Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,714.6 |
1,710.0 |
-4.6 |
-0.3% |
1,721.3 |
High |
1,718.7 |
1,717.4 |
-1.3 |
-0.1% |
1,732.4 |
Low |
1,708.5 |
1,708.2 |
-0.3 |
0.0% |
1,701.5 |
Close |
1,710.8 |
1,714.3 |
3.5 |
0.2% |
1,714.0 |
Range |
10.2 |
9.2 |
-1.0 |
-9.8% |
30.9 |
ATR |
17.8 |
17.2 |
-0.6 |
-3.4% |
0.0 |
Volume |
8,967 |
2,421 |
-6,546 |
-73.0% |
46,288 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.9 |
1,736.8 |
1,719.4 |
|
R3 |
1,731.7 |
1,727.6 |
1,716.8 |
|
R2 |
1,722.5 |
1,722.5 |
1,716.0 |
|
R1 |
1,718.4 |
1,718.4 |
1,715.1 |
1,720.5 |
PP |
1,713.3 |
1,713.3 |
1,713.3 |
1,714.3 |
S1 |
1,709.2 |
1,709.2 |
1,713.5 |
1,711.3 |
S2 |
1,704.1 |
1,704.1 |
1,712.6 |
|
S3 |
1,694.9 |
1,700.0 |
1,711.8 |
|
S4 |
1,685.7 |
1,690.8 |
1,709.2 |
|
|
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 |
1,722.0 |
1,701.5 |
20.5 |
1.2% |
13.1 |
0.8% |
62% |
False |
False |
9,152 |
10 |
1,756.5 |
1,701.5 |
55.0 |
3.2% |
15.7 |
0.9% |
23% |
False |
False |
6,535 |
20 |
1,800.0 |
1,701.5 |
98.5 |
5.7% |
16.0 |
0.9% |
13% |
False |
False |
5,101 |
40 |
1,800.0 |
1,694.0 |
106.0 |
6.2% |
18.6 |
1.1% |
19% |
False |
False |
4,161 |
60 |
1,800.0 |
1,598.0 |
202.0 |
11.8% |
17.4 |
1.0% |
58% |
False |
False |
3,135 |
80 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
17.0 |
1.0% |
64% |
False |
False |
2,619 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.4 |
1.0% |
65% |
False |
False |
2,212 |
120 |
1,800.0 |
1,538.1 |
261.9 |
15.3% |
18.4 |
1.1% |
67% |
False |
False |
2,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.5 |
2.618 |
1,741.5 |
1.618 |
1,732.3 |
1.000 |
1,726.6 |
0.618 |
1,723.1 |
HIGH |
1,717.4 |
0.618 |
1,713.9 |
0.500 |
1,712.8 |
0.382 |
1,711.7 |
LOW |
1,708.2 |
0.618 |
1,702.5 |
1.000 |
1,699.0 |
1.618 |
1,693.3 |
2.618 |
1,684.1 |
4.250 |
1,669.1 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,713.8 |
1,713.9 |
PP |
1,713.3 |
1,713.4 |
S1 |
1,712.8 |
1,713.0 |
|