Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,990 |
8,955 |
-35 |
-0.4% |
8,850 |
High |
9,000 |
9,010 |
10 |
0.1% |
9,135 |
Low |
8,890 |
8,830 |
-60 |
-0.7% |
8,850 |
Close |
8,935 |
8,930 |
-5 |
-0.1% |
8,975 |
Range |
110 |
180 |
70 |
63.6% |
285 |
ATR |
146 |
149 |
2 |
1.7% |
0 |
Volume |
865 |
1,709 |
844 |
97.6% |
31,431 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,463 |
9,377 |
9,029 |
|
R3 |
9,283 |
9,197 |
8,980 |
|
R2 |
9,103 |
9,103 |
8,963 |
|
R1 |
9,017 |
9,017 |
8,947 |
8,970 |
PP |
8,923 |
8,923 |
8,923 |
8,900 |
S1 |
8,837 |
8,837 |
8,914 |
8,790 |
S2 |
8,743 |
8,743 |
8,897 |
|
S3 |
8,563 |
8,657 |
8,881 |
|
S4 |
8,383 |
8,477 |
8,831 |
|
|
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 |
8,830 |
305 |
3.4% |
161 |
1.8% |
33% |
False |
True |
4,414 |
10 |
9,135 |
8,775 |
360 |
4.0% |
168 |
1.9% |
43% |
False |
False |
5,607 |
20 |
9,135 |
8,505 |
630 |
7.1% |
151 |
1.7% |
67% |
False |
False |
5,096 |
40 |
9,235 |
8,505 |
730 |
8.2% |
142 |
1.6% |
58% |
False |
False |
4,979 |
60 |
9,245 |
8,505 |
740 |
8.3% |
111 |
1.2% |
57% |
False |
False |
3,349 |
80 |
9,245 |
8,365 |
880 |
9.9% |
84 |
0.9% |
64% |
False |
False |
2,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,775 |
2.618 |
9,481 |
1.618 |
9,301 |
1.000 |
9,190 |
0.618 |
9,121 |
HIGH |
9,010 |
0.618 |
8,941 |
0.500 |
8,920 |
0.382 |
8,899 |
LOW |
8,830 |
0.618 |
8,719 |
1.000 |
8,650 |
1.618 |
8,539 |
2.618 |
8,359 |
4.250 |
8,065 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,927 |
8,968 |
PP |
8,923 |
8,955 |
S1 |
8,920 |
8,943 |
|