Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,038 |
13,026 |
-12 |
-0.1% |
13,255 |
High |
13,096 |
13,119 |
23 |
0.2% |
13,530 |
Low |
12,999 |
12,974 |
-25 |
-0.2% |
13,208 |
Close |
13,021 |
13,056 |
35 |
0.3% |
13,252 |
Range |
97 |
145 |
48 |
49.5% |
322 |
ATR |
138 |
138 |
1 |
0.4% |
0 |
Volume |
124,742 |
124,932 |
190 |
0.2% |
615,384 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,485 |
13,415 |
13,136 |
|
R3 |
13,340 |
13,270 |
13,096 |
|
R2 |
13,195 |
13,195 |
13,083 |
|
R1 |
13,125 |
13,125 |
13,069 |
13,160 |
PP |
13,050 |
13,050 |
13,050 |
13,067 |
S1 |
12,980 |
12,980 |
13,043 |
13,015 |
S2 |
12,905 |
12,905 |
13,030 |
|
S3 |
12,760 |
12,835 |
13,016 |
|
S4 |
12,615 |
12,690 |
12,976 |
|
|
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 |
13,499 |
12,974 |
525 |
4.0% |
185 |
1.4% |
16% |
False |
True |
143,101 |
10 |
13,530 |
12,974 |
556 |
4.3% |
148 |
1.1% |
15% |
False |
True |
127,307 |
20 |
13,599 |
12,974 |
625 |
4.8% |
141 |
1.1% |
13% |
False |
True |
124,811 |
40 |
13,599 |
12,888 |
711 |
5.4% |
132 |
1.0% |
24% |
False |
False |
91,762 |
60 |
13,599 |
12,666 |
933 |
7.1% |
122 |
0.9% |
42% |
False |
False |
61,193 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
121 |
0.9% |
56% |
False |
False |
45,899 |
100 |
13,599 |
12,235 |
1,364 |
10.4% |
112 |
0.9% |
60% |
False |
False |
36,720 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
103 |
0.8% |
68% |
False |
False |
30,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,735 |
2.618 |
13,499 |
1.618 |
13,354 |
1.000 |
13,264 |
0.618 |
13,209 |
HIGH |
13,119 |
0.618 |
13,064 |
0.500 |
13,047 |
0.382 |
13,030 |
LOW |
12,974 |
0.618 |
12,885 |
1.000 |
12,829 |
1.618 |
12,740 |
2.618 |
12,595 |
4.250 |
12,358 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,053 |
13,145 |
PP |
13,050 |
13,115 |
S1 |
13,047 |
13,086 |
|