Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,449.25 |
1,457.00 |
7.75 |
0.5% |
1,457.25 |
High |
1,457.75 |
1,459.75 |
2.00 |
0.1% |
1,457.25 |
Low |
1,446.25 |
1,447.75 |
1.50 |
0.1% |
1,420.00 |
Close |
1,457.00 |
1,451.50 |
-5.50 |
-0.4% |
1,421.50 |
Range |
11.50 |
12.00 |
0.50 |
4.3% |
37.25 |
ATR |
14.93 |
14.72 |
-0.21 |
-1.4% |
0.00 |
Volume |
1,534,392 |
1,805,949 |
271,557 |
17.7% |
7,800,288 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.00 |
1,482.25 |
1,458.00 |
|
R3 |
1,477.00 |
1,470.25 |
1,454.75 |
|
R2 |
1,465.00 |
1,465.00 |
1,453.75 |
|
R1 |
1,458.25 |
1,458.25 |
1,452.50 |
1,455.50 |
PP |
1,453.00 |
1,453.00 |
1,453.00 |
1,451.75 |
S1 |
1,446.25 |
1,446.25 |
1,450.50 |
1,443.50 |
S2 |
1,441.00 |
1,441.00 |
1,449.25 |
|
S3 |
1,429.00 |
1,434.25 |
1,448.25 |
|
S4 |
1,417.00 |
1,422.25 |
1,445.00 |
|
|
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 |
1,459.75 |
1,416.50 |
43.25 |
3.0% |
15.00 |
1.0% |
81% |
True |
False |
1,622,580 |
10 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.00 |
1.0% |
71% |
False |
False |
1,597,002 |
20 |
1,466.00 |
1,416.50 |
49.50 |
3.4% |
15.25 |
1.0% |
71% |
False |
False |
1,646,718 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.5% |
14.00 |
1.0% |
80% |
False |
False |
1,106,326 |
60 |
1,468.00 |
1,343.00 |
125.00 |
8.6% |
14.00 |
1.0% |
87% |
False |
False |
738,530 |
80 |
1,468.00 |
1,300.50 |
167.50 |
11.5% |
15.25 |
1.1% |
90% |
False |
False |
554,358 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
92% |
False |
False |
443,656 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.0% |
16.25 |
1.1% |
92% |
False |
False |
369,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.75 |
2.618 |
1,491.25 |
1.618 |
1,479.25 |
1.000 |
1,471.75 |
0.618 |
1,467.25 |
HIGH |
1,459.75 |
0.618 |
1,455.25 |
0.500 |
1,453.75 |
0.382 |
1,452.25 |
LOW |
1,447.75 |
0.618 |
1,440.25 |
1.000 |
1,435.75 |
1.618 |
1,428.25 |
2.618 |
1,416.25 |
4.250 |
1,396.75 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,453.75 |
1,450.00 |
PP |
1,453.00 |
1,448.50 |
S1 |
1,452.25 |
1,447.00 |
|