Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,450.50 |
1,444.50 |
-6.00 |
-0.4% |
1,416.50 |
High |
1,452.50 |
1,445.50 |
-7.00 |
-0.5% |
1,452.50 |
Low |
1,441.50 |
1,417.00 |
-24.50 |
-1.7% |
1,410.50 |
Close |
1,444.75 |
1,417.25 |
-27.50 |
-1.9% |
1,417.25 |
Range |
11.00 |
28.50 |
17.50 |
159.1% |
42.00 |
ATR |
13.73 |
14.78 |
1.06 |
7.7% |
0.00 |
Volume |
867 |
2,238 |
1,371 |
158.1% |
7,209 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,512.00 |
1,493.25 |
1,433.00 |
|
R3 |
1,483.50 |
1,464.75 |
1,425.00 |
|
R2 |
1,455.00 |
1,455.00 |
1,422.50 |
|
R1 |
1,436.25 |
1,436.25 |
1,419.75 |
1,431.50 |
PP |
1,426.50 |
1,426.50 |
1,426.50 |
1,424.25 |
S1 |
1,407.75 |
1,407.75 |
1,414.75 |
1,403.00 |
S2 |
1,398.00 |
1,398.00 |
1,412.00 |
|
S3 |
1,369.50 |
1,379.25 |
1,409.50 |
|
S4 |
1,341.00 |
1,350.75 |
1,401.50 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.75 |
1,527.00 |
1,440.25 |
|
R3 |
1,510.75 |
1,485.00 |
1,428.75 |
|
R2 |
1,468.75 |
1,468.75 |
1,425.00 |
|
R1 |
1,443.00 |
1,443.00 |
1,421.00 |
1,456.00 |
PP |
1,426.75 |
1,426.75 |
1,426.75 |
1,433.25 |
S1 |
1,401.00 |
1,401.00 |
1,413.50 |
1,414.00 |
S2 |
1,384.75 |
1,384.75 |
1,409.50 |
|
S3 |
1,342.75 |
1,359.00 |
1,405.75 |
|
S4 |
1,300.75 |
1,317.00 |
1,394.25 |
|
|
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 |
3.0% |
17.25 |
1.2% |
16% |
False |
False |
1,441 |
10 |
1,452.50 |
1,410.50 |
42.00 |
3.0% |
15.75 |
1.1% |
16% |
False |
False |
1,341 |
20 |
1,459.00 |
1,410.50 |
48.50 |
3.4% |
15.25 |
1.1% |
14% |
False |
False |
1,887 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
13.00 |
0.9% |
45% |
False |
False |
1,160 |
60 |
1,461.00 |
1,338.25 |
122.75 |
8.7% |
12.00 |
0.8% |
64% |
False |
False |
826 |
80 |
1,461.00 |
1,295.00 |
166.00 |
11.7% |
11.75 |
0.8% |
74% |
False |
False |
647 |
100 |
1,461.00 |
1,246.50 |
214.50 |
15.1% |
11.00 |
0.8% |
80% |
False |
False |
525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,566.50 |
2.618 |
1,520.00 |
1.618 |
1,491.50 |
1.000 |
1,474.00 |
0.618 |
1,463.00 |
HIGH |
1,445.50 |
0.618 |
1,434.50 |
0.500 |
1,431.25 |
0.382 |
1,428.00 |
LOW |
1,417.00 |
0.618 |
1,399.50 |
1.000 |
1,388.50 |
1.618 |
1,371.00 |
2.618 |
1,342.50 |
4.250 |
1,296.00 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,431.25 |
1,434.75 |
PP |
1,426.50 |
1,429.00 |
S1 |
1,422.00 |
1,423.00 |
|