Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,262 |
13,255 |
-7 |
-0.1% |
13,550 |
High |
13,334 |
13,369 |
35 |
0.3% |
13,550 |
Low |
13,227 |
13,208 |
-19 |
-0.1% |
13,227 |
Close |
13,245 |
13,359 |
114 |
0.9% |
13,245 |
Range |
107 |
161 |
54 |
50.5% |
323 |
ATR |
123 |
126 |
3 |
2.2% |
0 |
Volume |
104,932 |
107,657 |
2,725 |
2.6% |
556,589 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,795 |
13,738 |
13,448 |
|
R3 |
13,634 |
13,577 |
13,403 |
|
R2 |
13,473 |
13,473 |
13,389 |
|
R1 |
13,416 |
13,416 |
13,374 |
13,445 |
PP |
13,312 |
13,312 |
13,312 |
13,326 |
S1 |
13,255 |
13,255 |
13,344 |
13,284 |
S2 |
13,151 |
13,151 |
13,330 |
|
S3 |
12,990 |
13,094 |
13,315 |
|
S4 |
12,829 |
12,933 |
13,271 |
|
|
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 |
13,545 |
13,208 |
337 |
2.5% |
143 |
1.1% |
45% |
False |
True |
119,166 |
10 |
13,599 |
13,208 |
391 |
2.9% |
126 |
0.9% |
39% |
False |
True |
114,186 |
20 |
13,599 |
13,208 |
391 |
2.9% |
121 |
0.9% |
39% |
False |
True |
116,006 |
40 |
13,599 |
12,888 |
711 |
5.3% |
123 |
0.9% |
66% |
False |
False |
65,265 |
60 |
13,599 |
12,351 |
1,248 |
9.3% |
120 |
0.9% |
81% |
False |
False |
43,521 |
80 |
13,599 |
12,323 |
1,276 |
9.6% |
113 |
0.8% |
81% |
False |
False |
32,643 |
100 |
13,599 |
11,913 |
1,686 |
12.6% |
102 |
0.8% |
86% |
False |
False |
26,115 |
120 |
13,599 |
11,913 |
1,686 |
12.6% |
97 |
0.7% |
86% |
False |
False |
21,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,053 |
2.618 |
13,791 |
1.618 |
13,630 |
1.000 |
13,530 |
0.618 |
13,469 |
HIGH |
13,369 |
0.618 |
13,308 |
0.500 |
13,289 |
0.382 |
13,270 |
LOW |
13,208 |
0.618 |
13,109 |
1.000 |
13,047 |
1.618 |
12,948 |
2.618 |
12,787 |
4.250 |
12,524 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,336 |
13,336 |
PP |
13,312 |
13,312 |
S1 |
13,289 |
13,289 |
|