Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,520.0 |
4,561.0 |
41.0 |
0.9% |
4,492.0 |
High |
4,536.0 |
4,580.0 |
44.0 |
1.0% |
4,516.0 |
Low |
4,517.0 |
4,546.0 |
29.0 |
0.6% |
4,448.0 |
Close |
4,535.0 |
4,550.0 |
15.0 |
0.3% |
4,488.0 |
Range |
19.0 |
34.0 |
15.0 |
78.9% |
68.0 |
ATR |
33.1 |
33.9 |
0.9 |
2.6% |
0.0 |
Volume |
31,458 |
26,883 |
-4,575 |
-14.5% |
88,764 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.7 |
4,639.3 |
4,568.7 |
|
R3 |
4,626.7 |
4,605.3 |
4,559.4 |
|
R2 |
4,592.7 |
4,592.7 |
4,556.2 |
|
R1 |
4,571.3 |
4,571.3 |
4,553.1 |
4,565.0 |
PP |
4,558.7 |
4,558.7 |
4,558.7 |
4,555.5 |
S1 |
4,537.3 |
4,537.3 |
4,546.9 |
4,531.0 |
S2 |
4,524.7 |
4,524.7 |
4,543.8 |
|
S3 |
4,490.7 |
4,503.3 |
4,540.7 |
|
S4 |
4,456.7 |
4,469.3 |
4,531.3 |
|
|
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 |
4,580.0 |
4,471.0 |
109.0 |
2.4% |
24.0 |
0.5% |
72% |
True |
False |
23,784 |
10 |
4,580.0 |
4,448.0 |
132.0 |
2.9% |
28.3 |
0.6% |
77% |
True |
False |
21,478 |
20 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
30.9 |
0.7% |
88% |
True |
False |
21,265 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.8% |
25.8 |
0.6% |
90% |
True |
False |
18,545 |
60 |
4,580.0 |
4,077.0 |
503.0 |
11.1% |
19.5 |
0.4% |
94% |
True |
False |
12,384 |
80 |
4,580.0 |
3,982.0 |
598.0 |
13.1% |
15.9 |
0.3% |
95% |
True |
False |
9,316 |
100 |
4,580.0 |
3,950.0 |
630.0 |
13.8% |
12.8 |
0.3% |
95% |
True |
False |
7,459 |
120 |
4,580.0 |
3,950.0 |
630.0 |
13.8% |
11.6 |
0.3% |
95% |
True |
False |
6,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,724.5 |
2.618 |
4,669.0 |
1.618 |
4,635.0 |
1.000 |
4,614.0 |
0.618 |
4,601.0 |
HIGH |
4,580.0 |
0.618 |
4,567.0 |
0.500 |
4,563.0 |
0.382 |
4,559.0 |
LOW |
4,546.0 |
0.618 |
4,525.0 |
1.000 |
4,512.0 |
1.618 |
4,491.0 |
2.618 |
4,457.0 |
4.250 |
4,401.5 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,563.0 |
4,544.2 |
PP |
4,558.7 |
4,538.3 |
S1 |
4,554.3 |
4,532.5 |
|