Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,430.75 |
1,406.50 |
-24.25 |
-1.7% |
1,423.50 |
High |
1,433.25 |
1,415.00 |
-18.25 |
-1.3% |
1,459.75 |
Low |
1,402.00 |
1,401.75 |
-0.25 |
0.0% |
1,416.50 |
Close |
1,406.75 |
1,405.25 |
-1.50 |
-0.1% |
1,424.00 |
Range |
31.25 |
13.25 |
-18.00 |
-57.6% |
43.25 |
ATR |
16.83 |
16.57 |
-0.26 |
-1.5% |
0.00 |
Volume |
2,303,989 |
1,756,752 |
-547,237 |
-23.8% |
8,889,025 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.00 |
1,439.50 |
1,412.50 |
|
R3 |
1,433.75 |
1,426.25 |
1,409.00 |
|
R2 |
1,420.50 |
1,420.50 |
1,407.75 |
|
R1 |
1,413.00 |
1,413.00 |
1,406.50 |
1,410.00 |
PP |
1,407.25 |
1,407.25 |
1,407.25 |
1,406.00 |
S1 |
1,399.75 |
1,399.75 |
1,404.00 |
1,397.00 |
S2 |
1,394.00 |
1,394.00 |
1,402.75 |
|
S3 |
1,380.75 |
1,386.50 |
1,401.50 |
|
S4 |
1,367.50 |
1,373.25 |
1,398.00 |
|
|
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 |
1,401.75 |
58.00 |
4.1% |
20.25 |
1.4% |
6% |
False |
True |
2,009,090 |
10 |
1,459.75 |
1,401.75 |
58.00 |
4.1% |
18.25 |
1.3% |
6% |
False |
True |
1,793,745 |
20 |
1,466.00 |
1,401.75 |
64.25 |
4.6% |
16.75 |
1.2% |
5% |
False |
True |
1,735,015 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
15.25 |
1.1% |
22% |
False |
False |
1,312,160 |
60 |
1,468.00 |
1,343.00 |
125.00 |
8.9% |
14.50 |
1.0% |
50% |
False |
False |
875,729 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
59% |
False |
False |
657,272 |
100 |
1,468.00 |
1,277.50 |
190.50 |
13.6% |
16.50 |
1.2% |
67% |
False |
False |
526,022 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
71% |
False |
False |
438,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.25 |
2.618 |
1,449.75 |
1.618 |
1,436.50 |
1.000 |
1,428.25 |
0.618 |
1,423.25 |
HIGH |
1,415.00 |
0.618 |
1,410.00 |
0.500 |
1,408.50 |
0.382 |
1,406.75 |
LOW |
1,401.75 |
0.618 |
1,393.50 |
1.000 |
1,388.50 |
1.618 |
1,380.25 |
2.618 |
1,367.00 |
4.250 |
1,345.50 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,408.50 |
1,417.50 |
PP |
1,407.25 |
1,413.50 |
S1 |
1,406.25 |
1,409.25 |
|