Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,561.0 |
4,555.0 |
-6.0 |
-0.1% |
4,473.0 |
High |
4,580.0 |
4,571.0 |
-9.0 |
-0.2% |
4,580.0 |
Low |
4,546.0 |
4,535.0 |
-11.0 |
-0.2% |
4,471.0 |
Close |
4,550.0 |
4,567.0 |
17.0 |
0.4% |
4,567.0 |
Range |
34.0 |
36.0 |
2.0 |
5.9% |
109.0 |
ATR |
33.9 |
34.1 |
0.1 |
0.4% |
0.0 |
Volume |
26,883 |
23,799 |
-3,084 |
-11.5% |
128,148 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,665.7 |
4,652.3 |
4,586.8 |
|
R3 |
4,629.7 |
4,616.3 |
4,576.9 |
|
R2 |
4,593.7 |
4,593.7 |
4,573.6 |
|
R1 |
4,580.3 |
4,580.3 |
4,570.3 |
4,587.0 |
PP |
4,557.7 |
4,557.7 |
4,557.7 |
4,561.0 |
S1 |
4,544.3 |
4,544.3 |
4,563.7 |
4,551.0 |
S2 |
4,521.7 |
4,521.7 |
4,560.4 |
|
S3 |
4,485.7 |
4,508.3 |
4,557.1 |
|
S4 |
4,449.7 |
4,472.3 |
4,547.2 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.3 |
4,825.7 |
4,627.0 |
|
R3 |
4,757.3 |
4,716.7 |
4,597.0 |
|
R2 |
4,648.3 |
4,648.3 |
4,587.0 |
|
R1 |
4,607.7 |
4,607.7 |
4,577.0 |
4,628.0 |
PP |
4,539.3 |
4,539.3 |
4,539.3 |
4,549.5 |
S1 |
4,498.7 |
4,498.7 |
4,557.0 |
4,519.0 |
S2 |
4,430.3 |
4,430.3 |
4,547.0 |
|
S3 |
4,321.3 |
4,389.7 |
4,537.0 |
|
S4 |
4,212.3 |
4,280.7 |
4,507.1 |
|
|
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% |
27.8 |
0.6% |
88% |
False |
False |
25,629 |
10 |
4,580.0 |
4,448.0 |
132.0 |
2.9% |
28.0 |
0.6% |
90% |
False |
False |
21,691 |
20 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
31.5 |
0.7% |
95% |
False |
False |
21,369 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.8% |
26.6 |
0.6% |
96% |
False |
False |
19,131 |
60 |
4,580.0 |
4,100.0 |
480.0 |
10.5% |
20.1 |
0.4% |
97% |
False |
False |
12,776 |
80 |
4,580.0 |
4,016.0 |
564.0 |
12.3% |
16.4 |
0.4% |
98% |
False |
False |
9,613 |
100 |
4,580.0 |
3,950.0 |
630.0 |
13.8% |
13.1 |
0.3% |
98% |
False |
False |
7,697 |
120 |
4,580.0 |
3,950.0 |
630.0 |
13.8% |
11.9 |
0.3% |
98% |
False |
False |
6,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,724.0 |
2.618 |
4,665.2 |
1.618 |
4,629.2 |
1.000 |
4,607.0 |
0.618 |
4,593.2 |
HIGH |
4,571.0 |
0.618 |
4,557.2 |
0.500 |
4,553.0 |
0.382 |
4,548.8 |
LOW |
4,535.0 |
0.618 |
4,512.8 |
1.000 |
4,499.0 |
1.618 |
4,476.8 |
2.618 |
4,440.8 |
4.250 |
4,382.0 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,562.3 |
4,560.8 |
PP |
4,557.7 |
4,554.7 |
S1 |
4,553.0 |
4,548.5 |
|