Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,738.6 |
1,751.1 |
12.5 |
0.7% |
1,784.4 |
High |
1,751.7 |
1,756.5 |
4.8 |
0.3% |
1,784.4 |
Low |
1,738.6 |
1,746.5 |
7.9 |
0.5% |
1,756.3 |
Close |
1,748.4 |
1,755.2 |
6.8 |
0.4% |
1,761.8 |
Range |
13.1 |
10.0 |
-3.1 |
-23.7% |
28.1 |
ATR |
18.7 |
18.0 |
-0.6 |
-3.3% |
0.0 |
Volume |
7,576 |
1,321 |
-6,255 |
-82.6% |
11,973 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.7 |
1,779.0 |
1,760.7 |
|
R3 |
1,772.7 |
1,769.0 |
1,758.0 |
|
R2 |
1,762.7 |
1,762.7 |
1,757.0 |
|
R1 |
1,759.0 |
1,759.0 |
1,756.1 |
1,760.9 |
PP |
1,752.7 |
1,752.7 |
1,752.7 |
1,753.7 |
S1 |
1,749.0 |
1,749.0 |
1,754.3 |
1,750.9 |
S2 |
1,742.7 |
1,742.7 |
1,753.4 |
|
S3 |
1,732.7 |
1,739.0 |
1,752.5 |
|
S4 |
1,722.7 |
1,729.0 |
1,749.7 |
|
|
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 |
1,776.9 |
1,732.0 |
44.9 |
2.6% |
16.4 |
0.9% |
52% |
False |
False |
3,667 |
10 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
16.4 |
0.9% |
34% |
False |
False |
3,636 |
20 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
17.7 |
1.0% |
34% |
False |
False |
3,674 |
40 |
1,800.0 |
1,639.7 |
160.3 |
9.1% |
18.9 |
1.1% |
72% |
False |
False |
2,828 |
60 |
1,800.0 |
1,588.7 |
211.3 |
12.0% |
17.6 |
1.0% |
79% |
False |
False |
2,234 |
80 |
1,800.0 |
1,556.3 |
243.7 |
13.9% |
17.5 |
1.0% |
82% |
False |
False |
1,900 |
100 |
1,800.0 |
1,540.0 |
260.0 |
14.8% |
18.5 |
1.1% |
83% |
False |
False |
1,675 |
120 |
1,800.0 |
1,538.1 |
261.9 |
14.9% |
18.1 |
1.0% |
83% |
False |
False |
1,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.0 |
2.618 |
1,782.7 |
1.618 |
1,772.7 |
1.000 |
1,766.5 |
0.618 |
1,762.7 |
HIGH |
1,756.5 |
0.618 |
1,752.7 |
0.500 |
1,751.5 |
0.382 |
1,750.3 |
LOW |
1,746.5 |
0.618 |
1,740.3 |
1.000 |
1,736.5 |
1.618 |
1,730.3 |
2.618 |
1,720.3 |
4.250 |
1,704.0 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,754.0 |
1,751.7 |
PP |
1,752.7 |
1,748.2 |
S1 |
1,751.5 |
1,744.7 |
|