Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,457.00 |
1,451.25 |
-5.75 |
-0.4% |
1,423.50 |
High |
1,459.75 |
1,453.50 |
-6.25 |
-0.4% |
1,459.75 |
Low |
1,447.75 |
1,423.50 |
-24.25 |
-1.7% |
1,416.50 |
Close |
1,451.50 |
1,424.00 |
-27.50 |
-1.9% |
1,424.00 |
Range |
12.00 |
30.00 |
18.00 |
150.0% |
43.25 |
ATR |
14.72 |
15.81 |
1.09 |
7.4% |
0.00 |
Volume |
1,805,949 |
2,400,959 |
595,010 |
32.9% |
8,889,025 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.75 |
1,503.75 |
1,440.50 |
|
R3 |
1,493.75 |
1,473.75 |
1,432.25 |
|
R2 |
1,463.75 |
1,463.75 |
1,429.50 |
|
R1 |
1,443.75 |
1,443.75 |
1,426.75 |
1,438.75 |
PP |
1,433.75 |
1,433.75 |
1,433.75 |
1,431.00 |
S1 |
1,413.75 |
1,413.75 |
1,421.25 |
1,408.75 |
S2 |
1,403.75 |
1,403.75 |
1,418.50 |
|
S3 |
1,373.75 |
1,383.75 |
1,415.75 |
|
S4 |
1,343.75 |
1,353.75 |
1,407.50 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.25 |
1,536.75 |
1,447.75 |
|
R3 |
1,520.00 |
1,493.50 |
1,436.00 |
|
R2 |
1,476.75 |
1,476.75 |
1,432.00 |
|
R1 |
1,450.25 |
1,450.25 |
1,428.00 |
1,463.50 |
PP |
1,433.50 |
1,433.50 |
1,433.50 |
1,440.00 |
S1 |
1,407.00 |
1,407.00 |
1,420.00 |
1,420.25 |
S2 |
1,390.25 |
1,390.25 |
1,416.00 |
|
S3 |
1,347.00 |
1,363.75 |
1,412.00 |
|
S4 |
1,303.75 |
1,320.50 |
1,400.25 |
|
|
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% |
18.00 |
1.3% |
17% |
False |
False |
1,777,805 |
10 |
1,459.75 |
1,416.50 |
43.25 |
3.0% |
16.50 |
1.2% |
17% |
False |
False |
1,668,931 |
20 |
1,466.00 |
1,416.50 |
49.50 |
3.5% |
16.25 |
1.1% |
15% |
False |
False |
1,686,501 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
14.50 |
1.0% |
45% |
False |
False |
1,166,318 |
60 |
1,468.00 |
1,343.00 |
125.00 |
8.8% |
14.00 |
1.0% |
65% |
False |
False |
778,518 |
80 |
1,468.00 |
1,309.75 |
158.25 |
11.1% |
15.50 |
1.1% |
72% |
False |
False |
584,357 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.50 |
1.2% |
80% |
False |
False |
467,662 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.50 |
1.2% |
80% |
False |
False |
389,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.00 |
2.618 |
1,532.00 |
1.618 |
1,502.00 |
1.000 |
1,483.50 |
0.618 |
1,472.00 |
HIGH |
1,453.50 |
0.618 |
1,442.00 |
0.500 |
1,438.50 |
0.382 |
1,435.00 |
LOW |
1,423.50 |
0.618 |
1,405.00 |
1.000 |
1,393.50 |
1.618 |
1,375.00 |
2.618 |
1,345.00 |
4.250 |
1,296.00 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,438.50 |
1,441.50 |
PP |
1,433.75 |
1,435.75 |
S1 |
1,428.75 |
1,430.00 |
|