Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,702.8 |
1,712.1 |
9.3 |
0.5% |
1,722.7 |
High |
1,718.9 |
1,719.9 |
1.0 |
0.1% |
1,731.2 |
Low |
1,702.3 |
1,701.4 |
-0.9 |
-0.1% |
1,698.7 |
Close |
1,713.0 |
1,711.9 |
-1.1 |
-0.1% |
1,711.9 |
Range |
16.6 |
18.5 |
1.9 |
11.4% |
32.5 |
ATR |
19.6 |
19.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
141,164 |
126,511 |
-14,653 |
-10.4% |
670,368 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.6 |
1,757.7 |
1,722.1 |
|
R3 |
1,748.1 |
1,739.2 |
1,717.0 |
|
R2 |
1,729.6 |
1,729.6 |
1,715.3 |
|
R1 |
1,720.7 |
1,720.7 |
1,713.6 |
1,715.9 |
PP |
1,711.1 |
1,711.1 |
1,711.1 |
1,708.7 |
S1 |
1,702.2 |
1,702.2 |
1,710.2 |
1,697.4 |
S2 |
1,692.6 |
1,692.6 |
1,708.5 |
|
S3 |
1,674.1 |
1,683.7 |
1,706.8 |
|
S4 |
1,655.6 |
1,665.2 |
1,701.7 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.4 |
1,794.2 |
1,729.8 |
|
R3 |
1,778.9 |
1,761.7 |
1,720.8 |
|
R2 |
1,746.4 |
1,746.4 |
1,717.9 |
|
R1 |
1,729.2 |
1,729.2 |
1,714.9 |
1,721.6 |
PP |
1,713.9 |
1,713.9 |
1,713.9 |
1,710.1 |
S1 |
1,696.7 |
1,696.7 |
1,708.9 |
1,689.1 |
S2 |
1,681.4 |
1,681.4 |
1,705.9 |
|
S3 |
1,648.9 |
1,664.2 |
1,703.0 |
|
S4 |
1,616.4 |
1,631.7 |
1,694.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.2 |
1,698.7 |
32.5 |
1.9% |
18.9 |
1.1% |
41% |
False |
False |
134,073 |
10 |
1,755.5 |
1,698.7 |
56.8 |
3.3% |
18.8 |
1.1% |
23% |
False |
False |
132,645 |
20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
18.3 |
1.1% |
13% |
False |
False |
134,513 |
40 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
21.1 |
1.2% |
43% |
False |
False |
151,154 |
60 |
1,798.1 |
1,588.5 |
209.6 |
12.2% |
19.6 |
1.1% |
59% |
False |
False |
131,986 |
80 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
20.3 |
1.2% |
64% |
False |
False |
109,982 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
21.5 |
1.3% |
65% |
False |
False |
88,917 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.3% |
22.6 |
1.3% |
67% |
False |
False |
75,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.5 |
2.618 |
1,768.3 |
1.618 |
1,749.8 |
1.000 |
1,738.4 |
0.618 |
1,731.3 |
HIGH |
1,719.9 |
0.618 |
1,712.8 |
0.500 |
1,710.7 |
0.382 |
1,708.5 |
LOW |
1,701.4 |
0.618 |
1,690.0 |
1.000 |
1,682.9 |
1.618 |
1,671.5 |
2.618 |
1,653.0 |
4.250 |
1,622.8 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,711.5 |
1,711.0 |
PP |
1,711.1 |
1,710.2 |
S1 |
1,710.7 |
1,709.3 |
|