Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
2,765.75 |
2,771.00 |
5.25 |
0.2% |
2,806.25 |
High |
2,778.75 |
2,774.00 |
-4.75 |
-0.2% |
2,808.00 |
Low |
2,753.50 |
2,727.50 |
-26.00 |
-0.9% |
2,707.25 |
Close |
2,770.50 |
2,732.75 |
-37.75 |
-1.4% |
2,710.00 |
Range |
25.25 |
46.50 |
21.25 |
84.2% |
100.75 |
ATR |
33.21 |
34.16 |
0.95 |
2.9% |
0.00 |
Volume |
228,333 |
332,954 |
104,621 |
45.8% |
1,240,088 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,884.25 |
2,855.00 |
2,758.25 |
|
R3 |
2,837.75 |
2,808.50 |
2,745.50 |
|
R2 |
2,791.25 |
2,791.25 |
2,741.25 |
|
R1 |
2,762.00 |
2,762.00 |
2,737.00 |
2,753.50 |
PP |
2,744.75 |
2,744.75 |
2,744.75 |
2,740.50 |
S1 |
2,715.50 |
2,715.50 |
2,728.50 |
2,707.00 |
S2 |
2,698.25 |
2,698.25 |
2,724.25 |
|
S3 |
2,651.75 |
2,669.00 |
2,720.00 |
|
S4 |
2,605.25 |
2,622.50 |
2,707.25 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,044.00 |
2,977.75 |
2,765.50 |
|
R3 |
2,943.25 |
2,877.00 |
2,737.75 |
|
R2 |
2,842.50 |
2,842.50 |
2,728.50 |
|
R1 |
2,776.25 |
2,776.25 |
2,719.25 |
2,759.00 |
PP |
2,741.75 |
2,741.75 |
2,741.75 |
2,733.00 |
S1 |
2,675.50 |
2,675.50 |
2,700.75 |
2,658.25 |
S2 |
2,641.00 |
2,641.00 |
2,691.50 |
|
S3 |
2,540.25 |
2,574.75 |
2,682.25 |
|
S4 |
2,439.50 |
2,474.00 |
2,654.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,778.75 |
2,705.00 |
73.75 |
2.7% |
34.25 |
1.3% |
38% |
False |
False |
244,501 |
10 |
2,840.75 |
2,705.00 |
135.75 |
5.0% |
36.25 |
1.3% |
20% |
False |
False |
246,429 |
20 |
2,871.75 |
2,705.00 |
166.75 |
6.1% |
36.00 |
1.3% |
17% |
False |
False |
233,603 |
40 |
2,871.75 |
2,705.00 |
166.75 |
6.1% |
32.50 |
1.2% |
17% |
False |
False |
152,364 |
60 |
2,871.75 |
2,538.75 |
333.00 |
12.2% |
29.50 |
1.1% |
58% |
False |
False |
101,592 |
80 |
2,871.75 |
2,506.00 |
365.75 |
13.4% |
29.75 |
1.1% |
62% |
False |
False |
76,200 |
100 |
2,871.75 |
2,442.50 |
429.25 |
15.7% |
27.00 |
1.0% |
68% |
False |
False |
60,961 |
120 |
2,871.75 |
2,442.50 |
429.25 |
15.7% |
24.75 |
0.9% |
68% |
False |
False |
50,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,971.50 |
2.618 |
2,895.75 |
1.618 |
2,849.25 |
1.000 |
2,820.50 |
0.618 |
2,802.75 |
HIGH |
2,774.00 |
0.618 |
2,756.25 |
0.500 |
2,750.75 |
0.382 |
2,745.25 |
LOW |
2,727.50 |
0.618 |
2,698.75 |
1.000 |
2,681.00 |
1.618 |
2,652.25 |
2.618 |
2,605.75 |
4.250 |
2,530.00 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
2,750.75 |
2,753.00 |
PP |
2,744.75 |
2,746.25 |
S1 |
2,738.75 |
2,739.50 |
|