Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,400.00 |
1,400.00 |
0.00 |
0.0% |
1,416.50 |
High |
1,407.50 |
1,409.75 |
2.25 |
0.2% |
1,452.50 |
Low |
1,395.25 |
1,393.25 |
-2.00 |
-0.1% |
1,410.50 |
Close |
1,398.50 |
1,401.50 |
3.00 |
0.2% |
1,417.25 |
Range |
12.25 |
16.50 |
4.25 |
34.7% |
42.00 |
ATR |
15.56 |
15.63 |
0.07 |
0.4% |
0.00 |
Volume |
846 |
944 |
98 |
11.6% |
7,209 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.00 |
1,442.75 |
1,410.50 |
|
R3 |
1,434.50 |
1,426.25 |
1,406.00 |
|
R2 |
1,418.00 |
1,418.00 |
1,404.50 |
|
R1 |
1,409.75 |
1,409.75 |
1,403.00 |
1,414.00 |
PP |
1,401.50 |
1,401.50 |
1,401.50 |
1,403.50 |
S1 |
1,393.25 |
1,393.25 |
1,400.00 |
1,397.50 |
S2 |
1,385.00 |
1,385.00 |
1,398.50 |
|
S3 |
1,368.50 |
1,376.75 |
1,397.00 |
|
S4 |
1,352.00 |
1,360.25 |
1,392.50 |
|
|
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 |
1,445.50 |
1,393.25 |
52.25 |
3.7% |
20.25 |
1.4% |
16% |
False |
True |
1,386 |
10 |
1,452.50 |
1,393.25 |
59.25 |
4.2% |
17.25 |
1.2% |
14% |
False |
True |
1,279 |
20 |
1,459.00 |
1,393.25 |
65.75 |
4.7% |
16.00 |
1.1% |
13% |
False |
True |
1,955 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
14.00 |
1.0% |
25% |
False |
False |
1,261 |
60 |
1,461.00 |
1,338.25 |
122.75 |
8.8% |
12.25 |
0.9% |
52% |
False |
False |
892 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
12.00 |
0.9% |
60% |
False |
False |
704 |
100 |
1,461.00 |
1,272.00 |
189.00 |
13.5% |
11.50 |
0.8% |
69% |
False |
False |
571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.00 |
2.618 |
1,453.00 |
1.618 |
1,436.50 |
1.000 |
1,426.25 |
0.618 |
1,420.00 |
HIGH |
1,409.75 |
0.618 |
1,403.50 |
0.500 |
1,401.50 |
0.382 |
1,399.50 |
LOW |
1,393.25 |
0.618 |
1,383.00 |
1.000 |
1,376.75 |
1.618 |
1,366.50 |
2.618 |
1,350.00 |
4.250 |
1,323.00 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.50 |
1,409.50 |
PP |
1,401.50 |
1,406.75 |
S1 |
1,401.50 |
1,404.00 |
|