Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,390.0 |
7,408.0 |
18.0 |
0.2% |
7,352.5 |
High |
7,404.5 |
7,449.5 |
45.0 |
0.6% |
7,359.0 |
Low |
7,369.5 |
7,391.0 |
21.5 |
0.3% |
7,183.0 |
Close |
7,398.5 |
7,441.0 |
42.5 |
0.6% |
7,245.5 |
Range |
35.0 |
58.5 |
23.5 |
67.1% |
176.0 |
ATR |
96.2 |
93.5 |
-2.7 |
-2.8% |
0.0 |
Volume |
119,676 |
134,056 |
14,380 |
12.0% |
589,651 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,602.7 |
7,580.3 |
7,473.2 |
|
R3 |
7,544.2 |
7,521.8 |
7,457.1 |
|
R2 |
7,485.7 |
7,485.7 |
7,451.7 |
|
R1 |
7,463.3 |
7,463.3 |
7,446.4 |
7,474.5 |
PP |
7,427.2 |
7,427.2 |
7,427.2 |
7,432.8 |
S1 |
7,404.8 |
7,404.8 |
7,435.6 |
7,416.0 |
S2 |
7,368.7 |
7,368.7 |
7,430.3 |
|
S3 |
7,310.2 |
7,346.3 |
7,424.9 |
|
S4 |
7,251.7 |
7,287.8 |
7,408.8 |
|
|
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 |
7,449.5 |
7,222.0 |
227.5 |
3.1% |
67.5 |
0.9% |
96% |
True |
False |
120,794 |
10 |
7,449.5 |
7,183.0 |
266.5 |
3.6% |
80.4 |
1.1% |
97% |
True |
False |
117,017 |
20 |
7,483.5 |
7,183.0 |
300.5 |
4.0% |
88.8 |
1.2% |
86% |
False |
False |
118,339 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
93.0 |
1.3% |
93% |
False |
False |
71,292 |
60 |
7,483.5 |
6,337.5 |
1,146.0 |
15.4% |
100.0 |
1.3% |
96% |
False |
False |
47,651 |
80 |
7,483.5 |
6,112.5 |
1,371.0 |
18.4% |
103.3 |
1.4% |
97% |
False |
False |
35,875 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
107.2 |
1.4% |
97% |
False |
False |
29,229 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.0% |
107.4 |
1.4% |
97% |
False |
False |
24,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,698.1 |
2.618 |
7,602.7 |
1.618 |
7,544.2 |
1.000 |
7,508.0 |
0.618 |
7,485.7 |
HIGH |
7,449.5 |
0.618 |
7,427.2 |
0.500 |
7,420.3 |
0.382 |
7,413.3 |
LOW |
7,391.0 |
0.618 |
7,354.8 |
1.000 |
7,332.5 |
1.618 |
7,296.3 |
2.618 |
7,237.8 |
4.250 |
7,142.4 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,434.1 |
7,418.3 |
PP |
7,427.2 |
7,395.5 |
S1 |
7,420.3 |
7,372.8 |
|