Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,424.25 |
1,400.00 |
-24.25 |
-1.7% |
1,416.50 |
High |
1,425.50 |
1,407.50 |
-18.00 |
-1.3% |
1,452.50 |
Low |
1,395.75 |
1,395.25 |
-0.50 |
0.0% |
1,410.50 |
Close |
1,400.00 |
1,398.50 |
-1.50 |
-0.1% |
1,417.25 |
Range |
29.75 |
12.25 |
-17.50 |
-58.8% |
42.00 |
ATR |
15.82 |
15.56 |
-0.25 |
-1.6% |
0.00 |
Volume |
1,749 |
846 |
-903 |
-51.6% |
7,209 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.25 |
1,430.00 |
1,405.25 |
|
R3 |
1,425.00 |
1,417.75 |
1,401.75 |
|
R2 |
1,412.75 |
1,412.75 |
1,400.75 |
|
R1 |
1,405.50 |
1,405.50 |
1,399.50 |
1,403.00 |
PP |
1,400.50 |
1,400.50 |
1,400.50 |
1,399.00 |
S1 |
1,393.25 |
1,393.25 |
1,397.50 |
1,390.75 |
S2 |
1,388.25 |
1,388.25 |
1,396.25 |
|
S3 |
1,376.00 |
1,381.00 |
1,395.25 |
|
S4 |
1,363.75 |
1,368.75 |
1,391.75 |
|
|
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 |
1,395.25 |
57.25 |
4.1% |
19.25 |
1.4% |
6% |
False |
True |
1,371 |
10 |
1,452.50 |
1,395.25 |
57.25 |
4.1% |
17.25 |
1.2% |
6% |
False |
True |
1,274 |
20 |
1,459.00 |
1,395.25 |
63.75 |
4.6% |
15.75 |
1.1% |
5% |
False |
True |
1,962 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
13.75 |
1.0% |
21% |
False |
False |
1,238 |
60 |
1,461.00 |
1,338.25 |
122.75 |
8.8% |
12.00 |
0.9% |
49% |
False |
False |
880 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
11.75 |
0.8% |
58% |
False |
False |
692 |
100 |
1,461.00 |
1,265.50 |
195.50 |
14.0% |
11.50 |
0.8% |
68% |
False |
False |
562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,459.50 |
2.618 |
1,439.50 |
1.618 |
1,427.25 |
1.000 |
1,419.75 |
0.618 |
1,415.00 |
HIGH |
1,407.50 |
0.618 |
1,402.75 |
0.500 |
1,401.50 |
0.382 |
1,400.00 |
LOW |
1,395.25 |
0.618 |
1,387.75 |
1.000 |
1,383.00 |
1.618 |
1,375.50 |
2.618 |
1,363.25 |
4.250 |
1,343.25 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.50 |
1,410.50 |
PP |
1,400.50 |
1,406.50 |
S1 |
1,399.50 |
1,402.50 |
|