Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,210.0 |
7,153.5 |
-56.5 |
-0.8% |
7,366.5 |
High |
7,259.5 |
7,259.0 |
-0.5 |
0.0% |
7,393.0 |
Low |
7,183.0 |
7,145.5 |
-37.5 |
-0.5% |
7,120.0 |
Close |
7,199.0 |
7,232.0 |
33.0 |
0.5% |
7,232.0 |
Range |
76.5 |
113.5 |
37.0 |
48.4% |
273.0 |
ATR |
99.4 |
100.4 |
1.0 |
1.0% |
0.0 |
Volume |
128,697 |
59,881 |
-68,816 |
-53.5% |
598,296 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,552.7 |
7,505.8 |
7,294.4 |
|
R3 |
7,439.2 |
7,392.3 |
7,263.2 |
|
R2 |
7,325.7 |
7,325.7 |
7,252.8 |
|
R1 |
7,278.8 |
7,278.8 |
7,242.4 |
7,302.3 |
PP |
7,212.2 |
7,212.2 |
7,212.2 |
7,223.9 |
S1 |
7,165.3 |
7,165.3 |
7,221.6 |
7,188.8 |
S2 |
7,098.7 |
7,098.7 |
7,211.2 |
|
S3 |
6,985.2 |
7,051.8 |
7,200.8 |
|
S4 |
6,871.7 |
6,938.3 |
7,169.6 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,067.3 |
7,922.7 |
7,382.2 |
|
R3 |
7,794.3 |
7,649.7 |
7,307.1 |
|
R2 |
7,521.3 |
7,521.3 |
7,282.1 |
|
R1 |
7,376.7 |
7,376.7 |
7,257.0 |
7,312.5 |
PP |
7,248.3 |
7,248.3 |
7,248.3 |
7,216.3 |
S1 |
7,103.7 |
7,103.7 |
7,207.0 |
7,039.5 |
S2 |
6,975.3 |
6,975.3 |
7,182.0 |
|
S3 |
6,702.3 |
6,830.7 |
7,156.9 |
|
S4 |
6,429.3 |
6,557.7 |
7,081.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,393.0 |
7,120.0 |
273.0 |
3.8% |
114.0 |
1.6% |
41% |
False |
False |
119,659 |
10 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
94.9 |
1.3% |
34% |
False |
False |
120,023 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
94.1 |
1.3% |
34% |
False |
False |
118,317 |
40 |
7,483.5 |
6,892.0 |
591.5 |
8.2% |
95.3 |
1.3% |
57% |
False |
False |
88,959 |
60 |
7,483.5 |
6,611.0 |
872.5 |
12.1% |
93.2 |
1.3% |
71% |
False |
False |
59,438 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
102.7 |
1.4% |
78% |
False |
False |
44,713 |
100 |
7,483.5 |
6,061.5 |
1,422.0 |
19.7% |
105.8 |
1.5% |
82% |
False |
False |
36,284 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
107.4 |
1.5% |
84% |
False |
False |
30,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,741.4 |
2.618 |
7,556.1 |
1.618 |
7,442.6 |
1.000 |
7,372.5 |
0.618 |
7,329.1 |
HIGH |
7,259.0 |
0.618 |
7,215.6 |
0.500 |
7,202.3 |
0.382 |
7,188.9 |
LOW |
7,145.5 |
0.618 |
7,075.4 |
1.000 |
7,032.0 |
1.618 |
6,961.9 |
2.618 |
6,848.4 |
4.250 |
6,663.1 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,222.1 |
7,217.9 |
PP |
7,212.2 |
7,203.8 |
S1 |
7,202.3 |
7,189.8 |
|