Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,483 |
13,251 |
-232 |
-1.7% |
13,255 |
High |
13,499 |
13,308 |
-191 |
-1.4% |
13,530 |
Low |
13,246 |
13,174 |
-72 |
-0.5% |
13,208 |
Close |
13,252 |
13,292 |
40 |
0.3% |
13,252 |
Range |
253 |
134 |
-119 |
-47.0% |
322 |
ATR |
129 |
129 |
0 |
0.3% |
0 |
Volume |
162,751 |
123,349 |
-39,402 |
-24.2% |
615,384 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,660 |
13,610 |
13,366 |
|
R3 |
13,526 |
13,476 |
13,329 |
|
R2 |
13,392 |
13,392 |
13,317 |
|
R1 |
13,342 |
13,342 |
13,304 |
13,367 |
PP |
13,258 |
13,258 |
13,258 |
13,271 |
S1 |
13,208 |
13,208 |
13,280 |
13,233 |
S2 |
13,124 |
13,124 |
13,268 |
|
S3 |
12,990 |
13,074 |
13,255 |
|
S4 |
12,856 |
12,940 |
13,218 |
|
|
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 |
13,174 |
356 |
2.7% |
135 |
1.0% |
33% |
False |
True |
126,215 |
10 |
13,545 |
13,174 |
371 |
2.8% |
139 |
1.0% |
32% |
False |
True |
122,690 |
20 |
13,599 |
13,174 |
425 |
3.2% |
132 |
1.0% |
28% |
False |
True |
121,975 |
40 |
13,599 |
12,888 |
711 |
5.3% |
124 |
0.9% |
57% |
False |
False |
81,034 |
60 |
13,599 |
12,666 |
933 |
7.0% |
116 |
0.9% |
67% |
False |
False |
54,037 |
80 |
13,599 |
12,351 |
1,248 |
9.4% |
118 |
0.9% |
75% |
False |
False |
40,531 |
100 |
13,599 |
11,913 |
1,686 |
12.7% |
108 |
0.8% |
82% |
False |
False |
32,426 |
120 |
13,599 |
11,913 |
1,686 |
12.7% |
100 |
0.8% |
82% |
False |
False |
27,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,878 |
2.618 |
13,659 |
1.618 |
13,525 |
1.000 |
13,442 |
0.618 |
13,391 |
HIGH |
13,308 |
0.618 |
13,257 |
0.500 |
13,241 |
0.382 |
13,225 |
LOW |
13,174 |
0.618 |
13,091 |
1.000 |
13,040 |
1.618 |
12,957 |
2.618 |
12,823 |
4.250 |
12,605 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,275 |
13,352 |
PP |
13,258 |
13,332 |
S1 |
13,241 |
13,312 |
|