Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,313.0 |
7,390.0 |
77.0 |
1.1% |
7,352.5 |
High |
7,394.0 |
7,404.5 |
10.5 |
0.1% |
7,359.0 |
Low |
7,296.0 |
7,369.5 |
73.5 |
1.0% |
7,183.0 |
Close |
7,380.5 |
7,398.5 |
18.0 |
0.2% |
7,245.5 |
Range |
98.0 |
35.0 |
-63.0 |
-64.3% |
176.0 |
ATR |
101.0 |
96.2 |
-4.7 |
-4.7% |
0.0 |
Volume |
111,234 |
119,676 |
8,442 |
7.6% |
589,651 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,495.8 |
7,482.2 |
7,417.8 |
|
R3 |
7,460.8 |
7,447.2 |
7,408.1 |
|
R2 |
7,425.8 |
7,425.8 |
7,404.9 |
|
R1 |
7,412.2 |
7,412.2 |
7,401.7 |
7,419.0 |
PP |
7,390.8 |
7,390.8 |
7,390.8 |
7,394.3 |
S1 |
7,377.2 |
7,377.2 |
7,395.3 |
7,384.0 |
S2 |
7,355.8 |
7,355.8 |
7,392.1 |
|
S3 |
7,320.8 |
7,342.2 |
7,388.9 |
|
S4 |
7,285.8 |
7,307.2 |
7,379.3 |
|
|
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 |
7,404.5 |
7,183.0 |
221.5 |
3.0% |
80.9 |
1.1% |
97% |
True |
False |
117,181 |
10 |
7,412.5 |
7,183.0 |
229.5 |
3.1% |
83.9 |
1.1% |
94% |
False |
False |
114,832 |
20 |
7,483.5 |
7,183.0 |
300.5 |
4.1% |
90.4 |
1.2% |
72% |
False |
False |
116,304 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
92.9 |
1.3% |
86% |
False |
False |
67,945 |
60 |
7,483.5 |
6,337.5 |
1,146.0 |
15.5% |
101.1 |
1.4% |
93% |
False |
False |
45,425 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.5% |
103.9 |
1.4% |
94% |
False |
False |
34,205 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
107.9 |
1.5% |
95% |
False |
False |
27,892 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
107.8 |
1.5% |
95% |
False |
False |
23,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,553.3 |
2.618 |
7,496.1 |
1.618 |
7,461.1 |
1.000 |
7,439.5 |
0.618 |
7,426.1 |
HIGH |
7,404.5 |
0.618 |
7,391.1 |
0.500 |
7,387.0 |
0.382 |
7,382.9 |
LOW |
7,369.5 |
0.618 |
7,347.9 |
1.000 |
7,334.5 |
1.618 |
7,312.9 |
2.618 |
7,277.9 |
4.250 |
7,220.8 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,394.7 |
7,370.1 |
PP |
7,390.8 |
7,341.7 |
S1 |
7,387.0 |
7,313.3 |
|