Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,366.5 |
7,338.5 |
-28.0 |
-0.4% |
7,235.0 |
High |
7,393.0 |
7,346.5 |
-46.5 |
-0.6% |
7,449.5 |
Low |
7,303.5 |
7,154.0 |
-149.5 |
-2.0% |
7,222.0 |
Close |
7,323.5 |
7,177.5 |
-146.0 |
-2.0% |
7,367.5 |
Range |
89.5 |
192.5 |
103.0 |
115.1% |
227.5 |
ATR |
94.4 |
101.4 |
7.0 |
7.4% |
0.0 |
Volume |
157,958 |
137,625 |
-20,333 |
-12.9% |
601,941 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,803.5 |
7,683.0 |
7,283.4 |
|
R3 |
7,611.0 |
7,490.5 |
7,230.4 |
|
R2 |
7,418.5 |
7,418.5 |
7,212.8 |
|
R1 |
7,298.0 |
7,298.0 |
7,195.1 |
7,262.0 |
PP |
7,226.0 |
7,226.0 |
7,226.0 |
7,208.0 |
S1 |
7,105.5 |
7,105.5 |
7,159.9 |
7,069.5 |
S2 |
7,033.5 |
7,033.5 |
7,142.2 |
|
S3 |
6,841.0 |
6,913.0 |
7,124.6 |
|
S4 |
6,648.5 |
6,720.5 |
7,071.6 |
|
|
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 |
7,154.0 |
295.5 |
4.1% |
95.7 |
1.3% |
8% |
False |
True |
132,306 |
10 |
7,449.5 |
7,154.0 |
295.5 |
4.1% |
91.2 |
1.3% |
8% |
False |
True |
125,423 |
20 |
7,449.5 |
7,154.0 |
295.5 |
4.1% |
96.3 |
1.3% |
8% |
False |
True |
122,393 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
94.0 |
1.3% |
50% |
False |
False |
81,463 |
60 |
7,483.5 |
6,554.5 |
929.0 |
12.9% |
95.8 |
1.3% |
67% |
False |
False |
54,420 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
102.7 |
1.4% |
74% |
False |
False |
40,961 |
100 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
106.7 |
1.5% |
80% |
False |
False |
33,293 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
107.9 |
1.5% |
80% |
False |
False |
27,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,164.6 |
2.618 |
7,850.5 |
1.618 |
7,658.0 |
1.000 |
7,539.0 |
0.618 |
7,465.5 |
HIGH |
7,346.5 |
0.618 |
7,273.0 |
0.500 |
7,250.3 |
0.382 |
7,227.5 |
LOW |
7,154.0 |
0.618 |
7,035.0 |
1.000 |
6,961.5 |
1.618 |
6,842.5 |
2.618 |
6,650.0 |
4.250 |
6,335.9 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,250.3 |
7,293.8 |
PP |
7,226.0 |
7,255.0 |
S1 |
7,201.8 |
7,216.3 |
|