Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,714.8 |
1,714.6 |
-0.2 |
0.0% |
1,721.3 |
High |
1,722.0 |
1,718.7 |
-3.3 |
-0.2% |
1,732.4 |
Low |
1,704.0 |
1,708.5 |
4.5 |
0.3% |
1,701.5 |
Close |
1,714.0 |
1,710.8 |
-3.2 |
-0.2% |
1,714.0 |
Range |
18.0 |
10.2 |
-7.8 |
-43.3% |
30.9 |
ATR |
18.4 |
17.8 |
-0.6 |
-3.2% |
0.0 |
Volume |
25,711 |
8,967 |
-16,744 |
-65.1% |
46,288 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,743.3 |
1,737.2 |
1,716.4 |
|
R3 |
1,733.1 |
1,727.0 |
1,713.6 |
|
R2 |
1,722.9 |
1,722.9 |
1,712.7 |
|
R1 |
1,716.8 |
1,716.8 |
1,711.7 |
1,714.8 |
PP |
1,712.7 |
1,712.7 |
1,712.7 |
1,711.6 |
S1 |
1,706.6 |
1,706.6 |
1,709.9 |
1,704.6 |
S2 |
1,702.5 |
1,702.5 |
1,708.9 |
|
S3 |
1,692.3 |
1,696.4 |
1,708.0 |
|
S4 |
1,682.1 |
1,686.2 |
1,705.2 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.7 |
1,792.2 |
1,731.0 |
|
R3 |
1,777.8 |
1,761.3 |
1,722.5 |
|
R2 |
1,746.9 |
1,746.9 |
1,719.7 |
|
R1 |
1,730.4 |
1,730.4 |
1,716.8 |
1,723.2 |
PP |
1,716.0 |
1,716.0 |
1,716.0 |
1,712.4 |
S1 |
1,699.5 |
1,699.5 |
1,711.2 |
1,692.3 |
S2 |
1,685.1 |
1,685.1 |
1,708.3 |
|
S3 |
1,654.2 |
1,668.6 |
1,705.5 |
|
S4 |
1,623.3 |
1,637.7 |
1,697.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,732.4 |
1,701.5 |
30.9 |
1.8% |
16.4 |
1.0% |
30% |
False |
False |
9,215 |
10 |
1,756.5 |
1,701.5 |
55.0 |
3.2% |
16.1 |
0.9% |
17% |
False |
False |
7,051 |
20 |
1,800.0 |
1,701.5 |
98.5 |
5.8% |
16.2 |
0.9% |
9% |
False |
False |
5,129 |
40 |
1,800.0 |
1,691.7 |
108.3 |
6.3% |
18.7 |
1.1% |
18% |
False |
False |
4,123 |
60 |
1,800.0 |
1,598.0 |
202.0 |
11.8% |
17.4 |
1.0% |
56% |
False |
False |
3,106 |
80 |
1,800.0 |
1,564.7 |
235.3 |
13.8% |
17.0 |
1.0% |
62% |
False |
False |
2,593 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.6 |
1.0% |
63% |
False |
False |
2,201 |
120 |
1,800.0 |
1,538.1 |
261.9 |
15.3% |
18.4 |
1.1% |
66% |
False |
False |
2,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,762.1 |
2.618 |
1,745.4 |
1.618 |
1,735.2 |
1.000 |
1,728.9 |
0.618 |
1,725.0 |
HIGH |
1,718.7 |
0.618 |
1,714.8 |
0.500 |
1,713.6 |
0.382 |
1,712.4 |
LOW |
1,708.5 |
0.618 |
1,702.2 |
1.000 |
1,698.3 |
1.618 |
1,692.0 |
2.618 |
1,681.8 |
4.250 |
1,665.2 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,713.6 |
1,713.0 |
PP |
1,712.7 |
1,712.3 |
S1 |
1,711.7 |
1,711.5 |
|