Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,235.0 |
7,313.0 |
78.0 |
1.1% |
7,352.5 |
High |
7,306.0 |
7,394.0 |
88.0 |
1.2% |
7,359.0 |
Low |
7,222.0 |
7,296.0 |
74.0 |
1.0% |
7,183.0 |
Close |
7,265.0 |
7,380.5 |
115.5 |
1.6% |
7,245.5 |
Range |
84.0 |
98.0 |
14.0 |
16.7% |
176.0 |
ATR |
98.8 |
101.0 |
2.2 |
2.2% |
0.0 |
Volume |
124,757 |
111,234 |
-13,523 |
-10.8% |
589,651 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,650.8 |
7,613.7 |
7,434.4 |
|
R3 |
7,552.8 |
7,515.7 |
7,407.5 |
|
R2 |
7,454.8 |
7,454.8 |
7,398.5 |
|
R1 |
7,417.7 |
7,417.7 |
7,389.5 |
7,436.3 |
PP |
7,356.8 |
7,356.8 |
7,356.8 |
7,366.1 |
S1 |
7,319.7 |
7,319.7 |
7,371.5 |
7,338.3 |
S2 |
7,258.8 |
7,258.8 |
7,362.5 |
|
S3 |
7,160.8 |
7,221.7 |
7,353.6 |
|
S4 |
7,062.8 |
7,123.7 |
7,326.6 |
|
|
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 |
7,394.0 |
7,183.0 |
211.0 |
2.9% |
86.6 |
1.2% |
94% |
True |
False |
118,541 |
10 |
7,412.5 |
7,183.0 |
229.5 |
3.1% |
87.2 |
1.2% |
86% |
False |
False |
115,213 |
20 |
7,483.5 |
7,183.0 |
300.5 |
4.1% |
92.4 |
1.3% |
66% |
False |
False |
114,988 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
93.6 |
1.3% |
83% |
False |
False |
64,963 |
60 |
7,483.5 |
6,320.0 |
1,163.5 |
15.8% |
102.7 |
1.4% |
91% |
False |
False |
43,439 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.6% |
104.3 |
1.4% |
92% |
False |
False |
32,715 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
108.5 |
1.5% |
93% |
False |
False |
26,698 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
108.1 |
1.5% |
93% |
False |
False |
22,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,810.5 |
2.618 |
7,650.6 |
1.618 |
7,552.6 |
1.000 |
7,492.0 |
0.618 |
7,454.6 |
HIGH |
7,394.0 |
0.618 |
7,356.6 |
0.500 |
7,345.0 |
0.382 |
7,333.4 |
LOW |
7,296.0 |
0.618 |
7,235.4 |
1.000 |
7,198.0 |
1.618 |
7,137.4 |
2.618 |
7,039.4 |
4.250 |
6,879.5 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,368.7 |
7,356.3 |
PP |
7,356.8 |
7,332.2 |
S1 |
7,345.0 |
7,308.0 |
|