Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,729.8 |
1,709.0 |
-20.8 |
-1.2% |
1,755.2 |
High |
1,731.2 |
1,715.2 |
-16.0 |
-0.9% |
1,755.5 |
Low |
1,704.6 |
1,698.7 |
-5.9 |
-0.3% |
1,716.0 |
Close |
1,709.4 |
1,701.6 |
-7.8 |
-0.5% |
1,724.0 |
Range |
26.6 |
16.5 |
-10.1 |
-38.0% |
39.5 |
ATR |
20.0 |
19.8 |
-0.3 |
-1.3% |
0.0 |
Volume |
153,971 |
140,583 |
-13,388 |
-8.7% |
656,088 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,754.7 |
1,744.6 |
1,710.7 |
|
R3 |
1,738.2 |
1,728.1 |
1,706.1 |
|
R2 |
1,721.7 |
1,721.7 |
1,704.6 |
|
R1 |
1,711.6 |
1,711.6 |
1,703.1 |
1,708.4 |
PP |
1,705.2 |
1,705.2 |
1,705.2 |
1,703.6 |
S1 |
1,695.1 |
1,695.1 |
1,700.1 |
1,691.9 |
S2 |
1,688.7 |
1,688.7 |
1,698.6 |
|
S3 |
1,672.2 |
1,678.6 |
1,697.1 |
|
S4 |
1,655.7 |
1,662.1 |
1,692.5 |
|
|
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 |
1,753.4 |
1,698.7 |
54.7 |
3.2% |
20.5 |
1.2% |
5% |
False |
True |
133,508 |
10 |
1,776.6 |
1,698.7 |
77.9 |
4.6% |
19.1 |
1.1% |
4% |
False |
True |
130,674 |
20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
18.9 |
1.1% |
3% |
False |
True |
138,050 |
40 |
1,798.1 |
1,647.1 |
151.0 |
8.9% |
21.0 |
1.2% |
36% |
False |
False |
148,667 |
60 |
1,798.1 |
1,586.3 |
211.8 |
12.4% |
20.0 |
1.2% |
54% |
False |
False |
132,412 |
80 |
1,798.1 |
1,559.5 |
238.6 |
14.0% |
20.5 |
1.2% |
60% |
False |
False |
106,854 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
21.5 |
1.3% |
61% |
False |
False |
86,274 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.4% |
22.7 |
1.3% |
63% |
False |
False |
72,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.3 |
2.618 |
1,758.4 |
1.618 |
1,741.9 |
1.000 |
1,731.7 |
0.618 |
1,725.4 |
HIGH |
1,715.2 |
0.618 |
1,708.9 |
0.500 |
1,707.0 |
0.382 |
1,705.0 |
LOW |
1,698.7 |
0.618 |
1,688.5 |
1.000 |
1,682.2 |
1.618 |
1,672.0 |
2.618 |
1,655.5 |
4.250 |
1,628.6 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,707.0 |
1,715.0 |
PP |
1,705.2 |
1,710.5 |
S1 |
1,703.4 |
1,706.1 |
|