Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,525.0 |
4,538.0 |
13.0 |
0.3% |
4,473.0 |
High |
4,540.0 |
4,560.0 |
20.0 |
0.4% |
4,580.0 |
Low |
4,518.0 |
4,525.0 |
7.0 |
0.2% |
4,471.0 |
Close |
4,533.0 |
4,532.0 |
-1.0 |
0.0% |
4,567.0 |
Range |
22.0 |
35.0 |
13.0 |
59.1% |
109.0 |
ATR |
35.2 |
35.1 |
0.0 |
0.0% |
0.0 |
Volume |
17,328 |
20,008 |
2,680 |
15.5% |
128,148 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.0 |
4,623.0 |
4,551.3 |
|
R3 |
4,609.0 |
4,588.0 |
4,541.6 |
|
R2 |
4,574.0 |
4,574.0 |
4,538.4 |
|
R1 |
4,553.0 |
4,553.0 |
4,535.2 |
4,546.0 |
PP |
4,539.0 |
4,539.0 |
4,539.0 |
4,535.5 |
S1 |
4,518.0 |
4,518.0 |
4,528.8 |
4,511.0 |
S2 |
4,504.0 |
4,504.0 |
4,525.6 |
|
S3 |
4,469.0 |
4,483.0 |
4,522.4 |
|
S4 |
4,434.0 |
4,448.0 |
4,512.8 |
|
|
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 |
4,517.0 |
63.0 |
1.4% |
29.2 |
0.6% |
24% |
False |
False |
23,895 |
10 |
4,580.0 |
4,448.0 |
132.0 |
2.9% |
27.7 |
0.6% |
64% |
False |
False |
22,057 |
20 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
31.7 |
0.7% |
80% |
False |
False |
21,159 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.8% |
28.0 |
0.6% |
84% |
False |
False |
20,064 |
60 |
4,580.0 |
4,172.0 |
408.0 |
9.0% |
20.5 |
0.5% |
88% |
False |
False |
13,399 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.1% |
16.6 |
0.4% |
91% |
False |
False |
10,075 |
100 |
4,580.0 |
3,950.0 |
630.0 |
13.9% |
13.7 |
0.3% |
92% |
False |
False |
8,070 |
120 |
4,580.0 |
3,950.0 |
630.0 |
13.9% |
12.4 |
0.3% |
92% |
False |
False |
6,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,708.8 |
2.618 |
4,651.6 |
1.618 |
4,616.6 |
1.000 |
4,595.0 |
0.618 |
4,581.6 |
HIGH |
4,560.0 |
0.618 |
4,546.6 |
0.500 |
4,542.5 |
0.382 |
4,538.4 |
LOW |
4,525.0 |
0.618 |
4,503.4 |
1.000 |
4,490.0 |
1.618 |
4,468.4 |
2.618 |
4,433.4 |
4.250 |
4,376.3 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,542.5 |
4,544.5 |
PP |
4,539.0 |
4,540.3 |
S1 |
4,535.5 |
4,536.2 |
|