Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,751.1 |
1,751.9 |
0.8 |
0.0% |
1,784.4 |
High |
1,756.5 |
1,755.1 |
-1.4 |
-0.1% |
1,784.4 |
Low |
1,746.5 |
1,741.8 |
-4.7 |
-0.3% |
1,756.3 |
Close |
1,755.2 |
1,746.9 |
-8.3 |
-0.5% |
1,761.8 |
Range |
10.0 |
13.3 |
3.3 |
33.0% |
28.1 |
ATR |
18.0 |
17.7 |
-0.3 |
-1.8% |
0.0 |
Volume |
1,321 |
4,459 |
3,138 |
237.5% |
11,973 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.8 |
1,780.7 |
1,754.2 |
|
R3 |
1,774.5 |
1,767.4 |
1,750.6 |
|
R2 |
1,761.2 |
1,761.2 |
1,749.3 |
|
R1 |
1,754.1 |
1,754.1 |
1,748.1 |
1,751.0 |
PP |
1,747.9 |
1,747.9 |
1,747.9 |
1,746.4 |
S1 |
1,740.8 |
1,740.8 |
1,745.7 |
1,737.7 |
S2 |
1,734.6 |
1,734.6 |
1,744.5 |
|
S3 |
1,721.3 |
1,727.5 |
1,743.2 |
|
S4 |
1,708.0 |
1,714.2 |
1,739.6 |
|
|
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 |
1,776.2 |
1,732.0 |
44.2 |
2.5% |
16.3 |
0.9% |
34% |
False |
False |
3,645 |
10 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
16.0 |
0.9% |
22% |
False |
False |
3,362 |
20 |
1,800.0 |
1,732.0 |
68.0 |
3.9% |
17.6 |
1.0% |
22% |
False |
False |
3,737 |
40 |
1,800.0 |
1,651.9 |
148.1 |
8.5% |
18.7 |
1.1% |
64% |
False |
False |
2,847 |
60 |
1,800.0 |
1,588.7 |
211.3 |
12.1% |
17.5 |
1.0% |
75% |
False |
False |
2,278 |
80 |
1,800.0 |
1,556.3 |
243.7 |
14.0% |
17.6 |
1.0% |
78% |
False |
False |
1,953 |
100 |
1,800.0 |
1,540.0 |
260.0 |
14.9% |
18.3 |
1.0% |
80% |
False |
False |
1,708 |
120 |
1,800.0 |
1,538.1 |
261.9 |
15.0% |
18.1 |
1.0% |
80% |
False |
False |
1,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.6 |
2.618 |
1,789.9 |
1.618 |
1,776.6 |
1.000 |
1,768.4 |
0.618 |
1,763.3 |
HIGH |
1,755.1 |
0.618 |
1,750.0 |
0.500 |
1,748.5 |
0.382 |
1,746.9 |
LOW |
1,741.8 |
0.618 |
1,733.6 |
1.000 |
1,728.5 |
1.618 |
1,720.3 |
2.618 |
1,707.0 |
4.250 |
1,685.3 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,748.5 |
1,747.6 |
PP |
1,747.9 |
1,747.3 |
S1 |
1,747.4 |
1,747.1 |
|