Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,486.0 |
4,501.0 |
15.0 |
0.3% |
4,525.0 |
High |
4,511.0 |
4,518.0 |
7.0 |
0.2% |
4,560.0 |
Low |
4,486.0 |
4,460.0 |
-26.0 |
-0.6% |
4,460.0 |
Close |
4,501.0 |
4,465.0 |
-36.0 |
-0.8% |
4,465.0 |
Range |
25.0 |
58.0 |
33.0 |
132.0% |
100.0 |
ATR |
35.3 |
37.0 |
1.6 |
4.6% |
0.0 |
Volume |
14,906 |
26,572 |
11,666 |
78.3% |
103,580 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,655.0 |
4,618.0 |
4,496.9 |
|
R3 |
4,597.0 |
4,560.0 |
4,481.0 |
|
R2 |
4,539.0 |
4,539.0 |
4,475.6 |
|
R1 |
4,502.0 |
4,502.0 |
4,470.3 |
4,491.5 |
PP |
4,481.0 |
4,481.0 |
4,481.0 |
4,475.8 |
S1 |
4,444.0 |
4,444.0 |
4,459.7 |
4,433.5 |
S2 |
4,423.0 |
4,423.0 |
4,454.4 |
|
S3 |
4,365.0 |
4,386.0 |
4,449.1 |
|
S4 |
4,307.0 |
4,328.0 |
4,433.1 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,795.0 |
4,730.0 |
4,520.0 |
|
R3 |
4,695.0 |
4,630.0 |
4,492.5 |
|
R2 |
4,595.0 |
4,595.0 |
4,483.3 |
|
R1 |
4,530.0 |
4,530.0 |
4,474.2 |
4,512.5 |
PP |
4,495.0 |
4,495.0 |
4,495.0 |
4,486.3 |
S1 |
4,430.0 |
4,430.0 |
4,455.8 |
4,412.5 |
S2 |
4,395.0 |
4,395.0 |
4,446.7 |
|
S3 |
4,295.0 |
4,330.0 |
4,437.5 |
|
S4 |
4,195.0 |
4,230.0 |
4,410.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,560.0 |
4,460.0 |
100.0 |
2.2% |
35.0 |
0.8% |
5% |
False |
True |
20,716 |
10 |
4,580.0 |
4,460.0 |
120.0 |
2.7% |
31.4 |
0.7% |
4% |
False |
True |
23,172 |
20 |
4,580.0 |
4,348.0 |
232.0 |
5.2% |
32.5 |
0.7% |
50% |
False |
False |
21,192 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
29.4 |
0.7% |
63% |
False |
False |
21,707 |
60 |
4,580.0 |
4,172.0 |
408.0 |
9.1% |
22.3 |
0.5% |
72% |
False |
False |
14,500 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.3% |
18.1 |
0.4% |
79% |
False |
False |
10,901 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
14.8 |
0.3% |
81% |
False |
False |
8,731 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.1% |
13.2 |
0.3% |
82% |
False |
False |
7,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,764.5 |
2.618 |
4,669.8 |
1.618 |
4,611.8 |
1.000 |
4,576.0 |
0.618 |
4,553.8 |
HIGH |
4,518.0 |
0.618 |
4,495.8 |
0.500 |
4,489.0 |
0.382 |
4,482.2 |
LOW |
4,460.0 |
0.618 |
4,424.2 |
1.000 |
4,402.0 |
1.618 |
4,366.2 |
2.618 |
4,308.2 |
4.250 |
4,213.5 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,489.0 |
4,489.0 |
PP |
4,481.0 |
4,481.0 |
S1 |
4,473.0 |
4,473.0 |
|