Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,408.0 |
7,416.0 |
8.0 |
0.1% |
7,235.0 |
High |
7,449.5 |
7,433.5 |
-16.0 |
-0.2% |
7,449.5 |
Low |
7,391.0 |
7,330.5 |
-60.5 |
-0.8% |
7,222.0 |
Close |
7,441.0 |
7,367.5 |
-73.5 |
-1.0% |
7,367.5 |
Range |
58.5 |
103.0 |
44.5 |
76.1% |
227.5 |
ATR |
93.5 |
94.8 |
1.2 |
1.3% |
0.0 |
Volume |
134,056 |
112,218 |
-21,838 |
-16.3% |
601,941 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,686.2 |
7,629.8 |
7,424.2 |
|
R3 |
7,583.2 |
7,526.8 |
7,395.8 |
|
R2 |
7,480.2 |
7,480.2 |
7,386.4 |
|
R1 |
7,423.8 |
7,423.8 |
7,376.9 |
7,400.5 |
PP |
7,377.2 |
7,377.2 |
7,377.2 |
7,365.5 |
S1 |
7,320.8 |
7,320.8 |
7,358.1 |
7,297.5 |
S2 |
7,274.2 |
7,274.2 |
7,348.6 |
|
S3 |
7,171.2 |
7,217.8 |
7,339.2 |
|
S4 |
7,068.2 |
7,114.8 |
7,310.9 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,028.8 |
7,925.7 |
7,492.6 |
|
R3 |
7,801.3 |
7,698.2 |
7,430.1 |
|
R2 |
7,573.8 |
7,573.8 |
7,409.2 |
|
R1 |
7,470.7 |
7,470.7 |
7,388.4 |
7,522.3 |
PP |
7,346.3 |
7,346.3 |
7,346.3 |
7,372.1 |
S1 |
7,243.2 |
7,243.2 |
7,346.6 |
7,294.8 |
S2 |
7,118.8 |
7,118.8 |
7,325.8 |
|
S3 |
6,891.3 |
7,015.7 |
7,304.9 |
|
S4 |
6,663.8 |
6,788.2 |
7,242.4 |
|
|
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% |
75.7 |
1.0% |
64% |
False |
False |
120,388 |
10 |
7,449.5 |
7,183.0 |
266.5 |
3.6% |
81.0 |
1.1% |
69% |
False |
False |
119,159 |
20 |
7,449.5 |
7,183.0 |
266.5 |
3.6% |
89.5 |
1.2% |
69% |
False |
False |
119,692 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
91.8 |
1.2% |
81% |
False |
False |
74,090 |
60 |
7,483.5 |
6,520.0 |
963.5 |
13.1% |
97.5 |
1.3% |
88% |
False |
False |
49,505 |
80 |
7,483.5 |
6,281.0 |
1,202.5 |
16.3% |
102.9 |
1.4% |
90% |
False |
False |
37,273 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.2% |
107.1 |
1.5% |
93% |
False |
False |
30,349 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.2% |
108.1 |
1.5% |
93% |
False |
False |
25,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,871.3 |
2.618 |
7,703.2 |
1.618 |
7,600.2 |
1.000 |
7,536.5 |
0.618 |
7,497.2 |
HIGH |
7,433.5 |
0.618 |
7,394.2 |
0.500 |
7,382.0 |
0.382 |
7,369.8 |
LOW |
7,330.5 |
0.618 |
7,266.8 |
1.000 |
7,227.5 |
1.618 |
7,163.8 |
2.618 |
7,060.8 |
4.250 |
6,892.8 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,382.0 |
7,390.0 |
PP |
7,377.2 |
7,382.5 |
S1 |
7,372.3 |
7,375.0 |
|