Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,346.28 |
13,325.62 |
-20.66 |
-0.2% |
13,610.38 |
High |
13,428.49 |
13,401.32 |
-27.17 |
-0.2% |
13,610.38 |
Low |
13,326.12 |
13,296.43 |
-29.69 |
-0.2% |
13,296.43 |
Close |
13,326.39 |
13,328.85 |
2.46 |
0.0% |
13,328.85 |
Range |
102.37 |
104.89 |
2.52 |
2.5% |
313.95 |
ATR |
109.19 |
108.88 |
-0.31 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,656.87 |
13,597.75 |
13,386.54 |
|
R3 |
13,551.98 |
13,492.86 |
13,357.69 |
|
R2 |
13,447.09 |
13,447.09 |
13,348.08 |
|
R1 |
13,387.97 |
13,387.97 |
13,338.46 |
13,417.53 |
PP |
13,342.20 |
13,342.20 |
13,342.20 |
13,356.98 |
S1 |
13,283.08 |
13,283.08 |
13,319.24 |
13,312.64 |
S2 |
13,237.31 |
13,237.31 |
13,309.62 |
|
S3 |
13,132.42 |
13,178.19 |
13,300.01 |
|
S4 |
13,027.53 |
13,073.30 |
13,271.16 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,353.74 |
14,155.24 |
13,501.52 |
|
R3 |
14,039.79 |
13,841.29 |
13,415.19 |
|
R2 |
13,725.84 |
13,725.84 |
13,386.41 |
|
R1 |
13,527.34 |
13,527.34 |
13,357.63 |
13,469.62 |
PP |
13,411.89 |
13,411.89 |
13,411.89 |
13,383.02 |
S1 |
13,213.39 |
13,213.39 |
13,300.07 |
13,155.67 |
S2 |
13,097.94 |
13,097.94 |
13,271.29 |
|
S3 |
12,783.99 |
12,899.44 |
13,242.51 |
|
S4 |
12,470.04 |
12,585.49 |
13,156.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,610.38 |
13,296.43 |
313.95 |
2.4% |
107.16 |
0.8% |
10% |
False |
True |
|
10 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
112.79 |
0.8% |
9% |
False |
True |
|
20 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
102.32 |
0.8% |
9% |
False |
True |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
104.66 |
0.8% |
51% |
False |
False |
|
60 |
13,661.87 |
12,521.84 |
1,140.03 |
8.6% |
114.93 |
0.9% |
71% |
False |
False |
|
80 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
124.77 |
0.9% |
73% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
132.34 |
1.0% |
80% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
132.40 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,847.10 |
2.618 |
13,675.92 |
1.618 |
13,571.03 |
1.000 |
13,506.21 |
0.618 |
13,466.14 |
HIGH |
13,401.32 |
0.618 |
13,361.25 |
0.500 |
13,348.88 |
0.382 |
13,336.50 |
LOW |
13,296.43 |
0.618 |
13,231.61 |
1.000 |
13,191.54 |
1.618 |
13,126.72 |
2.618 |
13,021.83 |
4.250 |
12,850.65 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,348.88 |
13,387.63 |
PP |
13,342.20 |
13,368.04 |
S1 |
13,335.53 |
13,348.44 |
|