Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,502.0 |
4,520.0 |
18.0 |
0.4% |
4,492.0 |
High |
4,515.0 |
4,536.0 |
21.0 |
0.5% |
4,516.0 |
Low |
4,485.0 |
4,517.0 |
32.0 |
0.7% |
4,448.0 |
Close |
4,492.0 |
4,535.0 |
43.0 |
1.0% |
4,488.0 |
Range |
30.0 |
19.0 |
-11.0 |
-36.7% |
68.0 |
ATR |
32.3 |
33.1 |
0.8 |
2.6% |
0.0 |
Volume |
27,256 |
31,458 |
4,202 |
15.4% |
88,764 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,586.3 |
4,579.7 |
4,545.5 |
|
R3 |
4,567.3 |
4,560.7 |
4,540.2 |
|
R2 |
4,548.3 |
4,548.3 |
4,538.5 |
|
R1 |
4,541.7 |
4,541.7 |
4,536.7 |
4,545.0 |
PP |
4,529.3 |
4,529.3 |
4,529.3 |
4,531.0 |
S1 |
4,522.7 |
4,522.7 |
4,533.3 |
4,526.0 |
S2 |
4,510.3 |
4,510.3 |
4,531.5 |
|
S3 |
4,491.3 |
4,503.7 |
4,529.8 |
|
S4 |
4,472.3 |
4,484.7 |
4,524.6 |
|
|
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 |
4,536.0 |
4,448.0 |
88.0 |
1.9% |
25.8 |
0.6% |
99% |
True |
False |
22,723 |
10 |
4,536.0 |
4,438.0 |
98.0 |
2.2% |
27.3 |
0.6% |
99% |
True |
False |
20,763 |
20 |
4,536.0 |
4,340.0 |
196.0 |
4.3% |
30.3 |
0.7% |
99% |
True |
False |
21,063 |
40 |
4,536.0 |
4,271.0 |
265.0 |
5.8% |
24.9 |
0.5% |
100% |
True |
False |
17,873 |
60 |
4,536.0 |
4,077.0 |
459.0 |
10.1% |
18.9 |
0.4% |
100% |
True |
False |
11,936 |
80 |
4,536.0 |
3,982.0 |
554.0 |
12.2% |
15.5 |
0.3% |
100% |
True |
False |
8,980 |
100 |
4,536.0 |
3,950.0 |
586.0 |
12.9% |
12.7 |
0.3% |
100% |
True |
False |
7,192 |
120 |
4,536.0 |
3,950.0 |
586.0 |
12.9% |
11.3 |
0.3% |
100% |
True |
False |
6,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.8 |
2.618 |
4,585.7 |
1.618 |
4,566.7 |
1.000 |
4,555.0 |
0.618 |
4,547.7 |
HIGH |
4,536.0 |
0.618 |
4,528.7 |
0.500 |
4,526.5 |
0.382 |
4,524.3 |
LOW |
4,517.0 |
0.618 |
4,505.3 |
1.000 |
4,498.0 |
1.618 |
4,486.3 |
2.618 |
4,467.3 |
4.250 |
4,436.3 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,532.2 |
4,524.5 |
PP |
4,529.3 |
4,514.0 |
S1 |
4,526.5 |
4,503.5 |
|