Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,406.25 |
1,399.25 |
-7.00 |
-0.5% |
1,424.50 |
High |
1,407.50 |
1,412.25 |
4.75 |
0.3% |
1,433.25 |
Low |
1,397.00 |
1,393.00 |
-4.00 |
-0.3% |
1,394.50 |
Close |
1,407.50 |
1,407.50 |
0.00 |
0.0% |
1,407.50 |
Range |
10.50 |
19.25 |
8.75 |
83.3% |
38.75 |
ATR |
16.26 |
16.47 |
0.21 |
1.3% |
0.00 |
Volume |
181,669 |
178,848 |
-2,821 |
-1.6% |
9,737,027 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.00 |
1,454.00 |
1,418.00 |
|
R3 |
1,442.75 |
1,434.75 |
1,412.75 |
|
R2 |
1,423.50 |
1,423.50 |
1,411.00 |
|
R1 |
1,415.50 |
1,415.50 |
1,409.25 |
1,419.50 |
PP |
1,404.25 |
1,404.25 |
1,404.25 |
1,406.25 |
S1 |
1,396.25 |
1,396.25 |
1,405.75 |
1,400.25 |
S2 |
1,385.00 |
1,385.00 |
1,404.00 |
|
S3 |
1,365.75 |
1,377.00 |
1,402.25 |
|
S4 |
1,346.50 |
1,357.75 |
1,397.00 |
|
|
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 |
1,416.75 |
1,393.00 |
23.75 |
1.7% |
15.50 |
1.1% |
61% |
False |
True |
1,203,150 |
10 |
1,459.75 |
1,393.00 |
66.75 |
4.7% |
17.75 |
1.3% |
22% |
False |
True |
1,583,884 |
20 |
1,466.00 |
1,393.00 |
73.00 |
5.2% |
16.50 |
1.2% |
20% |
False |
True |
1,579,452 |
40 |
1,468.00 |
1,390.25 |
77.75 |
5.5% |
15.75 |
1.1% |
22% |
False |
False |
1,417,505 |
60 |
1,468.00 |
1,384.00 |
84.00 |
6.0% |
14.00 |
1.0% |
28% |
False |
False |
946,483 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
61% |
False |
False |
710,447 |
100 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
16.00 |
1.1% |
66% |
False |
False |
568,595 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
72% |
False |
False |
473,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.00 |
2.618 |
1,462.75 |
1.618 |
1,443.50 |
1.000 |
1,431.50 |
0.618 |
1,424.25 |
HIGH |
1,412.25 |
0.618 |
1,405.00 |
0.500 |
1,402.50 |
0.382 |
1,400.25 |
LOW |
1,393.00 |
0.618 |
1,381.00 |
1.000 |
1,373.75 |
1.618 |
1,361.75 |
2.618 |
1,342.50 |
4.250 |
1,311.25 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,406.00 |
1,406.00 |
PP |
1,404.25 |
1,404.25 |
S1 |
1,402.50 |
1,402.50 |
|