Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,480.0 |
4,473.0 |
-7.0 |
-0.2% |
4,492.0 |
High |
4,494.0 |
4,491.0 |
-3.0 |
-0.1% |
4,516.0 |
Low |
4,477.0 |
4,471.0 |
-6.0 |
-0.1% |
4,448.0 |
Close |
4,488.0 |
4,481.0 |
-7.0 |
-0.2% |
4,488.0 |
Range |
17.0 |
20.0 |
3.0 |
17.6% |
68.0 |
ATR |
33.1 |
32.1 |
-0.9 |
-2.8% |
0.0 |
Volume |
14,575 |
18,752 |
4,177 |
28.7% |
88,764 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,541.0 |
4,531.0 |
4,492.0 |
|
R3 |
4,521.0 |
4,511.0 |
4,486.5 |
|
R2 |
4,501.0 |
4,501.0 |
4,484.7 |
|
R1 |
4,491.0 |
4,491.0 |
4,482.8 |
4,496.0 |
PP |
4,481.0 |
4,481.0 |
4,481.0 |
4,483.5 |
S1 |
4,471.0 |
4,471.0 |
4,479.2 |
4,476.0 |
S2 |
4,461.0 |
4,461.0 |
4,477.3 |
|
S3 |
4,441.0 |
4,451.0 |
4,475.5 |
|
S4 |
4,421.0 |
4,431.0 |
4,470.0 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.0 |
4,656.0 |
4,525.4 |
|
R3 |
4,620.0 |
4,588.0 |
4,506.7 |
|
R2 |
4,552.0 |
4,552.0 |
4,500.5 |
|
R1 |
4,520.0 |
4,520.0 |
4,494.2 |
4,502.0 |
PP |
4,484.0 |
4,484.0 |
4,484.0 |
4,475.0 |
S1 |
4,452.0 |
4,452.0 |
4,481.8 |
4,434.0 |
S2 |
4,416.0 |
4,416.0 |
4,475.5 |
|
S3 |
4,348.0 |
4,384.0 |
4,469.3 |
|
S4 |
4,280.0 |
4,316.0 |
4,450.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,516.0 |
4,448.0 |
68.0 |
1.5% |
28.0 |
0.6% |
49% |
False |
False |
18,487 |
10 |
4,516.0 |
4,402.0 |
114.0 |
2.5% |
28.5 |
0.6% |
69% |
False |
False |
19,113 |
20 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
30.7 |
0.7% |
80% |
False |
False |
28,046 |
40 |
4,516.0 |
4,271.0 |
245.0 |
5.5% |
24.4 |
0.5% |
86% |
False |
False |
16,407 |
60 |
4,516.0 |
4,077.0 |
439.0 |
9.8% |
18.2 |
0.4% |
92% |
False |
False |
10,966 |
80 |
4,516.0 |
3,982.0 |
534.0 |
11.9% |
14.9 |
0.3% |
93% |
False |
False |
8,246 |
100 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
12.2 |
0.3% |
94% |
False |
False |
6,605 |
120 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
10.9 |
0.2% |
94% |
False |
False |
5,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.0 |
2.618 |
4,543.4 |
1.618 |
4,523.4 |
1.000 |
4,511.0 |
0.618 |
4,503.4 |
HIGH |
4,491.0 |
0.618 |
4,483.4 |
0.500 |
4,481.0 |
0.382 |
4,478.6 |
LOW |
4,471.0 |
0.618 |
4,458.6 |
1.000 |
4,451.0 |
1.618 |
4,438.6 |
2.618 |
4,418.6 |
4.250 |
4,386.0 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,481.0 |
4,477.7 |
PP |
4,481.0 |
4,474.3 |
S1 |
4,481.0 |
4,471.0 |
|