Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,255 |
13,356 |
101 |
0.8% |
13,550 |
High |
13,369 |
13,487 |
118 |
0.9% |
13,550 |
Low |
13,208 |
13,347 |
139 |
1.1% |
13,227 |
Close |
13,359 |
13,453 |
94 |
0.7% |
13,245 |
Range |
161 |
140 |
-21 |
-13.0% |
323 |
ATR |
126 |
127 |
1 |
0.8% |
0 |
Volume |
107,657 |
114,773 |
7,116 |
6.6% |
556,589 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,849 |
13,791 |
13,530 |
|
R3 |
13,709 |
13,651 |
13,492 |
|
R2 |
13,569 |
13,569 |
13,479 |
|
R1 |
13,511 |
13,511 |
13,466 |
13,540 |
PP |
13,429 |
13,429 |
13,429 |
13,444 |
S1 |
13,371 |
13,371 |
13,440 |
13,400 |
S2 |
13,289 |
13,289 |
13,427 |
|
S3 |
13,149 |
13,231 |
13,415 |
|
S4 |
13,009 |
13,091 |
13,376 |
|
|
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 |
13,487 |
13,208 |
279 |
2.1% |
142 |
1.1% |
88% |
True |
False |
114,615 |
10 |
13,599 |
13,208 |
391 |
2.9% |
124 |
0.9% |
63% |
False |
False |
112,097 |
20 |
13,599 |
13,208 |
391 |
2.9% |
124 |
0.9% |
63% |
False |
False |
116,484 |
40 |
13,599 |
12,888 |
711 |
5.3% |
126 |
0.9% |
79% |
False |
False |
68,133 |
60 |
13,599 |
12,351 |
1,248 |
9.3% |
120 |
0.9% |
88% |
False |
False |
45,434 |
80 |
13,599 |
12,323 |
1,276 |
9.5% |
115 |
0.9% |
89% |
False |
False |
34,078 |
100 |
13,599 |
11,913 |
1,686 |
12.5% |
103 |
0.8% |
91% |
False |
False |
27,263 |
120 |
13,599 |
11,913 |
1,686 |
12.5% |
97 |
0.7% |
91% |
False |
False |
22,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,082 |
2.618 |
13,854 |
1.618 |
13,714 |
1.000 |
13,627 |
0.618 |
13,574 |
HIGH |
13,487 |
0.618 |
13,434 |
0.500 |
13,417 |
0.382 |
13,401 |
LOW |
13,347 |
0.618 |
13,261 |
1.000 |
13,207 |
1.618 |
13,121 |
2.618 |
12,981 |
4.250 |
12,752 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,441 |
13,418 |
PP |
13,429 |
13,383 |
S1 |
13,417 |
13,348 |
|