
False |
83,428 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.2% |
22.7 |
1.3% |
73% |
False |
False |
70,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,800.5 |
2.618 |
1,773.7 |
1.618 |
1,757.3 |
1.000 |
1,747.2 |
0.618 |
1,740.9 |
HIGH |
1,730.8 |
0.618 |
1,724.5 |
0.500 |
1,722.6 |
0.382 |
1,720.7 |
LOW |
1,714.4 |
0.618 |
1,704.3 |
1.000 |
1,698.0 |
1.618 |
1,687.9 |
2.618 |
1,671.5 |
4.250 |
1,644.7 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.1 |
1,733.9 |
PP |
1,723.8 |
1,731.4 |
S1 |
1,722.6 |
1,728.8 |
|