Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,399.25 |
1,412.50 |
13.25 |
0.9% |
1,424.50 |
High |
1,412.25 |
1,418.25 |
6.00 |
0.4% |
1,433.25 |
Low |
1,393.00 |
1,400.50 |
7.50 |
0.5% |
1,394.50 |
Close |
1,407.50 |
1,406.75 |
-0.75 |
-0.1% |
1,407.50 |
Range |
19.25 |
17.75 |
-1.50 |
-7.8% |
38.75 |
ATR |
16.47 |
16.56 |
0.09 |
0.6% |
0.00 |
Volume |
178,848 |
1,775,915 |
1,597,067 |
893.0% |
9,737,027 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,461.75 |
1,452.00 |
1,416.50 |
|
R3 |
1,444.00 |
1,434.25 |
1,411.75 |
|
R2 |
1,426.25 |
1,426.25 |
1,410.00 |
|
R1 |
1,416.50 |
1,416.50 |
1,408.50 |
1,412.50 |
PP |
1,408.50 |
1,408.50 |
1,408.50 |
1,406.50 |
S1 |
1,398.75 |
1,398.75 |
1,405.00 |
1,394.75 |
S2 |
1,390.75 |
1,390.75 |
1,403.50 |
|
S3 |
1,373.00 |
1,381.00 |
1,401.75 |
|
S4 |
1,355.25 |
1,363.25 |
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 |
1,418.25 |
1,393.00 |
25.25 |
1.8% |
16.50 |
1.2% |
54% |
True |
False |
1,206,983 |
10 |
1,459.75 |
1,393.00 |
66.75 |
4.7% |
18.25 |
1.3% |
21% |
False |
False |
1,608,036 |
20 |
1,466.00 |
1,393.00 |
73.00 |
5.2% |
16.75 |
1.2% |
19% |
False |
False |
1,590,557 |
40 |
1,468.00 |
1,393.00 |
75.00 |
5.3% |
16.00 |
1.1% |
18% |
False |
False |
1,461,650 |
60 |
1,468.00 |
1,385.75 |
82.25 |
5.8% |
14.25 |
1.0% |
26% |
False |
False |
976,042 |
80 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
15.25 |
1.1% |
60% |
False |
False |
732,616 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.2% |
16.00 |
1.1% |
64% |
False |
False |
586,351 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.5% |
16.50 |
1.2% |
72% |
False |
False |
488,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.75 |
2.618 |
1,464.75 |
1.618 |
1,447.00 |
1.000 |
1,436.00 |
0.618 |
1,429.25 |
HIGH |
1,418.25 |
0.618 |
1,411.50 |
0.500 |
1,409.50 |
0.382 |
1,407.25 |
LOW |
1,400.50 |
0.618 |
1,389.50 |
1.000 |
1,382.75 |
1.618 |
1,371.75 |
2.618 |
1,354.00 |
4.250 |
1,325.00 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,409.50 |
1,406.50 |
PP |
1,408.50 |
1,406.00 |
S1 |
1,407.50 |
1,405.50 |
|