Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,850 |
9,090 |
240 |
2.7% |
8,560 |
High |
9,085 |
9,095 |
10 |
0.1% |
9,035 |
Low |
8,850 |
8,890 |
40 |
0.5% |
8,505 |
Close |
9,080 |
8,920 |
-160 |
-1.8% |
8,860 |
Range |
235 |
205 |
-30 |
-12.8% |
530 |
ATR |
138 |
143 |
5 |
3.4% |
0 |
Volume |
5,998 |
5,936 |
-62 |
-1.0% |
37,527 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,583 |
9,457 |
9,033 |
|
R3 |
9,378 |
9,252 |
8,977 |
|
R2 |
9,173 |
9,173 |
8,958 |
|
R1 |
9,047 |
9,047 |
8,939 |
9,008 |
PP |
8,968 |
8,968 |
8,968 |
8,949 |
S1 |
8,842 |
8,842 |
8,901 |
8,803 |
S2 |
8,763 |
8,763 |
8,883 |
|
S3 |
8,558 |
8,637 |
8,864 |
|
S4 |
8,353 |
8,432 |
8,807 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,390 |
10,155 |
9,152 |
|
R3 |
9,860 |
9,625 |
9,006 |
|
R2 |
9,330 |
9,330 |
8,957 |
|
R1 |
9,095 |
9,095 |
8,909 |
9,213 |
PP |
8,800 |
8,800 |
8,800 |
8,859 |
S1 |
8,565 |
8,565 |
8,812 |
8,683 |
S2 |
8,270 |
8,270 |
8,763 |
|
S3 |
7,740 |
8,035 |
8,714 |
|
S4 |
7,210 |
7,505 |
8,569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,095 |
8,775 |
320 |
3.6% |
174 |
2.0% |
45% |
True |
False |
6,799 |
10 |
9,095 |
8,505 |
590 |
6.6% |
154 |
1.7% |
70% |
True |
False |
6,012 |
20 |
9,095 |
8,505 |
590 |
6.6% |
143 |
1.6% |
70% |
True |
False |
5,081 |
40 |
9,235 |
8,505 |
730 |
8.2% |
130 |
1.5% |
57% |
False |
False |
4,469 |
60 |
9,245 |
8,490 |
755 |
8.5% |
98 |
1.1% |
57% |
False |
False |
2,981 |
80 |
9,245 |
8,365 |
880 |
9.9% |
74 |
0.8% |
63% |
False |
False |
2,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,966 |
2.618 |
9,632 |
1.618 |
9,427 |
1.000 |
9,300 |
0.618 |
9,222 |
HIGH |
9,095 |
0.618 |
9,017 |
0.500 |
8,993 |
0.382 |
8,968 |
LOW |
8,890 |
0.618 |
8,763 |
1.000 |
8,685 |
1.618 |
8,558 |
2.618 |
8,353 |
4.250 |
8,019 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,993 |
8,973 |
PP |
8,968 |
8,955 |
S1 |
8,944 |
8,938 |
|