Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,421.50 |
1,416.50 |
-5.00 |
-0.4% |
1,450.00 |
High |
1,427.50 |
1,429.50 |
2.00 |
0.1% |
1,450.00 |
Low |
1,414.00 |
1,410.50 |
-3.50 |
-0.2% |
1,414.00 |
Close |
1,414.75 |
1,428.75 |
14.00 |
1.0% |
1,414.75 |
Range |
13.50 |
19.00 |
5.50 |
40.7% |
36.00 |
ATR |
13.62 |
14.00 |
0.38 |
2.8% |
0.00 |
Volume |
893 |
1,627 |
734 |
82.2% |
6,204 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.00 |
1,473.25 |
1,439.25 |
|
R3 |
1,461.00 |
1,454.25 |
1,434.00 |
|
R2 |
1,442.00 |
1,442.00 |
1,432.25 |
|
R1 |
1,435.25 |
1,435.25 |
1,430.50 |
1,438.50 |
PP |
1,423.00 |
1,423.00 |
1,423.00 |
1,424.50 |
S1 |
1,416.25 |
1,416.25 |
1,427.00 |
1,419.50 |
S2 |
1,404.00 |
1,404.00 |
1,425.25 |
|
S3 |
1,385.00 |
1,397.25 |
1,423.50 |
|
S4 |
1,366.00 |
1,378.25 |
1,418.25 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.25 |
1,510.50 |
1,434.50 |
|
R3 |
1,498.25 |
1,474.50 |
1,424.75 |
|
R2 |
1,462.25 |
1,462.25 |
1,421.25 |
|
R1 |
1,438.50 |
1,438.50 |
1,418.00 |
1,432.50 |
PP |
1,426.25 |
1,426.25 |
1,426.25 |
1,423.25 |
S1 |
1,402.50 |
1,402.50 |
1,411.50 |
1,396.50 |
S2 |
1,390.25 |
1,390.25 |
1,408.25 |
|
S3 |
1,354.25 |
1,366.50 |
1,404.75 |
|
S4 |
1,318.25 |
1,330.50 |
1,395.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.25 |
1,410.50 |
36.75 |
2.6% |
16.25 |
1.1% |
50% |
False |
True |
1,385 |
10 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
14.25 |
1.0% |
38% |
False |
True |
1,516 |
20 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
13.75 |
1.0% |
38% |
False |
True |
1,733 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
12.50 |
0.9% |
59% |
False |
False |
1,026 |
60 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
12.00 |
0.8% |
78% |
False |
False |
736 |
80 |
1,461.00 |
1,293.00 |
168.00 |
11.8% |
11.25 |
0.8% |
81% |
False |
False |
583 |
100 |
1,461.00 |
1,246.50 |
214.50 |
15.0% |
10.25 |
0.7% |
85% |
False |
False |
469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.25 |
2.618 |
1,479.25 |
1.618 |
1,460.25 |
1.000 |
1,448.50 |
0.618 |
1,441.25 |
HIGH |
1,429.50 |
0.618 |
1,422.25 |
0.500 |
1,420.00 |
0.382 |
1,417.75 |
LOW |
1,410.50 |
0.618 |
1,398.75 |
1.000 |
1,391.50 |
1.618 |
1,379.75 |
2.618 |
1,360.75 |
4.250 |
1,329.75 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,425.75 |
1,426.25 |
PP |
1,423.00 |
1,423.75 |
S1 |
1,420.00 |
1,421.50 |
|