Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
145.82 |
145.55 |
-0.27 |
-0.2% |
143.23 |
High |
146.52 |
145.56 |
-0.96 |
-0.7% |
146.52 |
Low |
145.33 |
143.05 |
-2.28 |
-1.6% |
142.77 |
Close |
145.82 |
143.39 |
-2.43 |
-1.7% |
143.39 |
Range |
1.19 |
2.51 |
1.32 |
110.9% |
3.75 |
ATR |
1.28 |
1.39 |
0.11 |
8.3% |
0.00 |
Volume |
148,108,406 |
185,645,094 |
37,536,688 |
25.3% |
679,091,898 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.53 |
149.97 |
144.77 |
|
R3 |
149.02 |
147.46 |
144.08 |
|
R2 |
146.51 |
146.51 |
143.85 |
|
R1 |
144.95 |
144.95 |
143.62 |
144.48 |
PP |
144.00 |
144.00 |
144.00 |
143.76 |
S1 |
142.44 |
142.44 |
143.16 |
141.97 |
S2 |
141.49 |
141.49 |
142.93 |
|
S3 |
138.98 |
139.93 |
142.70 |
|
S4 |
136.47 |
137.42 |
142.01 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.48 |
153.18 |
145.45 |
|
R3 |
151.73 |
149.43 |
144.42 |
|
R2 |
147.98 |
147.98 |
144.08 |
|
R1 |
145.68 |
145.68 |
143.73 |
146.83 |
PP |
144.23 |
144.23 |
144.23 |
144.80 |
S1 |
141.93 |
141.93 |
143.05 |
143.08 |
S2 |
140.48 |
140.48 |
142.70 |
|
S3 |
136.73 |
138.18 |
142.36 |
|
S4 |
132.98 |
134.43 |
141.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.52 |
142.77 |
3.75 |
2.6% |
1.41 |
1.0% |
17% |
False |
False |
135,818,379 |
10 |
146.52 |
142.58 |
3.94 |
2.7% |
1.31 |
0.9% |
21% |
False |
False |
127,841,079 |
20 |
147.16 |
142.58 |
4.58 |
3.2% |
1.33 |
0.9% |
18% |
False |
False |
126,802,801 |
40 |
148.11 |
140.13 |
7.98 |
5.6% |
1.21 |
0.8% |
41% |
False |
False |
121,180,257 |
60 |
148.11 |
135.58 |
12.53 |
8.7% |
1.21 |
0.8% |
62% |
False |
False |
119,428,566 |
80 |
148.11 |
131.28 |
16.83 |
11.7% |
1.27 |
0.9% |
72% |
False |
False |
124,362,006 |
100 |
148.11 |
127.14 |
20.97 |
14.6% |
1.40 |
1.0% |
77% |
False |
False |
134,060,492 |
120 |
148.11 |
127.14 |
20.97 |
14.6% |
1.46 |
1.0% |
77% |
False |
False |
142,270,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.23 |
2.618 |
152.13 |
1.618 |
149.62 |
1.000 |
148.07 |
0.618 |
147.11 |
HIGH |
145.56 |
0.618 |
144.60 |
0.500 |
144.31 |
0.382 |
144.01 |
LOW |
143.05 |
0.618 |
141.50 |
1.000 |
140.54 |
1.618 |
138.99 |
2.618 |
136.48 |
4.250 |
132.38 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
144.31 |
144.79 |
PP |
144.00 |
144.32 |
S1 |
143.70 |
143.86 |
|