Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,420 |
13,266 |
-154 |
-1.1% |
13,349 |
High |
13,428 |
13,361 |
-67 |
-0.5% |
13,599 |
Low |
13,260 |
13,227 |
-33 |
-0.2% |
13,313 |
Close |
13,268 |
13,265 |
-3 |
0.0% |
13,536 |
Range |
168 |
134 |
-34 |
-20.2% |
286 |
ATR |
123 |
124 |
1 |
0.6% |
0 |
Volume |
132,756 |
112,961 |
-19,795 |
-14.9% |
625,183 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,686 |
13,610 |
13,339 |
|
R3 |
13,552 |
13,476 |
13,302 |
|
R2 |
13,418 |
13,418 |
13,290 |
|
R1 |
13,342 |
13,342 |
13,277 |
13,313 |
PP |
13,284 |
13,284 |
13,284 |
13,270 |
S1 |
13,208 |
13,208 |
13,253 |
13,179 |
S2 |
13,150 |
13,150 |
13,241 |
|
S3 |
13,016 |
13,074 |
13,228 |
|
S4 |
12,882 |
12,940 |
13,191 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,341 |
14,224 |
13,693 |
|
R3 |
14,055 |
13,938 |
13,615 |
|
R2 |
13,769 |
13,769 |
13,589 |
|
R1 |
13,652 |
13,652 |
13,562 |
13,711 |
PP |
13,483 |
13,483 |
13,483 |
13,512 |
S1 |
13,366 |
13,366 |
13,510 |
13,425 |
S2 |
13,197 |
13,197 |
13,484 |
|
S3 |
12,911 |
13,080 |
13,457 |
|
S4 |
12,625 |
12,794 |
13,379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,599 |
13,227 |
372 |
2.8% |
126 |
0.9% |
10% |
False |
True |
112,362 |
10 |
13,599 |
13,227 |
372 |
2.8% |
134 |
1.0% |
10% |
False |
True |
122,315 |
20 |
13,599 |
13,227 |
372 |
2.8% |
118 |
0.9% |
10% |
False |
True |
116,848 |
40 |
13,599 |
12,888 |
711 |
5.4% |
119 |
0.9% |
53% |
False |
False |
59,952 |
60 |
13,599 |
12,351 |
1,248 |
9.4% |
118 |
0.9% |
73% |
False |
False |
39,978 |
80 |
13,599 |
12,323 |
1,276 |
9.6% |
113 |
0.9% |
74% |
False |
False |
29,986 |
100 |
13,599 |
11,913 |
1,686 |
12.7% |
102 |
0.8% |
80% |
False |
False |
23,989 |
120 |
13,599 |
11,913 |
1,686 |
12.7% |
94 |
0.7% |
80% |
False |
False |
19,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,931 |
2.618 |
13,712 |
1.618 |
13,578 |
1.000 |
13,495 |
0.618 |
13,444 |
HIGH |
13,361 |
0.618 |
13,310 |
0.500 |
13,294 |
0.382 |
13,278 |
LOW |
13,227 |
0.618 |
13,144 |
1.000 |
13,093 |
1.618 |
13,010 |
2.618 |
12,876 |
4.250 |
12,658 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,294 |
13,386 |
PP |
13,284 |
13,346 |
S1 |
13,275 |
13,305 |
|