Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,451.25 |
1,424.50 |
-26.75 |
-1.8% |
1,423.50 |
High |
1,453.50 |
1,431.25 |
-22.25 |
-1.5% |
1,459.75 |
Low |
1,423.50 |
1,416.75 |
-6.75 |
-0.5% |
1,416.50 |
Close |
1,424.00 |
1,430.00 |
6.00 |
0.4% |
1,424.00 |
Range |
30.00 |
14.50 |
-15.50 |
-51.7% |
43.25 |
ATR |
15.81 |
15.72 |
-0.09 |
-0.6% |
0.00 |
Volume |
2,400,959 |
1,777,803 |
-623,156 |
-26.0% |
8,889,025 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.50 |
1,464.25 |
1,438.00 |
|
R3 |
1,455.00 |
1,449.75 |
1,434.00 |
|
R2 |
1,440.50 |
1,440.50 |
1,432.75 |
|
R1 |
1,435.25 |
1,435.25 |
1,431.25 |
1,438.00 |
PP |
1,426.00 |
1,426.00 |
1,426.00 |
1,427.25 |
S1 |
1,420.75 |
1,420.75 |
1,428.75 |
1,423.50 |
S2 |
1,411.50 |
1,411.50 |
1,427.25 |
|
S3 |
1,397.00 |
1,406.25 |
1,426.00 |
|
S4 |
1,382.50 |
1,391.75 |
1,422.00 |
|
|
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 |
1,416.75 |
43.00 |
3.0% |
17.00 |
1.2% |
31% |
False |
True |
1,828,278 |
10 |
1,459.75 |
1,416.50 |
43.25 |
3.0% |
17.00 |
1.2% |
31% |
False |
False |
1,750,552 |
20 |
1,466.00 |
1,416.50 |
49.50 |
3.5% |
16.50 |
1.1% |
27% |
False |
False |
1,712,329 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
14.50 |
1.0% |
53% |
False |
False |
1,210,721 |
60 |
1,468.00 |
1,343.00 |
125.00 |
8.7% |
14.25 |
1.0% |
70% |
False |
False |
808,109 |
80 |
1,468.00 |
1,313.25 |
154.75 |
10.8% |
15.00 |
1.1% |
75% |
False |
False |
606,558 |
100 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.25 |
1.1% |
83% |
False |
False |
485,439 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.2% |
16.50 |
1.2% |
83% |
False |
False |
404,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.00 |
2.618 |
1,469.25 |
1.618 |
1,454.75 |
1.000 |
1,445.75 |
0.618 |
1,440.25 |
HIGH |
1,431.25 |
0.618 |
1,425.75 |
0.500 |
1,424.00 |
0.382 |
1,422.25 |
LOW |
1,416.75 |
0.618 |
1,407.75 |
1.000 |
1,402.25 |
1.618 |
1,393.25 |
2.618 |
1,378.75 |
4.250 |
1,355.00 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,428.00 |
1,438.25 |
PP |
1,426.00 |
1,435.50 |
S1 |
1,424.00 |
1,432.75 |
|