Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,251 |
13,293 |
42 |
0.3% |
13,255 |
High |
13,308 |
13,316 |
8 |
0.1% |
13,530 |
Low |
13,174 |
13,021 |
-153 |
-1.2% |
13,208 |
Close |
13,292 |
13,041 |
-251 |
-1.9% |
13,252 |
Range |
134 |
295 |
161 |
120.1% |
322 |
ATR |
129 |
141 |
12 |
9.2% |
0 |
Volume |
123,349 |
179,734 |
56,385 |
45.7% |
615,384 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,011 |
13,821 |
13,203 |
|
R3 |
13,716 |
13,526 |
13,122 |
|
R2 |
13,421 |
13,421 |
13,095 |
|
R1 |
13,231 |
13,231 |
13,068 |
13,179 |
PP |
13,126 |
13,126 |
13,126 |
13,100 |
S1 |
12,936 |
12,936 |
13,014 |
12,884 |
S2 |
12,831 |
12,831 |
12,987 |
|
S3 |
12,536 |
12,641 |
12,960 |
|
S4 |
12,241 |
12,346 |
12,879 |
|
|
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 |
13,021 |
509 |
3.9% |
166 |
1.3% |
4% |
False |
True |
139,207 |
10 |
13,530 |
13,021 |
509 |
3.9% |
154 |
1.2% |
4% |
False |
True |
126,911 |
20 |
13,599 |
13,021 |
578 |
4.4% |
139 |
1.1% |
3% |
False |
True |
124,589 |
40 |
13,599 |
12,888 |
711 |
5.5% |
129 |
1.0% |
22% |
False |
False |
85,525 |
60 |
13,599 |
12,666 |
933 |
7.2% |
120 |
0.9% |
40% |
False |
False |
57,032 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
120 |
0.9% |
55% |
False |
False |
42,778 |
100 |
13,599 |
11,913 |
1,686 |
12.9% |
110 |
0.8% |
67% |
False |
False |
34,223 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
103 |
0.8% |
67% |
False |
False |
28,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,570 |
2.618 |
14,088 |
1.618 |
13,793 |
1.000 |
13,611 |
0.618 |
13,498 |
HIGH |
13,316 |
0.618 |
13,203 |
0.500 |
13,169 |
0.382 |
13,134 |
LOW |
13,021 |
0.618 |
12,839 |
1.000 |
12,726 |
1.618 |
12,544 |
2.618 |
12,249 |
4.250 |
11,767 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,169 |
13,260 |
PP |
13,126 |
13,187 |
S1 |
13,084 |
13,114 |
|