Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,344.90 |
13,103.53 |
-241.37 |
-1.8% |
13,329.54 |
High |
13,344.90 |
13,155.21 |
-189.69 |
-1.4% |
13,588.73 |
Low |
13,083.28 |
13,063.63 |
-19.65 |
-0.2% |
13,312.22 |
Close |
13,102.53 |
13,077.34 |
-25.19 |
-0.2% |
13,343.51 |
Range |
261.62 |
91.58 |
-170.04 |
-65.0% |
276.51 |
ATR |
128.03 |
125.42 |
-2.60 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,373.47 |
13,316.98 |
13,127.71 |
|
R3 |
13,281.89 |
13,225.40 |
13,102.52 |
|
R2 |
13,190.31 |
13,190.31 |
13,094.13 |
|
R1 |
13,133.82 |
13,133.82 |
13,085.73 |
13,116.28 |
PP |
13,098.73 |
13,098.73 |
13,098.73 |
13,089.95 |
S1 |
13,042.24 |
13,042.24 |
13,068.95 |
13,024.70 |
S2 |
13,007.15 |
13,007.15 |
13,060.55 |
|
S3 |
12,915.57 |
12,950.66 |
13,052.16 |
|
S4 |
12,823.99 |
12,859.08 |
13,026.97 |
|
|
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 |
13,063.63 |
525.10 |
4.0% |
159.53 |
1.2% |
3% |
False |
True |
|
10 |
13,588.73 |
13,063.63 |
525.10 |
4.0% |
134.20 |
1.0% |
3% |
False |
True |
|
20 |
13,661.87 |
13,063.63 |
598.24 |
4.6% |
124.62 |
1.0% |
2% |
False |
True |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
115.24 |
0.9% |
15% |
False |
False |
|
60 |
13,661.87 |
12,778.90 |
882.97 |
6.8% |
111.60 |
0.9% |
34% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
121.78 |
0.9% |
50% |
False |
False |
|
100 |
13,661.87 |
12,072.17 |
1,589.70 |
12.2% |
130.35 |
1.0% |
63% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
134.09 |
1.0% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,544.43 |
2.618 |
13,394.97 |
1.618 |
13,303.39 |
1.000 |
13,246.79 |
0.618 |
13,211.81 |
HIGH |
13,155.21 |
0.618 |
13,120.23 |
0.500 |
13,109.42 |
0.382 |
13,098.61 |
LOW |
13,063.63 |
0.618 |
13,007.03 |
1.000 |
12,972.05 |
1.618 |
12,915.45 |
2.618 |
12,823.87 |
4.250 |
12,674.42 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,109.42 |
13,216.09 |
PP |
13,098.73 |
13,169.84 |
S1 |
13,088.03 |
13,123.59 |
|