Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,266 |
13,262 |
-4 |
0.0% |
13,550 |
High |
13,361 |
13,334 |
-27 |
-0.2% |
13,550 |
Low |
13,227 |
13,227 |
0 |
0.0% |
13,227 |
Close |
13,265 |
13,245 |
-20 |
-0.2% |
13,245 |
Range |
134 |
107 |
-27 |
-20.1% |
323 |
ATR |
124 |
123 |
-1 |
-1.0% |
0 |
Volume |
112,961 |
104,932 |
-8,029 |
-7.1% |
556,589 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,590 |
13,524 |
13,304 |
|
R3 |
13,483 |
13,417 |
13,275 |
|
R2 |
13,376 |
13,376 |
13,265 |
|
R1 |
13,310 |
13,310 |
13,255 |
13,290 |
PP |
13,269 |
13,269 |
13,269 |
13,258 |
S1 |
13,203 |
13,203 |
13,235 |
13,183 |
S2 |
13,162 |
13,162 |
13,226 |
|
S3 |
13,055 |
13,096 |
13,216 |
|
S4 |
12,948 |
12,989 |
13,186 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,310 |
14,100 |
13,423 |
|
R3 |
13,987 |
13,777 |
13,334 |
|
R2 |
13,664 |
13,664 |
13,304 |
|
R1 |
13,454 |
13,454 |
13,275 |
13,398 |
PP |
13,341 |
13,341 |
13,341 |
13,312 |
S1 |
13,131 |
13,131 |
13,216 |
13,075 |
S2 |
13,018 |
13,018 |
13,186 |
|
S3 |
12,695 |
12,808 |
13,156 |
|
S4 |
12,372 |
12,485 |
13,067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,550 |
13,227 |
323 |
2.4% |
125 |
0.9% |
6% |
False |
True |
111,317 |
10 |
13,599 |
13,227 |
372 |
2.8% |
131 |
1.0% |
5% |
False |
True |
118,177 |
20 |
13,599 |
13,227 |
372 |
2.8% |
116 |
0.9% |
5% |
False |
True |
115,386 |
40 |
13,599 |
12,888 |
711 |
5.4% |
120 |
0.9% |
50% |
False |
False |
62,575 |
60 |
13,599 |
12,351 |
1,248 |
9.4% |
119 |
0.9% |
72% |
False |
False |
41,727 |
80 |
13,599 |
12,323 |
1,276 |
9.6% |
114 |
0.9% |
72% |
False |
False |
31,297 |
100 |
13,599 |
11,913 |
1,686 |
12.7% |
102 |
0.8% |
79% |
False |
False |
25,038 |
120 |
13,599 |
11,913 |
1,686 |
12.7% |
95 |
0.7% |
79% |
False |
False |
20,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,789 |
2.618 |
13,614 |
1.618 |
13,507 |
1.000 |
13,441 |
0.618 |
13,400 |
HIGH |
13,334 |
0.618 |
13,293 |
0.500 |
13,281 |
0.382 |
13,268 |
LOW |
13,227 |
0.618 |
13,161 |
1.000 |
13,120 |
1.618 |
13,054 |
2.618 |
12,947 |
4.250 |
12,772 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,281 |
13,328 |
PP |
13,269 |
13,300 |
S1 |
13,257 |
13,273 |
|