Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,935 |
8,980 |
45 |
0.5% |
8,560 |
High |
9,060 |
9,135 |
75 |
0.8% |
9,035 |
Low |
8,905 |
8,965 |
60 |
0.7% |
8,505 |
Close |
8,970 |
9,090 |
120 |
1.3% |
8,860 |
Range |
155 |
170 |
15 |
9.7% |
530 |
ATR |
144 |
146 |
2 |
1.3% |
0 |
Volume |
4,478 |
8,907 |
4,429 |
98.9% |
37,527 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,573 |
9,502 |
9,184 |
|
R3 |
9,403 |
9,332 |
9,137 |
|
R2 |
9,233 |
9,233 |
9,121 |
|
R1 |
9,162 |
9,162 |
9,106 |
9,198 |
PP |
9,063 |
9,063 |
9,063 |
9,081 |
S1 |
8,992 |
8,992 |
9,075 |
9,028 |
S2 |
8,893 |
8,893 |
9,059 |
|
S3 |
8,723 |
8,822 |
9,043 |
|
S4 |
8,553 |
8,652 |
8,997 |
|
|
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 |
9,135 |
8,850 |
285 |
3.1% |
188 |
2.1% |
84% |
True |
False |
5,998 |
10 |
9,135 |
8,505 |
630 |
6.9% |
162 |
1.8% |
93% |
True |
False |
6,540 |
20 |
9,135 |
8,505 |
630 |
6.9% |
146 |
1.6% |
93% |
True |
False |
5,387 |
40 |
9,235 |
8,505 |
730 |
8.0% |
137 |
1.5% |
80% |
False |
False |
4,800 |
60 |
9,245 |
8,490 |
755 |
8.3% |
103 |
1.1% |
79% |
False |
False |
3,204 |
80 |
9,245 |
8,365 |
880 |
9.7% |
78 |
0.9% |
82% |
False |
False |
2,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,858 |
2.618 |
9,580 |
1.618 |
9,410 |
1.000 |
9,305 |
0.618 |
9,240 |
HIGH |
9,135 |
0.618 |
9,070 |
0.500 |
9,050 |
0.382 |
9,030 |
LOW |
8,965 |
0.618 |
8,860 |
1.000 |
8,795 |
1.618 |
8,690 |
2.618 |
8,520 |
4.250 |
8,243 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
9,077 |
9,064 |
PP |
9,063 |
9,038 |
S1 |
9,050 |
9,013 |
|