Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,406.50 |
1,406.25 |
-0.25 |
0.0% |
1,423.50 |
High |
1,415.00 |
1,416.75 |
1.75 |
0.1% |
1,459.75 |
Low |
1,401.75 |
1,399.50 |
-2.25 |
-0.2% |
1,416.50 |
Close |
1,405.25 |
1,408.25 |
3.00 |
0.2% |
1,424.00 |
Range |
13.25 |
17.25 |
4.00 |
30.2% |
43.25 |
ATR |
16.57 |
16.62 |
0.05 |
0.3% |
0.00 |
Volume |
1,756,752 |
1,808,585 |
51,833 |
3.0% |
8,889,025 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.00 |
1,451.25 |
1,417.75 |
|
R3 |
1,442.75 |
1,434.00 |
1,413.00 |
|
R2 |
1,425.50 |
1,425.50 |
1,411.50 |
|
R1 |
1,416.75 |
1,416.75 |
1,409.75 |
1,421.00 |
PP |
1,408.25 |
1,408.25 |
1,408.25 |
1,410.25 |
S1 |
1,399.50 |
1,399.50 |
1,406.75 |
1,404.00 |
S2 |
1,391.00 |
1,391.00 |
1,405.00 |
|
S3 |
1,373.75 |
1,382.25 |
1,403.50 |
|
S4 |
1,356.50 |
1,365.00 |
1,398.75 |
|
|
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 |
1,453.50 |
1,399.50 |
54.00 |
3.8% |
21.25 |
1.5% |
16% |
False |
True |
2,009,617 |
10 |
1,459.75 |
1,399.50 |
60.25 |
4.3% |
18.00 |
1.3% |
15% |
False |
True |
1,816,099 |
20 |
1,466.00 |
1,399.50 |
66.50 |
4.7% |
16.75 |
1.2% |
13% |
False |
True |
1,737,703 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
15.25 |
1.1% |
26% |
False |
False |
1,357,298 |
60 |
1,468.00 |
1,353.25 |
114.75 |
8.1% |
14.25 |
1.0% |
48% |
False |
False |
905,808 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
61% |
False |
False |
679,862 |
100 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
16.50 |
1.2% |
66% |
False |
False |
544,096 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
73% |
False |
False |
453,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.00 |
2.618 |
1,462.00 |
1.618 |
1,444.75 |
1.000 |
1,434.00 |
0.618 |
1,427.50 |
HIGH |
1,416.75 |
0.618 |
1,410.25 |
0.500 |
1,408.00 |
0.382 |
1,406.00 |
LOW |
1,399.50 |
0.618 |
1,388.75 |
1.000 |
1,382.25 |
1.618 |
1,371.50 |
2.618 |
1,354.25 |
4.250 |
1,326.25 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,408.25 |
1,416.50 |
PP |
1,408.25 |
1,413.75 |
S1 |
1,408.00 |
1,411.00 |
|