Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,770.9 |
1,757.4 |
-13.5 |
-0.8% |
1,784.4 |
High |
1,776.2 |
1,757.4 |
-18.8 |
-1.1% |
1,784.4 |
Low |
1,756.3 |
1,732.0 |
-24.3 |
-1.4% |
1,756.3 |
Close |
1,761.8 |
1,739.7 |
-22.1 |
-1.3% |
1,761.8 |
Range |
19.9 |
25.4 |
5.5 |
27.6% |
28.1 |
ATR |
18.3 |
19.1 |
0.8 |
4.5% |
0.0 |
Volume |
1,545 |
3,324 |
1,779 |
115.1% |
11,973 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.2 |
1,804.9 |
1,753.7 |
|
R3 |
1,793.8 |
1,779.5 |
1,746.7 |
|
R2 |
1,768.4 |
1,768.4 |
1,744.4 |
|
R1 |
1,754.1 |
1,754.1 |
1,742.0 |
1,748.6 |
PP |
1,743.0 |
1,743.0 |
1,743.0 |
1,740.3 |
S1 |
1,728.7 |
1,728.7 |
1,737.4 |
1,723.2 |
S2 |
1,717.6 |
1,717.6 |
1,735.0 |
|
S3 |
1,692.2 |
1,703.3 |
1,732.7 |
|
S4 |
1,666.8 |
1,677.9 |
1,725.7 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.8 |
1,834.9 |
1,777.3 |
|
R3 |
1,823.7 |
1,806.8 |
1,769.5 |
|
R2 |
1,795.6 |
1,795.6 |
1,767.0 |
|
R1 |
1,778.7 |
1,778.7 |
1,764.4 |
1,773.1 |
PP |
1,767.5 |
1,767.5 |
1,767.5 |
1,764.7 |
S1 |
1,750.6 |
1,750.6 |
1,759.2 |
1,745.0 |
S2 |
1,739.4 |
1,739.4 |
1,756.6 |
|
S3 |
1,711.3 |
1,722.5 |
1,754.1 |
|
S4 |
1,683.2 |
1,694.4 |
1,746.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,783.5 |
1,732.0 |
51.5 |
3.0% |
17.5 |
1.0% |
15% |
False |
True |
2,491 |
10 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
16.3 |
0.9% |
11% |
False |
True |
3,208 |
20 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
18.3 |
1.0% |
11% |
False |
True |
3,334 |
40 |
1,800.0 |
1,617.2 |
182.8 |
10.5% |
19.1 |
1.1% |
67% |
False |
False |
2,634 |
60 |
1,800.0 |
1,569.9 |
230.1 |
13.2% |
17.5 |
1.0% |
74% |
False |
False |
2,129 |
80 |
1,800.0 |
1,556.3 |
243.7 |
14.0% |
17.6 |
1.0% |
75% |
False |
False |
1,795 |
100 |
1,800.0 |
1,540.0 |
260.0 |
14.9% |
18.7 |
1.1% |
77% |
False |
False |
1,608 |
120 |
1,800.0 |
1,538.1 |
261.9 |
15.1% |
18.1 |
1.0% |
77% |
False |
False |
1,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.4 |
2.618 |
1,823.9 |
1.618 |
1,798.5 |
1.000 |
1,782.8 |
0.618 |
1,773.1 |
HIGH |
1,757.4 |
0.618 |
1,747.7 |
0.500 |
1,744.7 |
0.382 |
1,741.7 |
LOW |
1,732.0 |
0.618 |
1,716.3 |
1.000 |
1,706.6 |
1.618 |
1,690.9 |
2.618 |
1,665.5 |
4.250 |
1,624.1 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,744.7 |
1,754.5 |
PP |
1,743.0 |
1,749.5 |
S1 |
1,741.4 |
1,744.6 |
|