Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.5 |
1,711.8 |
-19.7 |
-1.1% |
1,757.4 |
High |
1,732.4 |
1,716.1 |
-16.3 |
-0.9% |
1,757.4 |
Low |
1,706.8 |
1,701.5 |
-5.3 |
-0.3% |
1,718.2 |
Close |
1,711.5 |
1,703.7 |
-7.8 |
-0.5% |
1,726.1 |
Range |
25.6 |
14.6 |
-11.0 |
-43.0% |
39.2 |
ATR |
18.8 |
18.5 |
-0.3 |
-1.6% |
0.0 |
Volume |
2,735 |
5,734 |
2,999 |
109.7% |
18,580 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,750.9 |
1,741.9 |
1,711.7 |
|
R3 |
1,736.3 |
1,727.3 |
1,707.7 |
|
R2 |
1,721.7 |
1,721.7 |
1,706.4 |
|
R1 |
1,712.7 |
1,712.7 |
1,705.0 |
1,709.9 |
PP |
1,707.1 |
1,707.1 |
1,707.1 |
1,705.7 |
S1 |
1,698.1 |
1,698.1 |
1,702.4 |
1,695.3 |
S2 |
1,692.5 |
1,692.5 |
1,701.0 |
|
S3 |
1,677.9 |
1,683.5 |
1,699.7 |
|
S4 |
1,663.3 |
1,668.9 |
1,695.7 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.5 |
1,828.0 |
1,747.7 |
|
R3 |
1,812.3 |
1,788.8 |
1,736.9 |
|
R2 |
1,773.1 |
1,773.1 |
1,733.3 |
|
R1 |
1,749.6 |
1,749.6 |
1,729.7 |
1,741.8 |
PP |
1,733.9 |
1,733.9 |
1,733.9 |
1,730.0 |
S1 |
1,710.4 |
1,710.4 |
1,722.5 |
1,702.6 |
S2 |
1,694.7 |
1,694.7 |
1,718.9 |
|
S3 |
1,655.5 |
1,671.2 |
1,715.3 |
|
S4 |
1,616.3 |
1,632.0 |
1,704.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.1 |
1,701.5 |
53.6 |
3.1% |
19.2 |
1.1% |
4% |
False |
True |
4,801 |
10 |
1,776.9 |
1,701.5 |
75.4 |
4.4% |
17.8 |
1.0% |
3% |
False |
True |
4,234 |
20 |
1,800.0 |
1,701.5 |
98.5 |
5.8% |
17.7 |
1.0% |
2% |
False |
True |
3,682 |
40 |
1,800.0 |
1,651.9 |
148.1 |
8.7% |
19.4 |
1.1% |
35% |
False |
False |
3,253 |
60 |
1,800.0 |
1,588.7 |
211.3 |
12.4% |
17.9 |
1.0% |
54% |
False |
False |
2,502 |
80 |
1,800.0 |
1,564.7 |
235.3 |
13.8% |
17.4 |
1.0% |
59% |
False |
False |
2,146 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.3% |
17.9 |
1.0% |
60% |
False |
False |
1,852 |
120 |
1,800.0 |
1,538.1 |
261.9 |
15.4% |
18.4 |
1.1% |
63% |
False |
False |
1,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.2 |
2.618 |
1,754.3 |
1.618 |
1,739.7 |
1.000 |
1,730.7 |
0.618 |
1,725.1 |
HIGH |
1,716.1 |
0.618 |
1,710.5 |
0.500 |
1,708.8 |
0.382 |
1,707.1 |
LOW |
1,701.5 |
0.618 |
1,692.5 |
1.000 |
1,686.9 |
1.618 |
1,677.9 |
2.618 |
1,663.3 |
4.250 |
1,639.5 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,708.8 |
1,717.0 |
PP |
1,707.1 |
1,712.5 |
S1 |
1,705.4 |
1,708.1 |
|