Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
8,955 |
8,905 |
-50 |
-0.6% |
8,850 |
High |
9,010 |
9,000 |
-10 |
-0.1% |
9,135 |
Low |
8,830 |
8,900 |
70 |
0.8% |
8,850 |
Close |
8,930 |
8,935 |
5 |
0.1% |
8,975 |
Range |
180 |
100 |
-80 |
-44.4% |
285 |
ATR |
149 |
145 |
-3 |
-2.3% |
0 |
Volume |
1,709 |
4,674 |
2,965 |
173.5% |
31,431 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,245 |
9,190 |
8,990 |
|
R3 |
9,145 |
9,090 |
8,963 |
|
R2 |
9,045 |
9,045 |
8,953 |
|
R1 |
8,990 |
8,990 |
8,944 |
9,018 |
PP |
8,945 |
8,945 |
8,945 |
8,959 |
S1 |
8,890 |
8,890 |
8,926 |
8,918 |
S2 |
8,845 |
8,845 |
8,917 |
|
S3 |
8,745 |
8,790 |
8,908 |
|
S4 |
8,645 |
8,690 |
8,880 |
|
|
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% |
150 |
1.7% |
34% |
False |
False |
4,453 |
10 |
9,135 |
8,830 |
305 |
3.4% |
166 |
1.9% |
34% |
False |
False |
5,363 |
20 |
9,135 |
8,505 |
630 |
7.1% |
152 |
1.7% |
68% |
False |
False |
5,104 |
40 |
9,235 |
8,505 |
730 |
8.2% |
141 |
1.6% |
59% |
False |
False |
5,077 |
60 |
9,245 |
8,505 |
740 |
8.3% |
111 |
1.2% |
58% |
False |
False |
3,426 |
80 |
9,245 |
8,365 |
880 |
9.8% |
85 |
0.9% |
65% |
False |
False |
2,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,425 |
2.618 |
9,262 |
1.618 |
9,162 |
1.000 |
9,100 |
0.618 |
9,062 |
HIGH |
9,000 |
0.618 |
8,962 |
0.500 |
8,950 |
0.382 |
8,938 |
LOW |
8,900 |
0.618 |
8,838 |
1.000 |
8,800 |
1.618 |
8,738 |
2.618 |
8,638 |
4.250 |
8,475 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
8,950 |
8,930 |
PP |
8,945 |
8,925 |
S1 |
8,940 |
8,920 |
|