Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,482.0 |
4,472.0 |
-10.0 |
-0.2% |
4,525.0 |
High |
4,495.0 |
4,493.0 |
-2.0 |
0.0% |
4,560.0 |
Low |
4,469.0 |
4,463.0 |
-6.0 |
-0.1% |
4,460.0 |
Close |
4,478.0 |
4,484.0 |
6.0 |
0.1% |
4,465.0 |
Range |
26.0 |
30.0 |
4.0 |
15.4% |
100.0 |
ATR |
36.5 |
36.0 |
-0.5 |
-1.3% |
0.0 |
Volume |
21,724 |
21,125 |
-599 |
-2.8% |
103,580 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,570.0 |
4,557.0 |
4,500.5 |
|
R3 |
4,540.0 |
4,527.0 |
4,492.3 |
|
R2 |
4,510.0 |
4,510.0 |
4,489.5 |
|
R1 |
4,497.0 |
4,497.0 |
4,486.8 |
4,503.5 |
PP |
4,480.0 |
4,480.0 |
4,480.0 |
4,483.3 |
S1 |
4,467.0 |
4,467.0 |
4,481.3 |
4,473.5 |
S2 |
4,450.0 |
4,450.0 |
4,478.5 |
|
S3 |
4,420.0 |
4,437.0 |
4,475.8 |
|
S4 |
4,390.0 |
4,407.0 |
4,467.5 |
|
|
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 |
4,518.0 |
4,460.0 |
58.0 |
1.3% |
34.8 |
0.8% |
41% |
False |
False |
21,818 |
10 |
4,580.0 |
4,460.0 |
120.0 |
2.7% |
32.0 |
0.7% |
20% |
False |
False |
22,856 |
20 |
4,580.0 |
4,434.0 |
146.0 |
3.3% |
29.8 |
0.7% |
34% |
False |
False |
21,204 |
40 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
29.0 |
0.6% |
69% |
False |
False |
22,754 |
60 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
23.1 |
0.5% |
72% |
False |
False |
15,214 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.2% |
18.6 |
0.4% |
83% |
False |
False |
11,433 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
15.4 |
0.3% |
84% |
False |
False |
9,159 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
13.6 |
0.3% |
85% |
False |
False |
7,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,620.5 |
2.618 |
4,571.5 |
1.618 |
4,541.5 |
1.000 |
4,523.0 |
0.618 |
4,511.5 |
HIGH |
4,493.0 |
0.618 |
4,481.5 |
0.500 |
4,478.0 |
0.382 |
4,474.5 |
LOW |
4,463.0 |
0.618 |
4,444.5 |
1.000 |
4,433.0 |
1.618 |
4,414.5 |
2.618 |
4,384.5 |
4.250 |
4,335.5 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,482.0 |
4,489.0 |
PP |
4,480.0 |
4,487.3 |
S1 |
4,478.0 |
4,485.7 |
|