Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,338.5 |
7,215.5 |
-123.0 |
-1.7% |
7,235.0 |
High |
7,346.5 |
7,218.0 |
-128.5 |
-1.7% |
7,449.5 |
Low |
7,154.0 |
7,120.0 |
-34.0 |
-0.5% |
7,222.0 |
Close |
7,177.5 |
7,195.5 |
18.0 |
0.3% |
7,367.5 |
Range |
192.5 |
98.0 |
-94.5 |
-49.1% |
227.5 |
ATR |
101.4 |
101.1 |
-0.2 |
-0.2% |
0.0 |
Volume |
137,625 |
114,135 |
-23,490 |
-17.1% |
601,941 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,471.8 |
7,431.7 |
7,249.4 |
|
R3 |
7,373.8 |
7,333.7 |
7,222.5 |
|
R2 |
7,275.8 |
7,275.8 |
7,213.5 |
|
R1 |
7,235.7 |
7,235.7 |
7,204.5 |
7,206.8 |
PP |
7,177.8 |
7,177.8 |
7,177.8 |
7,163.4 |
S1 |
7,137.7 |
7,137.7 |
7,186.5 |
7,108.8 |
S2 |
7,079.8 |
7,079.8 |
7,177.5 |
|
S3 |
6,981.8 |
7,039.7 |
7,168.6 |
|
S4 |
6,883.8 |
6,941.7 |
7,141.6 |
|
|
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 |
7,120.0 |
329.5 |
4.6% |
108.3 |
1.5% |
23% |
False |
True |
131,198 |
10 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
94.6 |
1.3% |
23% |
False |
True |
124,190 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
95.3 |
1.3% |
23% |
False |
True |
122,498 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
95.1 |
1.3% |
53% |
False |
False |
84,263 |
60 |
7,483.5 |
6,554.5 |
929.0 |
12.9% |
96.2 |
1.3% |
69% |
False |
False |
56,314 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
102.9 |
1.4% |
75% |
False |
False |
42,386 |
100 |
7,483.5 |
6,004.5 |
1,479.0 |
20.6% |
106.5 |
1.5% |
81% |
False |
False |
34,427 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
107.3 |
1.5% |
82% |
False |
False |
28,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,634.5 |
2.618 |
7,474.6 |
1.618 |
7,376.6 |
1.000 |
7,316.0 |
0.618 |
7,278.6 |
HIGH |
7,218.0 |
0.618 |
7,180.6 |
0.500 |
7,169.0 |
0.382 |
7,157.4 |
LOW |
7,120.0 |
0.618 |
7,059.4 |
1.000 |
7,022.0 |
1.618 |
6,961.4 |
2.618 |
6,863.4 |
4.250 |
6,703.5 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,186.7 |
7,256.5 |
PP |
7,177.8 |
7,236.2 |
S1 |
7,169.0 |
7,215.8 |
|