Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,496.0 |
4,486.0 |
-10.0 |
-0.2% |
4,473.0 |
High |
4,518.0 |
4,511.0 |
-7.0 |
-0.2% |
4,580.0 |
Low |
4,483.0 |
4,486.0 |
3.0 |
0.1% |
4,471.0 |
Close |
4,492.0 |
4,501.0 |
9.0 |
0.2% |
4,567.0 |
Range |
35.0 |
25.0 |
-10.0 |
-28.6% |
109.0 |
ATR |
36.1 |
35.3 |
-0.8 |
-2.2% |
0.0 |
Volume |
24,766 |
14,906 |
-9,860 |
-39.8% |
128,148 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,574.3 |
4,562.7 |
4,514.8 |
|
R3 |
4,549.3 |
4,537.7 |
4,507.9 |
|
R2 |
4,524.3 |
4,524.3 |
4,505.6 |
|
R1 |
4,512.7 |
4,512.7 |
4,503.3 |
4,518.5 |
PP |
4,499.3 |
4,499.3 |
4,499.3 |
4,502.3 |
S1 |
4,487.7 |
4,487.7 |
4,498.7 |
4,493.5 |
S2 |
4,474.3 |
4,474.3 |
4,496.4 |
|
S3 |
4,449.3 |
4,462.7 |
4,494.1 |
|
S4 |
4,424.3 |
4,437.7 |
4,487.3 |
|
|
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 |
4,571.0 |
4,483.0 |
88.0 |
2.0% |
30.6 |
0.7% |
20% |
False |
False |
20,161 |
10 |
4,580.0 |
4,471.0 |
109.0 |
2.4% |
27.3 |
0.6% |
28% |
False |
False |
21,973 |
20 |
4,580.0 |
4,348.0 |
232.0 |
5.2% |
31.2 |
0.7% |
66% |
False |
False |
21,166 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
28.4 |
0.6% |
74% |
False |
False |
21,043 |
60 |
4,580.0 |
4,172.0 |
408.0 |
9.1% |
21.4 |
0.5% |
81% |
False |
False |
14,059 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.2% |
17.3 |
0.4% |
86% |
False |
False |
10,569 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
14.3 |
0.3% |
87% |
False |
False |
8,465 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
12.8 |
0.3% |
87% |
False |
False |
7,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.3 |
2.618 |
4,576.5 |
1.618 |
4,551.5 |
1.000 |
4,536.0 |
0.618 |
4,526.5 |
HIGH |
4,511.0 |
0.618 |
4,501.5 |
0.500 |
4,498.5 |
0.382 |
4,495.6 |
LOW |
4,486.0 |
0.618 |
4,470.6 |
1.000 |
4,461.0 |
1.618 |
4,445.6 |
2.618 |
4,420.6 |
4.250 |
4,379.8 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,500.2 |
4,521.5 |
PP |
4,499.3 |
4,514.7 |
S1 |
4,498.5 |
4,507.8 |
|