Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,428.25 |
1,423.50 |
-4.75 |
-0.3% |
1,457.25 |
High |
1,434.50 |
1,436.50 |
2.00 |
0.1% |
1,457.25 |
Low |
1,420.00 |
1,416.50 |
-3.50 |
-0.2% |
1,420.00 |
Close |
1,421.50 |
1,435.50 |
14.00 |
1.0% |
1,421.50 |
Range |
14.50 |
20.00 |
5.50 |
37.9% |
37.25 |
ATR |
14.67 |
15.05 |
0.38 |
2.6% |
0.00 |
Volume |
1,624,836 |
1,525,436 |
-99,400 |
-6.1% |
7,800,288 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.50 |
1,482.50 |
1,446.50 |
|
R3 |
1,469.50 |
1,462.50 |
1,441.00 |
|
R2 |
1,449.50 |
1,449.50 |
1,439.25 |
|
R1 |
1,442.50 |
1,442.50 |
1,437.25 |
1,446.00 |
PP |
1,429.50 |
1,429.50 |
1,429.50 |
1,431.25 |
S1 |
1,422.50 |
1,422.50 |
1,433.75 |
1,426.00 |
S2 |
1,409.50 |
1,409.50 |
1,431.75 |
|
S3 |
1,389.50 |
1,402.50 |
1,430.00 |
|
S4 |
1,369.50 |
1,382.50 |
1,424.50 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.75 |
1,520.25 |
1,442.00 |
|
R3 |
1,507.50 |
1,483.00 |
1,431.75 |
|
R2 |
1,470.25 |
1,470.25 |
1,428.25 |
|
R1 |
1,445.75 |
1,445.75 |
1,425.00 |
1,439.50 |
PP |
1,433.00 |
1,433.00 |
1,433.00 |
1,429.75 |
S1 |
1,408.50 |
1,408.50 |
1,418.00 |
1,402.00 |
S2 |
1,395.75 |
1,395.75 |
1,414.75 |
|
S3 |
1,358.50 |
1,371.25 |
1,411.25 |
|
S4 |
1,321.25 |
1,334.00 |
1,401.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,454.50 |
1,416.50 |
38.00 |
2.6% |
17.00 |
1.2% |
50% |
False |
True |
1,672,825 |
10 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.00 |
1.0% |
38% |
False |
True |
1,573,818 |
20 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
14.50 |
1.0% |
38% |
False |
True |
1,659,773 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
14.25 |
1.0% |
60% |
False |
False |
982,656 |
60 |
1,468.00 |
1,314.25 |
153.75 |
10.7% |
14.50 |
1.0% |
79% |
False |
False |
655,904 |
80 |
1,468.00 |
1,296.00 |
172.00 |
12.0% |
15.50 |
1.1% |
81% |
False |
False |
492,373 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.25 |
1.1% |
85% |
False |
False |
394,062 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.25 |
1.1% |
85% |
False |
False |
328,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,521.50 |
2.618 |
1,488.75 |
1.618 |
1,468.75 |
1.000 |
1,456.50 |
0.618 |
1,448.75 |
HIGH |
1,436.50 |
0.618 |
1,428.75 |
0.500 |
1,426.50 |
0.382 |
1,424.25 |
LOW |
1,416.50 |
0.618 |
1,404.25 |
1.000 |
1,396.50 |
1.618 |
1,384.25 |
2.618 |
1,364.25 |
4.250 |
1,331.50 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,432.50 |
1,433.00 |
PP |
1,429.50 |
1,430.50 |
S1 |
1,426.50 |
1,428.00 |
|