Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,270.5 |
7,235.0 |
-35.5 |
-0.5% |
7,352.5 |
High |
7,294.5 |
7,306.0 |
11.5 |
0.2% |
7,359.0 |
Low |
7,232.5 |
7,222.0 |
-10.5 |
-0.1% |
7,183.0 |
Close |
7,245.5 |
7,265.0 |
19.5 |
0.3% |
7,245.5 |
Range |
62.0 |
84.0 |
22.0 |
35.5% |
176.0 |
ATR |
99.9 |
98.8 |
-1.1 |
-1.1% |
0.0 |
Volume |
114,249 |
124,757 |
10,508 |
9.2% |
589,651 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,516.3 |
7,474.7 |
7,311.2 |
|
R3 |
7,432.3 |
7,390.7 |
7,288.1 |
|
R2 |
7,348.3 |
7,348.3 |
7,280.4 |
|
R1 |
7,306.7 |
7,306.7 |
7,272.7 |
7,327.5 |
PP |
7,264.3 |
7,264.3 |
7,264.3 |
7,274.8 |
S1 |
7,222.7 |
7,222.7 |
7,257.3 |
7,243.5 |
S2 |
7,180.3 |
7,180.3 |
7,249.6 |
|
S3 |
7,096.3 |
7,138.7 |
7,241.9 |
|
S4 |
7,012.3 |
7,054.7 |
7,218.8 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,790.5 |
7,694.0 |
7,342.3 |
|
R3 |
7,614.5 |
7,518.0 |
7,293.9 |
|
R2 |
7,438.5 |
7,438.5 |
7,277.8 |
|
R1 |
7,342.0 |
7,342.0 |
7,261.6 |
7,302.3 |
PP |
7,262.5 |
7,262.5 |
7,262.5 |
7,242.6 |
S1 |
7,166.0 |
7,166.0 |
7,229.4 |
7,126.3 |
S2 |
7,086.5 |
7,086.5 |
7,213.2 |
|
S3 |
6,910.5 |
6,990.0 |
7,197.1 |
|
S4 |
6,734.5 |
6,814.0 |
7,148.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,329.0 |
7,183.0 |
146.0 |
2.0% |
88.6 |
1.2% |
56% |
False |
False |
118,013 |
10 |
7,412.5 |
7,183.0 |
229.5 |
3.2% |
88.3 |
1.2% |
36% |
False |
False |
115,608 |
20 |
7,483.5 |
7,183.0 |
300.5 |
4.1% |
91.7 |
1.3% |
27% |
False |
False |
114,164 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
93.0 |
1.3% |
64% |
False |
False |
62,192 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
104.7 |
1.4% |
81% |
False |
False |
41,592 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.9% |
104.8 |
1.4% |
84% |
False |
False |
31,328 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.5% |
108.6 |
1.5% |
86% |
False |
False |
25,587 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.5% |
108.4 |
1.5% |
86% |
False |
False |
21,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,663.0 |
2.618 |
7,525.9 |
1.618 |
7,441.9 |
1.000 |
7,390.0 |
0.618 |
7,357.9 |
HIGH |
7,306.0 |
0.618 |
7,273.9 |
0.500 |
7,264.0 |
0.382 |
7,254.1 |
LOW |
7,222.0 |
0.618 |
7,170.1 |
1.000 |
7,138.0 |
1.618 |
7,086.1 |
2.618 |
7,002.1 |
4.250 |
6,865.0 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,264.7 |
7,258.6 |
PP |
7,264.3 |
7,252.2 |
S1 |
7,264.0 |
7,245.8 |
|