Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,615 |
8,560 |
-55 |
-0.6% |
8,910 |
High |
8,615 |
8,670 |
55 |
0.6% |
8,915 |
Low |
8,535 |
8,505 |
-30 |
-0.4% |
8,525 |
Close |
8,555 |
8,655 |
100 |
1.2% |
8,555 |
Range |
80 |
165 |
85 |
106.3% |
390 |
ATR |
121 |
124 |
3 |
2.6% |
0 |
Volume |
2,557 |
4,086 |
1,529 |
59.8% |
16,424 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,105 |
9,045 |
8,746 |
|
R3 |
8,940 |
8,880 |
8,701 |
|
R2 |
8,775 |
8,775 |
8,685 |
|
R1 |
8,715 |
8,715 |
8,670 |
8,745 |
PP |
8,610 |
8,610 |
8,610 |
8,625 |
S1 |
8,550 |
8,550 |
8,640 |
8,580 |
S2 |
8,445 |
8,445 |
8,625 |
|
S3 |
8,280 |
8,385 |
8,610 |
|
S4 |
8,115 |
8,220 |
8,564 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,835 |
9,585 |
8,770 |
|
R3 |
9,445 |
9,195 |
8,662 |
|
R2 |
9,055 |
9,055 |
8,627 |
|
R1 |
8,805 |
8,805 |
8,591 |
8,735 |
PP |
8,665 |
8,665 |
8,665 |
8,630 |
S1 |
8,415 |
8,415 |
8,519 |
8,345 |
S2 |
8,275 |
8,275 |
8,484 |
|
S3 |
7,885 |
8,025 |
8,448 |
|
S4 |
7,495 |
7,635 |
8,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,855 |
8,505 |
350 |
4.0% |
135 |
1.6% |
43% |
False |
True |
3,697 |
10 |
8,955 |
8,505 |
450 |
5.2% |
126 |
1.5% |
33% |
False |
True |
3,874 |
20 |
9,235 |
8,505 |
730 |
8.4% |
129 |
1.5% |
21% |
False |
True |
4,007 |
40 |
9,245 |
8,505 |
740 |
8.5% |
114 |
1.3% |
20% |
False |
True |
3,335 |
60 |
9,245 |
8,365 |
880 |
10.2% |
81 |
0.9% |
33% |
False |
False |
2,225 |
80 |
9,245 |
8,365 |
880 |
10.2% |
61 |
0.7% |
33% |
False |
False |
1,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,371 |
2.618 |
9,102 |
1.618 |
8,937 |
1.000 |
8,835 |
0.618 |
8,772 |
HIGH |
8,670 |
0.618 |
8,607 |
0.500 |
8,588 |
0.382 |
8,568 |
LOW |
8,505 |
0.618 |
8,403 |
1.000 |
8,340 |
1.618 |
8,238 |
2.618 |
8,073 |
4.250 |
7,804 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,633 |
8,633 |
PP |
8,610 |
8,610 |
S1 |
8,588 |
8,588 |
|