Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,555.0 |
4,525.0 |
-30.0 |
-0.7% |
4,473.0 |
High |
4,571.0 |
4,540.0 |
-31.0 |
-0.7% |
4,580.0 |
Low |
4,535.0 |
4,518.0 |
-17.0 |
-0.4% |
4,471.0 |
Close |
4,567.0 |
4,533.0 |
-34.0 |
-0.7% |
4,567.0 |
Range |
36.0 |
22.0 |
-14.0 |
-38.9% |
109.0 |
ATR |
34.1 |
35.2 |
1.1 |
3.1% |
0.0 |
Volume |
23,799 |
17,328 |
-6,471 |
-27.2% |
128,148 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.3 |
4,586.7 |
4,545.1 |
|
R3 |
4,574.3 |
4,564.7 |
4,539.1 |
|
R2 |
4,552.3 |
4,552.3 |
4,537.0 |
|
R1 |
4,542.7 |
4,542.7 |
4,535.0 |
4,547.5 |
PP |
4,530.3 |
4,530.3 |
4,530.3 |
4,532.8 |
S1 |
4,520.7 |
4,520.7 |
4,531.0 |
4,525.5 |
S2 |
4,508.3 |
4,508.3 |
4,529.0 |
|
S3 |
4,486.3 |
4,498.7 |
4,527.0 |
|
S4 |
4,464.3 |
4,476.7 |
4,520.9 |
|
|
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 |
4,485.0 |
95.0 |
2.1% |
28.2 |
0.6% |
51% |
False |
False |
25,344 |
10 |
4,580.0 |
4,448.0 |
132.0 |
2.9% |
28.1 |
0.6% |
64% |
False |
False |
21,916 |
20 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
31.2 |
0.7% |
80% |
False |
False |
21,151 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.8% |
27.1 |
0.6% |
85% |
False |
False |
19,564 |
60 |
4,580.0 |
4,141.0 |
439.0 |
9.7% |
20.4 |
0.5% |
89% |
False |
False |
13,065 |
80 |
4,580.0 |
4,023.0 |
557.0 |
12.3% |
16.6 |
0.4% |
92% |
False |
False |
9,829 |
100 |
4,580.0 |
3,950.0 |
630.0 |
13.9% |
13.4 |
0.3% |
93% |
False |
False |
7,870 |
120 |
4,580.0 |
3,950.0 |
630.0 |
13.9% |
12.1 |
0.3% |
93% |
False |
False |
6,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,633.5 |
2.618 |
4,597.6 |
1.618 |
4,575.6 |
1.000 |
4,562.0 |
0.618 |
4,553.6 |
HIGH |
4,540.0 |
0.618 |
4,531.6 |
0.500 |
4,529.0 |
0.382 |
4,526.4 |
LOW |
4,518.0 |
0.618 |
4,504.4 |
1.000 |
4,496.0 |
1.618 |
4,482.4 |
2.618 |
4,460.4 |
4.250 |
4,424.5 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,531.7 |
4,549.0 |
PP |
4,530.3 |
4,543.7 |
S1 |
4,529.0 |
4,538.3 |
|