Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1,400.00 |
1,402.00 |
2.00 |
0.1% |
1,419.00 |
High |
1,409.75 |
1,405.25 |
-4.50 |
-0.3% |
1,425.50 |
Low |
1,393.25 |
1,388.75 |
-4.50 |
-0.3% |
1,388.75 |
Close |
1,401.50 |
1,400.75 |
-0.75 |
-0.1% |
1,400.75 |
Range |
16.50 |
16.50 |
0.00 |
0.0% |
36.75 |
ATR |
15.63 |
15.69 |
0.06 |
0.4% |
0.00 |
Volume |
944 |
1,053 |
109 |
11.5% |
5,749 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.75 |
1,440.75 |
1,409.75 |
|
R3 |
1,431.25 |
1,424.25 |
1,405.25 |
|
R2 |
1,414.75 |
1,414.75 |
1,403.75 |
|
R1 |
1,407.75 |
1,407.75 |
1,402.25 |
1,403.00 |
PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,396.00 |
S1 |
1,391.25 |
1,391.25 |
1,399.25 |
1,386.50 |
S2 |
1,381.75 |
1,381.75 |
1,397.75 |
|
S3 |
1,365.25 |
1,374.75 |
1,396.25 |
|
S4 |
1,348.75 |
1,358.25 |
1,391.75 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.25 |
1,494.75 |
1,421.00 |
|
R3 |
1,478.50 |
1,458.00 |
1,410.75 |
|
R2 |
1,441.75 |
1,441.75 |
1,407.50 |
|
R1 |
1,421.25 |
1,421.25 |
1,404.00 |
1,413.00 |
PP |
1,405.00 |
1,405.00 |
1,405.00 |
1,401.00 |
S1 |
1,384.50 |
1,384.50 |
1,397.50 |
1,376.50 |
S2 |
1,368.25 |
1,368.25 |
1,394.00 |
|
S3 |
1,331.50 |
1,347.75 |
1,390.75 |
|
S4 |
1,294.75 |
1,311.00 |
1,380.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,425.50 |
1,388.75 |
36.75 |
2.6% |
17.75 |
1.3% |
33% |
False |
True |
1,149 |
10 |
1,452.50 |
1,388.75 |
63.75 |
4.6% |
17.50 |
1.2% |
19% |
False |
True |
1,295 |
20 |
1,459.00 |
1,388.75 |
70.25 |
5.0% |
16.00 |
1.1% |
17% |
False |
True |
1,809 |
40 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
14.25 |
1.0% |
24% |
False |
False |
1,286 |
60 |
1,461.00 |
1,354.75 |
106.25 |
7.6% |
12.25 |
0.9% |
43% |
False |
False |
908 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
12.00 |
0.9% |
59% |
False |
False |
717 |
100 |
1,461.00 |
1,287.50 |
173.50 |
12.4% |
11.50 |
0.8% |
65% |
False |
False |
582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,475.50 |
2.618 |
1,448.50 |
1.618 |
1,432.00 |
1.000 |
1,421.75 |
0.618 |
1,415.50 |
HIGH |
1,405.25 |
0.618 |
1,399.00 |
0.500 |
1,397.00 |
0.382 |
1,395.00 |
LOW |
1,388.75 |
0.618 |
1,378.50 |
1.000 |
1,372.25 |
1.618 |
1,362.00 |
2.618 |
1,345.50 |
4.250 |
1,318.50 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1,399.50 |
1,400.25 |
PP |
1,398.25 |
1,399.75 |
S1 |
1,397.00 |
1,399.25 |
|