Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,079.64 |
13,104.22 |
24.58 |
0.2% |
13,344.28 |
High |
13,164.52 |
13,151.72 |
-12.80 |
-0.1% |
13,368.55 |
Low |
13,039.86 |
13,040.17 |
0.31 |
0.0% |
13,039.86 |
Close |
13,103.68 |
13,107.21 |
3.53 |
0.0% |
13,107.21 |
Range |
124.66 |
111.55 |
-13.11 |
-10.5% |
328.69 |
ATR |
125.37 |
124.38 |
-0.99 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,434.35 |
13,382.33 |
13,168.56 |
|
R3 |
13,322.80 |
13,270.78 |
13,137.89 |
|
R2 |
13,211.25 |
13,211.25 |
13,127.66 |
|
R1 |
13,159.23 |
13,159.23 |
13,117.44 |
13,185.24 |
PP |
13,099.70 |
13,099.70 |
13,099.70 |
13,112.71 |
S1 |
13,047.68 |
13,047.68 |
13,096.98 |
13,073.69 |
S2 |
12,988.15 |
12,988.15 |
13,086.76 |
|
S3 |
12,876.60 |
12,936.13 |
13,076.53 |
|
S4 |
12,765.05 |
12,824.58 |
13,045.86 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,157.94 |
13,961.27 |
13,287.99 |
|
R3 |
13,829.25 |
13,632.58 |
13,197.60 |
|
R2 |
13,500.56 |
13,500.56 |
13,167.47 |
|
R1 |
13,303.89 |
13,303.89 |
13,137.34 |
13,237.88 |
PP |
13,171.87 |
13,171.87 |
13,171.87 |
13,138.87 |
S1 |
12,975.20 |
12,975.20 |
13,077.08 |
12,909.19 |
S2 |
12,843.18 |
12,843.18 |
13,046.95 |
|
S3 |
12,514.49 |
12,646.51 |
13,016.82 |
|
S4 |
12,185.80 |
12,317.82 |
12,926.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,368.55 |
13,039.86 |
328.69 |
2.5% |
144.56 |
1.1% |
20% |
False |
False |
|
10 |
13,588.73 |
13,039.86 |
548.87 |
4.2% |
137.10 |
1.0% |
12% |
False |
False |
|
20 |
13,661.87 |
13,039.86 |
622.01 |
4.7% |
124.95 |
1.0% |
11% |
False |
False |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
116.49 |
0.9% |
19% |
False |
False |
|
60 |
13,661.87 |
12,884.82 |
777.05 |
5.9% |
110.29 |
0.8% |
29% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
122.11 |
0.9% |
53% |
False |
False |
|
100 |
13,661.87 |
12,398.44 |
1,263.43 |
9.6% |
129.06 |
1.0% |
56% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
133.81 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,625.81 |
2.618 |
13,443.76 |
1.618 |
13,332.21 |
1.000 |
13,263.27 |
0.618 |
13,220.66 |
HIGH |
13,151.72 |
0.618 |
13,109.11 |
0.500 |
13,095.95 |
0.382 |
13,082.78 |
LOW |
13,040.17 |
0.618 |
12,971.23 |
1.000 |
12,928.62 |
1.618 |
12,859.68 |
2.618 |
12,748.13 |
4.250 |
12,566.08 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,103.46 |
13,105.54 |
PP |
13,099.70 |
13,103.86 |
S1 |
13,095.95 |
13,102.19 |
|