Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,442.50 |
1,450.50 |
8.00 |
0.6% |
1,450.00 |
High |
1,450.75 |
1,452.50 |
1.75 |
0.1% |
1,450.00 |
Low |
1,439.50 |
1,441.50 |
2.00 |
0.1% |
1,414.00 |
Close |
1,450.25 |
1,444.75 |
-5.50 |
-0.4% |
1,414.75 |
Range |
11.25 |
11.00 |
-0.25 |
-2.2% |
36.00 |
ATR |
13.94 |
13.73 |
-0.21 |
-1.5% |
0.00 |
Volume |
905 |
867 |
-38 |
-4.2% |
6,204 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.25 |
1,473.00 |
1,450.75 |
|
R3 |
1,468.25 |
1,462.00 |
1,447.75 |
|
R2 |
1,457.25 |
1,457.25 |
1,446.75 |
|
R1 |
1,451.00 |
1,451.00 |
1,445.75 |
1,448.50 |
PP |
1,446.25 |
1,446.25 |
1,446.25 |
1,445.00 |
S1 |
1,440.00 |
1,440.00 |
1,443.75 |
1,437.50 |
S2 |
1,435.25 |
1,435.25 |
1,442.75 |
|
S3 |
1,424.25 |
1,429.00 |
1,441.75 |
|
S4 |
1,413.25 |
1,418.00 |
1,438.75 |
|
|
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 |
1,452.50 |
1,410.50 |
42.00 |
2.9% |
14.25 |
1.0% |
82% |
True |
False |
1,172 |
10 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
14.25 |
1.0% |
71% |
False |
False |
1,182 |
20 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
14.50 |
1.0% |
71% |
False |
False |
1,801 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.5% |
12.75 |
0.9% |
79% |
False |
False |
1,105 |
60 |
1,461.00 |
1,319.00 |
142.00 |
9.8% |
12.00 |
0.8% |
89% |
False |
False |
789 |
80 |
1,461.00 |
1,295.00 |
166.00 |
11.5% |
11.50 |
0.8% |
90% |
False |
False |
622 |
100 |
1,461.00 |
1,246.50 |
214.50 |
14.8% |
10.75 |
0.7% |
92% |
False |
False |
502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,499.25 |
2.618 |
1,481.25 |
1.618 |
1,470.25 |
1.000 |
1,463.50 |
0.618 |
1,459.25 |
HIGH |
1,452.50 |
0.618 |
1,448.25 |
0.500 |
1,447.00 |
0.382 |
1,445.75 |
LOW |
1,441.50 |
0.618 |
1,434.75 |
1.000 |
1,430.50 |
1.618 |
1,423.75 |
2.618 |
1,412.75 |
4.250 |
1,394.75 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,447.00 |
1,443.25 |
PP |
1,446.25 |
1,441.75 |
S1 |
1,445.50 |
1,440.50 |
|