Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,448 |
13,485 |
37 |
0.3% |
13,550 |
High |
13,498 |
13,530 |
32 |
0.2% |
13,550 |
Low |
13,432 |
13,451 |
19 |
0.1% |
13,227 |
Close |
13,489 |
13,487 |
-2 |
0.0% |
13,245 |
Range |
66 |
79 |
13 |
19.7% |
323 |
ATR |
122 |
119 |
-3 |
-2.5% |
0 |
Volume |
110,838 |
119,365 |
8,527 |
7.7% |
556,589 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,726 |
13,686 |
13,531 |
|
R3 |
13,647 |
13,607 |
13,509 |
|
R2 |
13,568 |
13,568 |
13,502 |
|
R1 |
13,528 |
13,528 |
13,494 |
13,548 |
PP |
13,489 |
13,489 |
13,489 |
13,500 |
S1 |
13,449 |
13,449 |
13,480 |
13,469 |
S2 |
13,410 |
13,410 |
13,473 |
|
S3 |
13,331 |
13,370 |
13,465 |
|
S4 |
13,252 |
13,291 |
13,444 |
|
|
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 |
13,530 |
13,208 |
322 |
2.4% |
111 |
0.8% |
87% |
True |
False |
111,513 |
10 |
13,599 |
13,208 |
391 |
2.9% |
118 |
0.9% |
71% |
False |
False |
111,937 |
20 |
13,599 |
13,208 |
391 |
2.9% |
123 |
0.9% |
71% |
False |
False |
117,035 |
40 |
13,599 |
12,888 |
711 |
5.3% |
123 |
0.9% |
84% |
False |
False |
73,885 |
60 |
13,599 |
12,650 |
949 |
7.0% |
115 |
0.9% |
88% |
False |
False |
49,270 |
80 |
13,599 |
12,323 |
1,276 |
9.5% |
116 |
0.9% |
91% |
False |
False |
36,955 |
100 |
13,599 |
11,913 |
1,686 |
12.5% |
104 |
0.8% |
93% |
False |
False |
29,565 |
120 |
13,599 |
11,913 |
1,686 |
12.5% |
98 |
0.7% |
93% |
False |
False |
24,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,866 |
2.618 |
13,737 |
1.618 |
13,658 |
1.000 |
13,609 |
0.618 |
13,579 |
HIGH |
13,530 |
0.618 |
13,500 |
0.500 |
13,491 |
0.382 |
13,481 |
LOW |
13,451 |
0.618 |
13,402 |
1.000 |
13,372 |
1.618 |
13,323 |
2.618 |
13,244 |
4.250 |
13,115 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,491 |
13,471 |
PP |
13,489 |
13,455 |
S1 |
13,488 |
13,439 |
|