Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,712.2 |
1,710.3 |
-1.9 |
-0.1% |
1,722.7 |
High |
1,717.8 |
1,715.7 |
-2.1 |
-0.1% |
1,731.2 |
Low |
1,706.2 |
1,705.2 |
-1.0 |
-0.1% |
1,698.7 |
Close |
1,708.7 |
1,712.1 |
3.4 |
0.2% |
1,711.9 |
Range |
11.6 |
10.5 |
-1.1 |
-9.5% |
32.5 |
ATR |
19.0 |
18.4 |
-0.6 |
-3.2% |
0.0 |
Volume |
57,608 |
57,253 |
-355 |
-0.6% |
670,368 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.5 |
1,737.8 |
1,717.9 |
|
R3 |
1,732.0 |
1,727.3 |
1,715.0 |
|
R2 |
1,721.5 |
1,721.5 |
1,714.0 |
|
R1 |
1,716.8 |
1,716.8 |
1,713.1 |
1,719.2 |
PP |
1,711.0 |
1,711.0 |
1,711.0 |
1,712.2 |
S1 |
1,706.3 |
1,706.3 |
1,711.1 |
1,708.7 |
S2 |
1,700.5 |
1,700.5 |
1,710.2 |
|
S3 |
1,690.0 |
1,695.8 |
1,709.2 |
|
S4 |
1,679.5 |
1,685.3 |
1,706.3 |
|
|
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 |
1,719.9 |
1,698.7 |
21.2 |
1.2% |
14.7 |
0.9% |
63% |
False |
False |
104,623 |
10 |
1,755.0 |
1,698.7 |
56.3 |
3.3% |
17.1 |
1.0% |
24% |
False |
False |
116,292 |
20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
17.3 |
1.0% |
13% |
False |
False |
124,736 |
40 |
1,798.1 |
1,689.6 |
108.5 |
6.3% |
20.1 |
1.2% |
21% |
False |
False |
144,651 |
60 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
19.4 |
1.1% |
58% |
False |
False |
130,757 |
80 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
19.9 |
1.2% |
64% |
False |
False |
111,187 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.9 |
1.2% |
65% |
False |
False |
89,984 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.3% |
22.4 |
1.3% |
67% |
False |
False |
76,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,760.3 |
2.618 |
1,743.2 |
1.618 |
1,732.7 |
1.000 |
1,726.2 |
0.618 |
1,722.2 |
HIGH |
1,715.7 |
0.618 |
1,711.7 |
0.500 |
1,710.5 |
0.382 |
1,709.2 |
LOW |
1,705.2 |
0.618 |
1,698.7 |
1.000 |
1,694.7 |
1.618 |
1,688.2 |
2.618 |
1,677.7 |
4.250 |
1,660.6 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,711.6 |
1,711.6 |
PP |
1,711.0 |
1,711.1 |
S1 |
1,710.5 |
1,710.7 |
|