Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,026 |
13,066 |
40 |
0.3% |
13,251 |
High |
13,119 |
13,087 |
-32 |
-0.2% |
13,316 |
Low |
12,974 |
12,937 |
-37 |
-0.3% |
12,937 |
Close |
13,056 |
13,054 |
-2 |
0.0% |
13,054 |
Range |
145 |
150 |
5 |
3.4% |
379 |
ATR |
138 |
139 |
1 |
0.6% |
0 |
Volume |
124,932 |
128,805 |
3,873 |
3.1% |
681,562 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,476 |
13,415 |
13,137 |
|
R3 |
13,326 |
13,265 |
13,095 |
|
R2 |
13,176 |
13,176 |
13,082 |
|
R1 |
13,115 |
13,115 |
13,068 |
13,071 |
PP |
13,026 |
13,026 |
13,026 |
13,004 |
S1 |
12,965 |
12,965 |
13,040 |
12,921 |
S2 |
12,876 |
12,876 |
13,027 |
|
S3 |
12,726 |
12,815 |
13,013 |
|
S4 |
12,576 |
12,665 |
12,972 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,239 |
14,026 |
13,263 |
|
R3 |
13,860 |
13,647 |
13,158 |
|
R2 |
13,481 |
13,481 |
13,124 |
|
R1 |
13,268 |
13,268 |
13,089 |
13,185 |
PP |
13,102 |
13,102 |
13,102 |
13,061 |
S1 |
12,889 |
12,889 |
13,019 |
12,806 |
S2 |
12,723 |
12,723 |
12,985 |
|
S3 |
12,344 |
12,510 |
12,950 |
|
S4 |
11,965 |
12,131 |
12,846 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,316 |
12,937 |
379 |
2.9% |
164 |
1.3% |
31% |
False |
True |
136,312 |
10 |
13,530 |
12,937 |
593 |
4.5% |
152 |
1.2% |
20% |
False |
True |
129,694 |
20 |
13,599 |
12,937 |
662 |
5.1% |
141 |
1.1% |
18% |
False |
True |
123,935 |
40 |
13,599 |
12,888 |
711 |
5.4% |
132 |
1.0% |
23% |
False |
False |
94,980 |
60 |
13,599 |
12,770 |
829 |
6.4% |
120 |
0.9% |
34% |
False |
False |
63,339 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
123 |
0.9% |
56% |
False |
False |
47,509 |
100 |
13,599 |
12,235 |
1,364 |
10.4% |
113 |
0.9% |
60% |
False |
False |
38,008 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
104 |
0.8% |
68% |
False |
False |
31,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,725 |
2.618 |
13,480 |
1.618 |
13,330 |
1.000 |
13,237 |
0.618 |
13,180 |
HIGH |
13,087 |
0.618 |
13,030 |
0.500 |
13,012 |
0.382 |
12,994 |
LOW |
12,937 |
0.618 |
12,844 |
1.000 |
12,787 |
1.618 |
12,694 |
2.618 |
12,544 |
4.250 |
12,300 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,040 |
13,045 |
PP |
13,026 |
13,037 |
S1 |
13,012 |
13,028 |
|