Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,485 |
13,483 |
-2 |
0.0% |
13,255 |
High |
13,530 |
13,499 |
-31 |
-0.2% |
13,530 |
Low |
13,451 |
13,246 |
-205 |
-1.5% |
13,208 |
Close |
13,487 |
13,252 |
-235 |
-1.7% |
13,252 |
Range |
79 |
253 |
174 |
220.3% |
322 |
ATR |
119 |
129 |
10 |
8.0% |
0 |
Volume |
119,365 |
162,751 |
43,386 |
36.3% |
615,384 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,091 |
13,925 |
13,391 |
|
R3 |
13,838 |
13,672 |
13,322 |
|
R2 |
13,585 |
13,585 |
13,299 |
|
R1 |
13,419 |
13,419 |
13,275 |
13,376 |
PP |
13,332 |
13,332 |
13,332 |
13,311 |
S1 |
13,166 |
13,166 |
13,229 |
13,123 |
S2 |
13,079 |
13,079 |
13,206 |
|
S3 |
12,826 |
12,913 |
13,183 |
|
S4 |
12,573 |
12,660 |
13,113 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,296 |
14,096 |
13,429 |
|
R3 |
13,974 |
13,774 |
13,341 |
|
R2 |
13,652 |
13,652 |
13,311 |
|
R1 |
13,452 |
13,452 |
13,282 |
13,391 |
PP |
13,330 |
13,330 |
13,330 |
13,300 |
S1 |
13,130 |
13,130 |
13,223 |
13,069 |
S2 |
13,008 |
13,008 |
13,193 |
|
S3 |
12,686 |
12,808 |
13,164 |
|
S4 |
12,364 |
12,486 |
13,075 |
|
|
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% |
140 |
1.1% |
14% |
False |
False |
123,076 |
10 |
13,550 |
13,208 |
342 |
2.6% |
133 |
1.0% |
13% |
False |
False |
117,197 |
20 |
13,599 |
13,208 |
391 |
3.0% |
130 |
1.0% |
11% |
False |
False |
120,503 |
40 |
13,599 |
12,888 |
711 |
5.4% |
125 |
0.9% |
51% |
False |
False |
77,952 |
60 |
13,599 |
12,666 |
933 |
7.0% |
118 |
0.9% |
63% |
False |
False |
51,981 |
80 |
13,599 |
12,323 |
1,276 |
9.6% |
118 |
0.9% |
73% |
False |
False |
38,989 |
100 |
13,599 |
11,913 |
1,686 |
12.7% |
107 |
0.8% |
79% |
False |
False |
31,192 |
120 |
13,599 |
11,913 |
1,686 |
12.7% |
99 |
0.7% |
79% |
False |
False |
25,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,574 |
2.618 |
14,161 |
1.618 |
13,908 |
1.000 |
13,752 |
0.618 |
13,655 |
HIGH |
13,499 |
0.618 |
13,402 |
0.500 |
13,373 |
0.382 |
13,343 |
LOW |
13,246 |
0.618 |
13,090 |
1.000 |
12,993 |
1.618 |
12,837 |
2.618 |
12,584 |
4.250 |
12,171 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,373 |
13,388 |
PP |
13,332 |
13,343 |
S1 |
13,292 |
13,297 |
|