Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,501.0 |
4,482.0 |
-19.0 |
-0.4% |
4,525.0 |
High |
4,518.0 |
4,495.0 |
-23.0 |
-0.5% |
4,560.0 |
Low |
4,460.0 |
4,469.0 |
9.0 |
0.2% |
4,460.0 |
Close |
4,465.0 |
4,478.0 |
13.0 |
0.3% |
4,465.0 |
Range |
58.0 |
26.0 |
-32.0 |
-55.2% |
100.0 |
ATR |
37.0 |
36.5 |
-0.5 |
-1.3% |
0.0 |
Volume |
26,572 |
21,724 |
-4,848 |
-18.2% |
103,580 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,558.7 |
4,544.3 |
4,492.3 |
|
R3 |
4,532.7 |
4,518.3 |
4,485.2 |
|
R2 |
4,506.7 |
4,506.7 |
4,482.8 |
|
R1 |
4,492.3 |
4,492.3 |
4,480.4 |
4,486.5 |
PP |
4,480.7 |
4,480.7 |
4,480.7 |
4,477.8 |
S1 |
4,466.3 |
4,466.3 |
4,475.6 |
4,460.5 |
S2 |
4,454.7 |
4,454.7 |
4,473.2 |
|
S3 |
4,428.7 |
4,440.3 |
4,470.9 |
|
S4 |
4,402.7 |
4,414.3 |
4,463.7 |
|
|
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% |
35.8 |
0.8% |
18% |
False |
False |
21,595 |
10 |
4,580.0 |
4,460.0 |
120.0 |
2.7% |
32.0 |
0.7% |
15% |
False |
False |
23,470 |
20 |
4,580.0 |
4,402.0 |
178.0 |
4.0% |
30.3 |
0.7% |
43% |
False |
False |
21,291 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
29.2 |
0.7% |
67% |
False |
False |
22,229 |
60 |
4,580.0 |
4,172.0 |
408.0 |
9.1% |
22.8 |
0.5% |
75% |
False |
False |
14,862 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.3% |
18.3 |
0.4% |
81% |
False |
False |
11,169 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
15.1 |
0.3% |
83% |
False |
False |
8,948 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.1% |
13.4 |
0.3% |
84% |
False |
False |
7,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.5 |
2.618 |
4,563.1 |
1.618 |
4,537.1 |
1.000 |
4,521.0 |
0.618 |
4,511.1 |
HIGH |
4,495.0 |
0.618 |
4,485.1 |
0.500 |
4,482.0 |
0.382 |
4,478.9 |
LOW |
4,469.0 |
0.618 |
4,452.9 |
1.000 |
4,443.0 |
1.618 |
4,426.9 |
2.618 |
4,400.9 |
4.250 |
4,358.5 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,482.0 |
4,489.0 |
PP |
4,480.7 |
4,485.3 |
S1 |
4,479.3 |
4,481.7 |
|