Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,293 |
13,038 |
-255 |
-1.9% |
13,255 |
High |
13,316 |
13,096 |
-220 |
-1.7% |
13,530 |
Low |
13,021 |
12,999 |
-22 |
-0.2% |
13,208 |
Close |
13,041 |
13,021 |
-20 |
-0.2% |
13,252 |
Range |
295 |
97 |
-198 |
-67.1% |
322 |
ATR |
141 |
138 |
-3 |
-2.2% |
0 |
Volume |
179,734 |
124,742 |
-54,992 |
-30.6% |
615,384 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,330 |
13,272 |
13,074 |
|
R3 |
13,233 |
13,175 |
13,048 |
|
R2 |
13,136 |
13,136 |
13,039 |
|
R1 |
13,078 |
13,078 |
13,030 |
13,059 |
PP |
13,039 |
13,039 |
13,039 |
13,029 |
S1 |
12,981 |
12,981 |
13,012 |
12,962 |
S2 |
12,942 |
12,942 |
13,003 |
|
S3 |
12,845 |
12,884 |
12,994 |
|
S4 |
12,748 |
12,787 |
12,968 |
|
|
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 |
12,999 |
531 |
4.1% |
172 |
1.3% |
4% |
False |
True |
141,988 |
10 |
13,530 |
12,999 |
531 |
4.1% |
147 |
1.1% |
4% |
False |
True |
126,110 |
20 |
13,599 |
12,999 |
600 |
4.6% |
139 |
1.1% |
4% |
False |
True |
124,731 |
40 |
13,599 |
12,888 |
711 |
5.5% |
130 |
1.0% |
19% |
False |
False |
88,640 |
60 |
13,599 |
12,666 |
933 |
7.2% |
120 |
0.9% |
38% |
False |
False |
59,111 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
121 |
0.9% |
54% |
False |
False |
44,337 |
100 |
13,599 |
11,976 |
1,623 |
12.5% |
111 |
0.8% |
64% |
False |
False |
35,470 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
103 |
0.8% |
66% |
False |
False |
29,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,508 |
2.618 |
13,350 |
1.618 |
13,253 |
1.000 |
13,193 |
0.618 |
13,156 |
HIGH |
13,096 |
0.618 |
13,059 |
0.500 |
13,048 |
0.382 |
13,036 |
LOW |
12,999 |
0.618 |
12,939 |
1.000 |
12,902 |
1.618 |
12,842 |
2.618 |
12,745 |
4.250 |
12,587 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,048 |
13,158 |
PP |
13,039 |
13,112 |
S1 |
13,030 |
13,067 |
|