Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,711.8 |
1,706.8 |
-5.0 |
-0.3% |
1,757.4 |
High |
1,716.1 |
1,720.5 |
4.4 |
0.3% |
1,757.4 |
Low |
1,701.5 |
1,706.8 |
5.3 |
0.3% |
1,718.2 |
Close |
1,703.7 |
1,715.0 |
11.3 |
0.7% |
1,726.1 |
Range |
14.6 |
13.7 |
-0.9 |
-6.2% |
39.2 |
ATR |
18.5 |
18.4 |
-0.1 |
-0.7% |
0.0 |
Volume |
5,734 |
2,929 |
-2,805 |
-48.9% |
18,580 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.2 |
1,748.8 |
1,722.5 |
|
R3 |
1,741.5 |
1,735.1 |
1,718.8 |
|
R2 |
1,727.8 |
1,727.8 |
1,717.5 |
|
R1 |
1,721.4 |
1,721.4 |
1,716.3 |
1,724.6 |
PP |
1,714.1 |
1,714.1 |
1,714.1 |
1,715.7 |
S1 |
1,707.7 |
1,707.7 |
1,713.7 |
1,710.9 |
S2 |
1,700.4 |
1,700.4 |
1,712.5 |
|
S3 |
1,686.7 |
1,694.0 |
1,711.2 |
|
S4 |
1,673.0 |
1,680.3 |
1,707.5 |
|
|
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 |
1,745.3 |
1,701.5 |
43.8 |
2.6% |
19.3 |
1.1% |
31% |
False |
False |
4,495 |
10 |
1,776.2 |
1,701.5 |
74.7 |
4.4% |
17.8 |
1.0% |
18% |
False |
False |
4,070 |
20 |
1,800.0 |
1,701.5 |
98.5 |
5.7% |
16.9 |
1.0% |
14% |
False |
False |
3,601 |
40 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
19.4 |
1.1% |
43% |
False |
False |
3,297 |
60 |
1,800.0 |
1,588.7 |
211.3 |
12.3% |
17.7 |
1.0% |
60% |
False |
False |
2,540 |
80 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
17.3 |
1.0% |
64% |
False |
False |
2,178 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
18.0 |
1.0% |
65% |
False |
False |
1,872 |
120 |
1,800.0 |
1,538.1 |
261.9 |
15.3% |
18.5 |
1.1% |
68% |
False |
False |
1,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.7 |
2.618 |
1,756.4 |
1.618 |
1,742.7 |
1.000 |
1,734.2 |
0.618 |
1,729.0 |
HIGH |
1,720.5 |
0.618 |
1,715.3 |
0.500 |
1,713.7 |
0.382 |
1,712.0 |
LOW |
1,706.8 |
0.618 |
1,698.3 |
1.000 |
1,693.1 |
1.618 |
1,684.6 |
2.618 |
1,670.9 |
4.250 |
1,648.6 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,714.6 |
1,717.0 |
PP |
1,714.1 |
1,716.3 |
S1 |
1,713.7 |
1,715.7 |
|