Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,419.00 |
1,424.25 |
5.25 |
0.4% |
1,416.50 |
High |
1,424.25 |
1,425.50 |
1.25 |
0.1% |
1,452.50 |
Low |
1,410.00 |
1,395.75 |
-14.25 |
-1.0% |
1,410.50 |
Close |
1,423.25 |
1,400.00 |
-23.25 |
-1.6% |
1,417.25 |
Range |
14.25 |
29.75 |
15.50 |
108.8% |
42.00 |
ATR |
14.75 |
15.82 |
1.07 |
7.3% |
0.00 |
Volume |
1,157 |
1,749 |
592 |
51.2% |
7,209 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.25 |
1,478.00 |
1,416.25 |
|
R3 |
1,466.50 |
1,448.25 |
1,408.25 |
|
R2 |
1,436.75 |
1,436.75 |
1,405.50 |
|
R1 |
1,418.50 |
1,418.50 |
1,402.75 |
1,412.75 |
PP |
1,407.00 |
1,407.00 |
1,407.00 |
1,404.25 |
S1 |
1,388.75 |
1,388.75 |
1,397.25 |
1,383.00 |
S2 |
1,377.25 |
1,377.25 |
1,394.50 |
|
S3 |
1,347.50 |
1,359.00 |
1,391.75 |
|
S4 |
1,317.75 |
1,329.25 |
1,383.75 |
|
|
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 |
1,395.75 |
56.75 |
4.1% |
19.00 |
1.4% |
7% |
False |
True |
1,383 |
10 |
1,452.50 |
1,395.75 |
56.75 |
4.1% |
17.25 |
1.2% |
7% |
False |
True |
1,419 |
20 |
1,459.00 |
1,395.75 |
63.25 |
4.5% |
16.00 |
1.1% |
7% |
False |
True |
1,972 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
13.75 |
1.0% |
23% |
False |
False |
1,218 |
60 |
1,461.00 |
1,338.25 |
122.75 |
8.8% |
12.00 |
0.9% |
50% |
False |
False |
867 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
11.75 |
0.8% |
59% |
False |
False |
683 |
100 |
1,461.00 |
1,246.50 |
214.50 |
15.3% |
11.25 |
0.8% |
72% |
False |
False |
554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.00 |
2.618 |
1,503.50 |
1.618 |
1,473.75 |
1.000 |
1,455.25 |
0.618 |
1,444.00 |
HIGH |
1,425.50 |
0.618 |
1,414.25 |
0.500 |
1,410.50 |
0.382 |
1,407.00 |
LOW |
1,395.75 |
0.618 |
1,377.25 |
1.000 |
1,366.00 |
1.618 |
1,347.50 |
2.618 |
1,317.75 |
4.250 |
1,269.25 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,410.50 |
1,420.50 |
PP |
1,407.00 |
1,413.75 |
S1 |
1,403.50 |
1,407.00 |
|