Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,444.50 |
1,419.00 |
-25.50 |
-1.8% |
1,416.50 |
High |
1,445.50 |
1,424.25 |
-21.25 |
-1.5% |
1,452.50 |
Low |
1,417.00 |
1,410.00 |
-7.00 |
-0.5% |
1,410.50 |
Close |
1,417.25 |
1,423.25 |
6.00 |
0.4% |
1,417.25 |
Range |
28.50 |
14.25 |
-14.25 |
-50.0% |
42.00 |
ATR |
14.78 |
14.75 |
-0.04 |
-0.3% |
0.00 |
Volume |
2,238 |
1,157 |
-1,081 |
-48.3% |
7,209 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.00 |
1,456.75 |
1,431.00 |
|
R3 |
1,447.75 |
1,442.50 |
1,427.25 |
|
R2 |
1,433.50 |
1,433.50 |
1,425.75 |
|
R1 |
1,428.25 |
1,428.25 |
1,424.50 |
1,431.00 |
PP |
1,419.25 |
1,419.25 |
1,419.25 |
1,420.50 |
S1 |
1,414.00 |
1,414.00 |
1,422.00 |
1,416.50 |
S2 |
1,405.00 |
1,405.00 |
1,420.75 |
|
S3 |
1,390.75 |
1,399.75 |
1,419.25 |
|
S4 |
1,376.50 |
1,385.50 |
1,415.50 |
|
|
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 |
1,410.00 |
42.50 |
3.0% |
16.25 |
1.1% |
31% |
False |
True |
1,347 |
10 |
1,452.50 |
1,410.00 |
42.50 |
3.0% |
16.25 |
1.1% |
31% |
False |
True |
1,366 |
20 |
1,459.00 |
1,410.00 |
49.00 |
3.4% |
15.50 |
1.1% |
27% |
False |
True |
1,915 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
13.00 |
0.9% |
52% |
False |
False |
1,189 |
60 |
1,461.00 |
1,338.25 |
122.75 |
8.6% |
11.75 |
0.8% |
69% |
False |
False |
844 |
80 |
1,461.00 |
1,303.00 |
158.00 |
11.1% |
11.75 |
0.8% |
76% |
False |
False |
662 |
100 |
1,461.00 |
1,246.50 |
214.50 |
15.1% |
11.25 |
0.8% |
82% |
False |
False |
536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.75 |
2.618 |
1,461.50 |
1.618 |
1,447.25 |
1.000 |
1,438.50 |
0.618 |
1,433.00 |
HIGH |
1,424.25 |
0.618 |
1,418.75 |
0.500 |
1,417.00 |
0.382 |
1,415.50 |
LOW |
1,410.00 |
0.618 |
1,401.25 |
1.000 |
1,395.75 |
1.618 |
1,387.00 |
2.618 |
1,372.75 |
4.250 |
1,349.50 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,421.25 |
1,431.25 |
PP |
1,419.25 |
1,428.50 |
S1 |
1,417.00 |
1,426.00 |
|