Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,215.5 |
7,210.0 |
-5.5 |
-0.1% |
7,235.0 |
High |
7,218.0 |
7,259.5 |
41.5 |
0.6% |
7,449.5 |
Low |
7,120.0 |
7,183.0 |
63.0 |
0.9% |
7,222.0 |
Close |
7,195.5 |
7,199.0 |
3.5 |
0.0% |
7,367.5 |
Range |
98.0 |
76.5 |
-21.5 |
-21.9% |
227.5 |
ATR |
101.1 |
99.4 |
-1.8 |
-1.7% |
0.0 |
Volume |
114,135 |
128,697 |
14,562 |
12.8% |
601,941 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,443.3 |
7,397.7 |
7,241.1 |
|
R3 |
7,366.8 |
7,321.2 |
7,220.0 |
|
R2 |
7,290.3 |
7,290.3 |
7,213.0 |
|
R1 |
7,244.7 |
7,244.7 |
7,206.0 |
7,229.3 |
PP |
7,213.8 |
7,213.8 |
7,213.8 |
7,206.1 |
S1 |
7,168.2 |
7,168.2 |
7,192.0 |
7,152.8 |
S2 |
7,137.3 |
7,137.3 |
7,185.0 |
|
S3 |
7,060.8 |
7,091.7 |
7,178.0 |
|
S4 |
6,984.3 |
7,015.2 |
7,156.9 |
|
|
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 |
7,433.5 |
7,120.0 |
313.5 |
4.4% |
111.9 |
1.6% |
25% |
False |
False |
130,126 |
10 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
89.7 |
1.2% |
24% |
False |
False |
125,460 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
95.1 |
1.3% |
24% |
False |
False |
122,096 |
40 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
95.1 |
1.3% |
53% |
False |
False |
87,472 |
60 |
7,483.5 |
6,554.5 |
929.0 |
12.9% |
96.3 |
1.3% |
69% |
False |
False |
58,449 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
103.2 |
1.4% |
76% |
False |
False |
43,994 |
100 |
7,483.5 |
6,061.5 |
1,422.0 |
19.8% |
105.9 |
1.5% |
80% |
False |
False |
35,703 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
107.0 |
1.5% |
82% |
False |
False |
29,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,584.6 |
2.618 |
7,459.8 |
1.618 |
7,383.3 |
1.000 |
7,336.0 |
0.618 |
7,306.8 |
HIGH |
7,259.5 |
0.618 |
7,230.3 |
0.500 |
7,221.3 |
0.382 |
7,212.2 |
LOW |
7,183.0 |
0.618 |
7,135.7 |
1.000 |
7,106.5 |
1.618 |
7,059.2 |
2.618 |
6,982.7 |
4.250 |
6,857.9 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,221.3 |
7,233.3 |
PP |
7,213.8 |
7,221.8 |
S1 |
7,206.4 |
7,210.4 |
|