Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,424.50 |
1,430.75 |
6.25 |
0.4% |
1,423.50 |
High |
1,431.25 |
1,433.25 |
2.00 |
0.1% |
1,459.75 |
Low |
1,416.75 |
1,402.00 |
-14.75 |
-1.0% |
1,416.50 |
Close |
1,430.00 |
1,406.75 |
-23.25 |
-1.6% |
1,424.00 |
Range |
14.50 |
31.25 |
16.75 |
115.5% |
43.25 |
ATR |
15.72 |
16.83 |
1.11 |
7.1% |
0.00 |
Volume |
1,777,803 |
2,303,989 |
526,186 |
29.6% |
8,889,025 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.75 |
1,488.50 |
1,424.00 |
|
R3 |
1,476.50 |
1,457.25 |
1,415.25 |
|
R2 |
1,445.25 |
1,445.25 |
1,412.50 |
|
R1 |
1,426.00 |
1,426.00 |
1,409.50 |
1,420.00 |
PP |
1,414.00 |
1,414.00 |
1,414.00 |
1,411.00 |
S1 |
1,394.75 |
1,394.75 |
1,404.00 |
1,388.75 |
S2 |
1,382.75 |
1,382.75 |
1,401.00 |
|
S3 |
1,351.50 |
1,363.50 |
1,398.25 |
|
S4 |
1,320.25 |
1,332.25 |
1,389.50 |
|
|
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 |
1,402.00 |
57.75 |
4.1% |
19.75 |
1.4% |
8% |
False |
True |
1,964,618 |
10 |
1,459.75 |
1,402.00 |
57.75 |
4.1% |
18.25 |
1.3% |
8% |
False |
True |
1,785,337 |
20 |
1,466.00 |
1,402.00 |
64.00 |
4.5% |
16.75 |
1.2% |
7% |
False |
True |
1,736,841 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
15.00 |
1.1% |
24% |
False |
False |
1,268,292 |
60 |
1,468.00 |
1,343.00 |
125.00 |
8.9% |
14.50 |
1.0% |
51% |
False |
False |
846,477 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
60% |
False |
False |
635,327 |
100 |
1,468.00 |
1,263.75 |
204.25 |
14.5% |
16.50 |
1.2% |
70% |
False |
False |
508,467 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
72% |
False |
False |
423,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,566.00 |
2.618 |
1,515.00 |
1.618 |
1,483.75 |
1.000 |
1,464.50 |
0.618 |
1,452.50 |
HIGH |
1,433.25 |
0.618 |
1,421.25 |
0.500 |
1,417.50 |
0.382 |
1,414.00 |
LOW |
1,402.00 |
0.618 |
1,382.75 |
1.000 |
1,370.75 |
1.618 |
1,351.50 |
2.618 |
1,320.25 |
4.250 |
1,269.25 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,417.50 |
1,427.75 |
PP |
1,414.00 |
1,420.75 |
S1 |
1,410.50 |
1,413.75 |
|