Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,722.7 |
1,729.8 |
7.1 |
0.4% |
1,755.2 |
High |
1,730.8 |
1,731.2 |
0.4 |
0.0% |
1,755.5 |
Low |
1,714.4 |
1,704.6 |
-9.8 |
-0.6% |
1,716.0 |
Close |
1,726.3 |
1,709.4 |
-16.9 |
-1.0% |
1,724.0 |
Range |
16.4 |
26.6 |
10.2 |
62.2% |
39.5 |
ATR |
19.5 |
20.0 |
0.5 |
2.6% |
0.0 |
Volume |
108,139 |
153,971 |
45,832 |
42.4% |
656,088 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.9 |
1,778.7 |
1,724.0 |
|
R3 |
1,768.3 |
1,752.1 |
1,716.7 |
|
R2 |
1,741.7 |
1,741.7 |
1,714.3 |
|
R1 |
1,725.5 |
1,725.5 |
1,711.8 |
1,720.3 |
PP |
1,715.1 |
1,715.1 |
1,715.1 |
1,712.5 |
S1 |
1,698.9 |
1,698.9 |
1,707.0 |
1,693.7 |
S2 |
1,688.5 |
1,688.5 |
1,704.5 |
|
S3 |
1,661.9 |
1,672.3 |
1,702.1 |
|
S4 |
1,635.3 |
1,645.7 |
1,694.8 |
|
|
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 |
1,704.6 |
50.4 |
2.9% |
19.4 |
1.1% |
10% |
False |
True |
127,960 |
10 |
1,776.6 |
1,704.6 |
72.0 |
4.2% |
18.6 |
1.1% |
7% |
False |
True |
129,570 |
20 |
1,798.1 |
1,704.6 |
93.5 |
5.5% |
19.6 |
1.1% |
5% |
False |
True |
140,840 |
40 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
21.0 |
1.2% |
41% |
False |
False |
147,623 |
60 |
1,798.1 |
1,586.3 |
211.8 |
12.4% |
20.0 |
1.2% |
58% |
False |
False |
132,005 |
80 |
1,798.1 |
1,559.5 |
238.6 |
14.0% |
20.5 |
1.2% |
63% |
False |
False |
105,242 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
21.5 |
1.3% |
64% |
False |
False |
84,918 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.4% |
22.8 |
1.3% |
66% |
False |
False |
71,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.3 |
2.618 |
1,800.8 |
1.618 |
1,774.2 |
1.000 |
1,757.8 |
0.618 |
1,747.6 |
HIGH |
1,731.2 |
0.618 |
1,721.0 |
0.500 |
1,717.9 |
0.382 |
1,714.8 |
LOW |
1,704.6 |
0.618 |
1,688.2 |
1.000 |
1,678.0 |
1.618 |
1,661.6 |
2.618 |
1,635.0 |
4.250 |
1,591.6 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,717.9 |
1,724.7 |
PP |
1,715.1 |
1,719.6 |
S1 |
1,712.2 |
1,714.5 |
|