Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
7,153.5 |
7,227.0 |
73.5 |
1.0% |
7,366.5 |
High |
7,259.0 |
7,228.0 |
-31.0 |
-0.4% |
7,393.0 |
Low |
7,145.5 |
7,172.5 |
27.0 |
0.4% |
7,120.0 |
Close |
7,232.0 |
7,206.5 |
-25.5 |
-0.4% |
7,232.0 |
Range |
113.5 |
55.5 |
-58.0 |
-51.1% |
273.0 |
ATR |
100.4 |
97.5 |
-2.9 |
-2.9% |
0.0 |
Volume |
59,881 |
61,806 |
1,925 |
3.2% |
598,296 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,368.8 |
7,343.2 |
7,237.0 |
|
R3 |
7,313.3 |
7,287.7 |
7,221.8 |
|
R2 |
7,257.8 |
7,257.8 |
7,216.7 |
|
R1 |
7,232.2 |
7,232.2 |
7,211.6 |
7,217.3 |
PP |
7,202.3 |
7,202.3 |
7,202.3 |
7,194.9 |
S1 |
7,176.7 |
7,176.7 |
7,201.4 |
7,161.8 |
S2 |
7,146.8 |
7,146.8 |
7,196.3 |
|
S3 |
7,091.3 |
7,121.2 |
7,191.2 |
|
S4 |
7,035.8 |
7,065.7 |
7,176.0 |
|
|
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 |
7,346.5 |
7,120.0 |
226.5 |
3.1% |
107.2 |
1.5% |
38% |
False |
False |
100,428 |
10 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
92.0 |
1.3% |
26% |
False |
False |
113,728 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
90.2 |
1.3% |
26% |
False |
False |
114,668 |
40 |
7,483.5 |
6,898.0 |
585.5 |
8.1% |
93.7 |
1.3% |
53% |
False |
False |
90,486 |
60 |
7,483.5 |
6,856.5 |
627.0 |
8.7% |
89.5 |
1.2% |
56% |
False |
False |
60,461 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
101.8 |
1.4% |
76% |
False |
False |
45,477 |
100 |
7,483.5 |
6,086.0 |
1,397.5 |
19.4% |
105.2 |
1.5% |
80% |
False |
False |
36,878 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
106.9 |
1.5% |
82% |
False |
False |
30,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,463.9 |
2.618 |
7,373.3 |
1.618 |
7,317.8 |
1.000 |
7,283.5 |
0.618 |
7,262.3 |
HIGH |
7,228.0 |
0.618 |
7,206.8 |
0.500 |
7,200.3 |
0.382 |
7,193.7 |
LOW |
7,172.5 |
0.618 |
7,138.2 |
1.000 |
7,117.0 |
1.618 |
7,082.7 |
2.618 |
7,027.2 |
4.250 |
6,936.6 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,204.4 |
7,205.2 |
PP |
7,202.3 |
7,203.8 |
S1 |
7,200.3 |
7,202.5 |
|