Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,980 |
9,095 |
115 |
1.3% |
8,850 |
High |
9,135 |
9,105 |
-30 |
-0.3% |
9,135 |
Low |
8,965 |
8,915 |
-50 |
-0.6% |
8,850 |
Close |
9,090 |
8,975 |
-115 |
-1.3% |
8,975 |
Range |
170 |
190 |
20 |
11.8% |
285 |
ATR |
146 |
149 |
3 |
2.2% |
0 |
Volume |
8,907 |
6,112 |
-2,795 |
-31.4% |
31,431 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,568 |
9,462 |
9,080 |
|
R3 |
9,378 |
9,272 |
9,027 |
|
R2 |
9,188 |
9,188 |
9,010 |
|
R1 |
9,082 |
9,082 |
8,993 |
9,040 |
PP |
8,998 |
8,998 |
8,998 |
8,978 |
S1 |
8,892 |
8,892 |
8,958 |
8,850 |
S2 |
8,808 |
8,808 |
8,940 |
|
S3 |
8,618 |
8,702 |
8,923 |
|
S4 |
8,428 |
8,512 |
8,871 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,842 |
9,693 |
9,132 |
|
R3 |
9,557 |
9,408 |
9,054 |
|
R2 |
9,272 |
9,272 |
9,027 |
|
R1 |
9,123 |
9,123 |
9,001 |
9,198 |
PP |
8,987 |
8,987 |
8,987 |
9,024 |
S1 |
8,838 |
8,838 |
8,949 |
8,913 |
S2 |
8,702 |
8,702 |
8,923 |
|
S3 |
8,417 |
8,553 |
8,897 |
|
S4 |
8,132 |
8,268 |
8,818 |
|
|
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 |
3.2% |
191 |
2.1% |
44% |
False |
False |
6,286 |
10 |
9,135 |
8,505 |
630 |
7.0% |
173 |
1.9% |
75% |
False |
False |
6,895 |
20 |
9,135 |
8,505 |
630 |
7.0% |
146 |
1.6% |
75% |
False |
False |
5,435 |
40 |
9,235 |
8,505 |
730 |
8.1% |
141 |
1.6% |
64% |
False |
False |
4,945 |
60 |
9,245 |
8,490 |
755 |
8.4% |
106 |
1.2% |
64% |
False |
False |
3,306 |
80 |
9,245 |
8,365 |
880 |
9.8% |
80 |
0.9% |
69% |
False |
False |
2,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,913 |
2.618 |
9,603 |
1.618 |
9,413 |
1.000 |
9,295 |
0.618 |
9,223 |
HIGH |
9,105 |
0.618 |
9,033 |
0.500 |
9,010 |
0.382 |
8,988 |
LOW |
8,915 |
0.618 |
8,798 |
1.000 |
8,725 |
1.618 |
8,608 |
2.618 |
8,418 |
4.250 |
8,108 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
9,010 |
9,020 |
PP |
8,998 |
9,005 |
S1 |
8,987 |
8,990 |
|