Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,406.25 |
1,409.75 |
3.50 |
0.2% |
1,424.50 |
High |
1,416.75 |
1,412.25 |
-4.50 |
-0.3% |
1,433.25 |
Low |
1,399.50 |
1,394.50 |
-5.00 |
-0.4% |
1,394.50 |
Close |
1,408.25 |
1,407.50 |
-0.75 |
-0.1% |
1,407.50 |
Range |
17.25 |
17.75 |
0.50 |
2.9% |
38.75 |
ATR |
16.62 |
16.70 |
0.08 |
0.5% |
0.00 |
Volume |
1,808,585 |
2,089,898 |
281,313 |
15.6% |
9,737,027 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.00 |
1,450.50 |
1,417.25 |
|
R3 |
1,440.25 |
1,432.75 |
1,412.50 |
|
R2 |
1,422.50 |
1,422.50 |
1,410.75 |
|
R1 |
1,415.00 |
1,415.00 |
1,409.25 |
1,410.00 |
PP |
1,404.75 |
1,404.75 |
1,404.75 |
1,402.25 |
S1 |
1,397.25 |
1,397.25 |
1,405.75 |
1,392.00 |
S2 |
1,387.00 |
1,387.00 |
1,404.25 |
|
S3 |
1,369.25 |
1,379.50 |
1,402.50 |
|
S4 |
1,351.50 |
1,361.75 |
1,397.75 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.00 |
1,506.50 |
1,428.75 |
|
R3 |
1,489.25 |
1,467.75 |
1,418.25 |
|
R2 |
1,450.50 |
1,450.50 |
1,414.50 |
|
R1 |
1,429.00 |
1,429.00 |
1,411.00 |
1,420.50 |
PP |
1,411.75 |
1,411.75 |
1,411.75 |
1,407.50 |
S1 |
1,390.25 |
1,390.25 |
1,404.00 |
1,381.50 |
S2 |
1,373.00 |
1,373.00 |
1,400.50 |
|
S3 |
1,334.25 |
1,351.50 |
1,396.75 |
|
S4 |
1,295.50 |
1,312.75 |
1,386.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,433.25 |
1,394.50 |
38.75 |
2.8% |
18.75 |
1.3% |
34% |
False |
True |
1,947,405 |
10 |
1,459.75 |
1,394.50 |
65.25 |
4.6% |
18.50 |
1.3% |
20% |
False |
True |
1,862,605 |
20 |
1,466.00 |
1,394.50 |
71.50 |
5.1% |
17.00 |
1.2% |
18% |
False |
True |
1,737,101 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
15.50 |
1.1% |
25% |
False |
False |
1,409,375 |
60 |
1,468.00 |
1,380.50 |
87.50 |
6.2% |
14.00 |
1.0% |
31% |
False |
False |
940,571 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
61% |
False |
False |
705,968 |
100 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
16.50 |
1.2% |
66% |
False |
False |
564,993 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
72% |
False |
False |
470,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.75 |
2.618 |
1,458.75 |
1.618 |
1,441.00 |
1.000 |
1,430.00 |
0.618 |
1,423.25 |
HIGH |
1,412.25 |
0.618 |
1,405.50 |
0.500 |
1,403.50 |
0.382 |
1,401.25 |
LOW |
1,394.50 |
0.618 |
1,383.50 |
1.000 |
1,376.75 |
1.618 |
1,365.75 |
2.618 |
1,348.00 |
4.250 |
1,319.00 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,406.00 |
1,407.00 |
PP |
1,404.75 |
1,406.25 |
S1 |
1,403.50 |
1,405.50 |
|