Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,356 |
13,448 |
92 |
0.7% |
13,550 |
High |
13,487 |
13,498 |
11 |
0.1% |
13,550 |
Low |
13,347 |
13,432 |
85 |
0.6% |
13,227 |
Close |
13,453 |
13,489 |
36 |
0.3% |
13,245 |
Range |
140 |
66 |
-74 |
-52.9% |
323 |
ATR |
127 |
122 |
-4 |
-3.4% |
0 |
Volume |
114,773 |
110,838 |
-3,935 |
-3.4% |
556,589 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,671 |
13,646 |
13,525 |
|
R3 |
13,605 |
13,580 |
13,507 |
|
R2 |
13,539 |
13,539 |
13,501 |
|
R1 |
13,514 |
13,514 |
13,495 |
13,527 |
PP |
13,473 |
13,473 |
13,473 |
13,479 |
S1 |
13,448 |
13,448 |
13,483 |
13,461 |
S2 |
13,407 |
13,407 |
13,477 |
|
S3 |
13,341 |
13,382 |
13,471 |
|
S4 |
13,275 |
13,316 |
13,453 |
|
|
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 |
13,498 |
13,208 |
290 |
2.1% |
122 |
0.9% |
97% |
True |
False |
110,232 |
10 |
13,599 |
13,208 |
391 |
2.9% |
121 |
0.9% |
72% |
False |
False |
111,253 |
20 |
13,599 |
13,208 |
391 |
2.9% |
124 |
0.9% |
72% |
False |
False |
116,791 |
40 |
13,599 |
12,888 |
711 |
5.3% |
124 |
0.9% |
85% |
False |
False |
70,903 |
60 |
13,599 |
12,351 |
1,248 |
9.3% |
118 |
0.9% |
91% |
False |
False |
47,281 |
80 |
13,599 |
12,323 |
1,276 |
9.5% |
116 |
0.9% |
91% |
False |
False |
35,463 |
100 |
13,599 |
11,913 |
1,686 |
12.5% |
103 |
0.8% |
93% |
False |
False |
28,371 |
120 |
13,599 |
11,913 |
1,686 |
12.5% |
98 |
0.7% |
93% |
False |
False |
23,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,779 |
2.618 |
13,671 |
1.618 |
13,605 |
1.000 |
13,564 |
0.618 |
13,539 |
HIGH |
13,498 |
0.618 |
13,473 |
0.500 |
13,465 |
0.382 |
13,457 |
LOW |
13,432 |
0.618 |
13,391 |
1.000 |
13,366 |
1.618 |
13,325 |
2.618 |
13,259 |
4.250 |
13,152 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,481 |
13,444 |
PP |
13,473 |
13,398 |
S1 |
13,465 |
13,353 |
|