Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,635 |
8,790 |
155 |
1.8% |
8,910 |
High |
8,810 |
8,890 |
80 |
0.9% |
8,915 |
Low |
8,635 |
8,775 |
140 |
1.6% |
8,525 |
Close |
8,795 |
8,885 |
90 |
1.0% |
8,555 |
Range |
175 |
115 |
-60 |
-34.3% |
390 |
ATR |
127 |
127 |
-1 |
-0.7% |
0 |
Volume |
11,376 |
7,113 |
-4,263 |
-37.5% |
16,424 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,195 |
9,155 |
8,948 |
|
R3 |
9,080 |
9,040 |
8,917 |
|
R2 |
8,965 |
8,965 |
8,906 |
|
R1 |
8,925 |
8,925 |
8,896 |
8,945 |
PP |
8,850 |
8,850 |
8,850 |
8,860 |
S1 |
8,810 |
8,810 |
8,875 |
8,830 |
S2 |
8,735 |
8,735 |
8,864 |
|
S3 |
8,620 |
8,695 |
8,854 |
|
S4 |
8,505 |
8,580 |
8,822 |
|
|
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 |
8,890 |
8,505 |
385 |
4.3% |
131 |
1.5% |
99% |
True |
False |
5,868 |
10 |
8,955 |
8,505 |
450 |
5.1% |
138 |
1.5% |
84% |
False |
False |
4,846 |
20 |
9,165 |
8,505 |
660 |
7.4% |
128 |
1.4% |
58% |
False |
False |
4,401 |
40 |
9,245 |
8,505 |
740 |
8.3% |
120 |
1.4% |
51% |
False |
False |
3,797 |
60 |
9,245 |
8,365 |
880 |
9.9% |
85 |
1.0% |
59% |
False |
False |
2,533 |
80 |
9,245 |
8,365 |
880 |
9.9% |
65 |
0.7% |
59% |
False |
False |
1,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,379 |
2.618 |
9,191 |
1.618 |
9,076 |
1.000 |
9,005 |
0.618 |
8,961 |
HIGH |
8,890 |
0.618 |
8,846 |
0.500 |
8,833 |
0.382 |
8,819 |
LOW |
8,775 |
0.618 |
8,704 |
1.000 |
8,660 |
1.618 |
8,589 |
2.618 |
8,474 |
4.250 |
8,286 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,868 |
8,823 |
PP |
8,850 |
8,760 |
S1 |
8,833 |
8,698 |
|