Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,344.28 |
13,344.90 |
0.62 |
0.0% |
13,329.54 |
High |
13,368.55 |
13,344.90 |
-23.65 |
-0.2% |
13,588.73 |
Low |
13,235.15 |
13,083.28 |
-151.87 |
-1.1% |
13,312.22 |
Close |
13,345.89 |
13,102.53 |
-243.36 |
-1.8% |
13,343.51 |
Range |
133.40 |
261.62 |
128.22 |
96.1% |
276.51 |
ATR |
117.67 |
128.03 |
10.35 |
8.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,961.76 |
13,793.77 |
13,246.42 |
|
R3 |
13,700.14 |
13,532.15 |
13,174.48 |
|
R2 |
13,438.52 |
13,438.52 |
13,150.49 |
|
R1 |
13,270.53 |
13,270.53 |
13,126.51 |
13,223.72 |
PP |
13,176.90 |
13,176.90 |
13,176.90 |
13,153.50 |
S1 |
13,008.91 |
13,008.91 |
13,078.55 |
12,962.10 |
S2 |
12,915.28 |
12,915.28 |
13,054.57 |
|
S3 |
12,653.66 |
12,747.29 |
13,030.58 |
|
S4 |
12,392.04 |
12,485.67 |
12,958.64 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,244.35 |
14,070.44 |
13,495.59 |
|
R3 |
13,967.84 |
13,793.93 |
13,419.55 |
|
R2 |
13,691.33 |
13,691.33 |
13,394.20 |
|
R1 |
13,517.42 |
13,517.42 |
13,368.86 |
13,604.38 |
PP |
13,414.82 |
13,414.82 |
13,414.82 |
13,458.30 |
S1 |
13,240.91 |
13,240.91 |
13,318.16 |
13,327.87 |
S2 |
13,138.31 |
13,138.31 |
13,292.82 |
|
S3 |
12,861.80 |
12,964.40 |
13,267.47 |
|
S4 |
12,585.29 |
12,687.89 |
13,191.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,588.73 |
13,083.28 |
505.45 |
3.9% |
159.77 |
1.2% |
4% |
False |
True |
|
10 |
13,588.73 |
13,083.28 |
505.45 |
3.9% |
140.17 |
1.1% |
4% |
False |
True |
|
20 |
13,661.87 |
13,083.28 |
578.59 |
4.4% |
123.72 |
0.9% |
3% |
False |
True |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
114.60 |
0.9% |
18% |
False |
False |
|
60 |
13,661.87 |
12,778.90 |
882.97 |
6.7% |
111.34 |
0.8% |
37% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
121.97 |
0.9% |
52% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
130.52 |
1.0% |
66% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
134.85 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,456.79 |
2.618 |
14,029.82 |
1.618 |
13,768.20 |
1.000 |
13,606.52 |
0.618 |
13,506.58 |
HIGH |
13,344.90 |
0.618 |
13,244.96 |
0.500 |
13,214.09 |
0.382 |
13,183.22 |
LOW |
13,083.28 |
0.618 |
12,921.60 |
1.000 |
12,821.66 |
1.618 |
12,659.98 |
2.618 |
12,398.36 |
4.250 |
11,971.40 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,214.09 |
13,314.39 |
PP |
13,176.90 |
13,243.77 |
S1 |
13,139.72 |
13,173.15 |
|