Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,409.75 |
1,406.25 |
-3.50 |
-0.2% |
1,424.50 |
High |
1,412.25 |
1,407.50 |
-4.75 |
-0.3% |
1,433.25 |
Low |
1,394.50 |
1,397.00 |
2.50 |
0.2% |
1,394.50 |
Close |
1,407.50 |
1,407.50 |
0.00 |
0.0% |
1,407.50 |
Range |
17.75 |
10.50 |
-7.25 |
-40.8% |
38.75 |
ATR |
16.70 |
16.26 |
-0.44 |
-2.7% |
0.00 |
Volume |
2,089,898 |
181,669 |
-1,908,229 |
-91.3% |
9,737,027 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.50 |
1,432.00 |
1,413.25 |
|
R3 |
1,425.00 |
1,421.50 |
1,410.50 |
|
R2 |
1,414.50 |
1,414.50 |
1,409.50 |
|
R1 |
1,411.00 |
1,411.00 |
1,408.50 |
1,412.75 |
PP |
1,404.00 |
1,404.00 |
1,404.00 |
1,405.00 |
S1 |
1,400.50 |
1,400.50 |
1,406.50 |
1,402.25 |
S2 |
1,393.50 |
1,393.50 |
1,405.50 |
|
S3 |
1,383.00 |
1,390.00 |
1,404.50 |
|
S4 |
1,372.50 |
1,379.50 |
1,401.75 |
|
|
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% |
18.00 |
1.3% |
34% |
False |
False |
1,628,178 |
10 |
1,459.75 |
1,394.50 |
65.25 |
4.6% |
17.50 |
1.2% |
20% |
False |
False |
1,728,228 |
20 |
1,466.00 |
1,394.50 |
71.50 |
5.1% |
16.25 |
1.2% |
18% |
False |
False |
1,651,023 |
40 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
15.50 |
1.1% |
25% |
False |
False |
1,413,746 |
60 |
1,468.00 |
1,381.25 |
86.75 |
6.2% |
14.00 |
1.0% |
30% |
False |
False |
943,539 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
61% |
False |
False |
708,227 |
100 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
16.25 |
1.2% |
66% |
False |
False |
566,807 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
72% |
False |
False |
472,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.00 |
2.618 |
1,435.00 |
1.618 |
1,424.50 |
1.000 |
1,418.00 |
0.618 |
1,414.00 |
HIGH |
1,407.50 |
0.618 |
1,403.50 |
0.500 |
1,402.25 |
0.382 |
1,401.00 |
LOW |
1,397.00 |
0.618 |
1,390.50 |
1.000 |
1,386.50 |
1.618 |
1,380.00 |
2.618 |
1,369.50 |
4.250 |
1,352.50 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,405.75 |
1,407.00 |
PP |
1,404.00 |
1,406.25 |
S1 |
1,402.25 |
1,405.50 |
|