Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,473.0 |
4,502.0 |
29.0 |
0.6% |
4,492.0 |
High |
4,491.0 |
4,515.0 |
24.0 |
0.5% |
4,516.0 |
Low |
4,471.0 |
4,485.0 |
14.0 |
0.3% |
4,448.0 |
Close |
4,481.0 |
4,492.0 |
11.0 |
0.2% |
4,488.0 |
Range |
20.0 |
30.0 |
10.0 |
50.0% |
68.0 |
ATR |
32.1 |
32.3 |
0.1 |
0.4% |
0.0 |
Volume |
18,752 |
27,256 |
8,504 |
45.3% |
88,764 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,587.3 |
4,569.7 |
4,508.5 |
|
R3 |
4,557.3 |
4,539.7 |
4,500.3 |
|
R2 |
4,527.3 |
4,527.3 |
4,497.5 |
|
R1 |
4,509.7 |
4,509.7 |
4,494.8 |
4,503.5 |
PP |
4,497.3 |
4,497.3 |
4,497.3 |
4,494.3 |
S1 |
4,479.7 |
4,479.7 |
4,489.3 |
4,473.5 |
S2 |
4,467.3 |
4,467.3 |
4,486.5 |
|
S3 |
4,437.3 |
4,449.7 |
4,483.8 |
|
S4 |
4,407.3 |
4,419.7 |
4,475.5 |
|
|
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 |
4,515.0 |
4,448.0 |
67.0 |
1.5% |
26.2 |
0.6% |
66% |
True |
False |
20,220 |
10 |
4,516.0 |
4,434.0 |
82.0 |
1.8% |
27.6 |
0.6% |
71% |
False |
False |
19,552 |
20 |
4,516.0 |
4,340.0 |
176.0 |
3.9% |
31.2 |
0.7% |
86% |
False |
False |
23,460 |
40 |
4,516.0 |
4,271.0 |
245.0 |
5.5% |
24.9 |
0.6% |
90% |
False |
False |
17,088 |
60 |
4,516.0 |
4,077.0 |
439.0 |
9.8% |
18.6 |
0.4% |
95% |
False |
False |
11,420 |
80 |
4,516.0 |
3,982.0 |
534.0 |
11.9% |
15.3 |
0.3% |
96% |
False |
False |
8,587 |
100 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
12.5 |
0.3% |
96% |
False |
False |
6,877 |
120 |
4,516.0 |
3,950.0 |
566.0 |
12.6% |
11.2 |
0.2% |
96% |
False |
False |
5,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,642.5 |
2.618 |
4,593.5 |
1.618 |
4,563.5 |
1.000 |
4,545.0 |
0.618 |
4,533.5 |
HIGH |
4,515.0 |
0.618 |
4,503.5 |
0.500 |
4,500.0 |
0.382 |
4,496.5 |
LOW |
4,485.0 |
0.618 |
4,466.5 |
1.000 |
4,455.0 |
1.618 |
4,436.5 |
2.618 |
4,406.5 |
4.250 |
4,357.5 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,500.0 |
4,493.0 |
PP |
4,497.3 |
4,492.7 |
S1 |
4,494.7 |
4,492.3 |
|