Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,107.21 |
13,107.44 |
0.23 |
0.0% |
13,344.28 |
High |
13,107.21 |
13,189.08 |
81.87 |
0.6% |
13,368.55 |
Low |
13,107.21 |
13,052.07 |
-55.14 |
-0.4% |
13,039.86 |
Close |
13,107.21 |
13,096.46 |
-10.75 |
-0.1% |
13,107.21 |
Range |
0.00 |
137.01 |
137.01 |
|
328.69 |
ATR |
115.50 |
117.03 |
1.54 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,523.57 |
13,447.02 |
13,171.82 |
|
R3 |
13,386.56 |
13,310.01 |
13,134.14 |
|
R2 |
13,249.55 |
13,249.55 |
13,121.58 |
|
R1 |
13,173.00 |
13,173.00 |
13,109.02 |
13,142.77 |
PP |
13,112.54 |
13,112.54 |
13,112.54 |
13,097.42 |
S1 |
13,035.99 |
13,035.99 |
13,083.90 |
13,005.76 |
S2 |
12,975.53 |
12,975.53 |
13,071.34 |
|
S3 |
12,838.52 |
12,898.98 |
13,058.78 |
|
S4 |
12,701.51 |
12,761.97 |
13,021.10 |
|
|
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 |
13,189.08 |
13,039.86 |
149.22 |
1.1% |
92.96 |
0.7% |
38% |
True |
False |
|
10 |
13,588.73 |
13,039.86 |
548.87 |
4.2% |
126.36 |
1.0% |
10% |
False |
False |
|
20 |
13,661.87 |
13,039.86 |
622.01 |
4.7% |
116.66 |
0.9% |
9% |
False |
False |
|
40 |
13,661.87 |
13,018.74 |
643.13 |
4.9% |
113.30 |
0.9% |
12% |
False |
False |
|
60 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
106.98 |
0.8% |
17% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
120.42 |
0.9% |
52% |
False |
False |
|
100 |
13,661.87 |
12,398.48 |
1,263.39 |
9.6% |
127.48 |
1.0% |
55% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
132.58 |
1.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,771.37 |
2.618 |
13,547.77 |
1.618 |
13,410.76 |
1.000 |
13,326.09 |
0.618 |
13,273.75 |
HIGH |
13,189.08 |
0.618 |
13,136.74 |
0.500 |
13,120.58 |
0.382 |
13,104.41 |
LOW |
13,052.07 |
0.618 |
12,967.40 |
1.000 |
12,915.06 |
1.618 |
12,830.39 |
2.618 |
12,693.38 |
4.250 |
12,469.78 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,120.58 |
13,114.63 |
PP |
13,112.54 |
13,108.57 |
S1 |
13,104.50 |
13,102.52 |
|