Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,066 |
13,048 |
-18 |
-0.1% |
13,251 |
High |
13,087 |
13,054 |
-33 |
-0.3% |
13,316 |
Low |
12,937 |
12,954 |
17 |
0.1% |
12,937 |
Close |
13,054 |
13,054 |
0 |
0.0% |
13,054 |
Range |
150 |
100 |
-50 |
-33.3% |
379 |
ATR |
139 |
136 |
-3 |
-2.0% |
0 |
Volume |
128,805 |
15,323 |
-113,482 |
-88.1% |
681,562 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,321 |
13,287 |
13,109 |
|
R3 |
13,221 |
13,187 |
13,082 |
|
R2 |
13,121 |
13,121 |
13,072 |
|
R1 |
13,087 |
13,087 |
13,063 |
13,104 |
PP |
13,021 |
13,021 |
13,021 |
13,029 |
S1 |
12,987 |
12,987 |
13,045 |
13,004 |
S2 |
12,921 |
12,921 |
13,036 |
|
S3 |
12,821 |
12,887 |
13,027 |
|
S4 |
12,721 |
12,787 |
12,999 |
|
|
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% |
158 |
1.2% |
31% |
False |
False |
114,707 |
10 |
13,530 |
12,937 |
593 |
4.5% |
146 |
1.1% |
20% |
False |
False |
120,461 |
20 |
13,599 |
12,937 |
662 |
5.1% |
136 |
1.0% |
18% |
False |
False |
117,323 |
40 |
13,599 |
12,888 |
711 |
5.4% |
130 |
1.0% |
23% |
False |
False |
95,351 |
60 |
13,599 |
12,888 |
711 |
5.4% |
118 |
0.9% |
23% |
False |
False |
63,594 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
123 |
0.9% |
56% |
False |
False |
47,700 |
100 |
13,599 |
12,235 |
1,364 |
10.4% |
114 |
0.9% |
60% |
False |
False |
38,161 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
103 |
0.8% |
68% |
False |
False |
31,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,479 |
2.618 |
13,316 |
1.618 |
13,216 |
1.000 |
13,154 |
0.618 |
13,116 |
HIGH |
13,054 |
0.618 |
13,016 |
0.500 |
13,004 |
0.382 |
12,992 |
LOW |
12,954 |
0.618 |
12,892 |
1.000 |
12,854 |
1.618 |
12,792 |
2.618 |
12,692 |
4.250 |
12,529 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,037 |
13,045 |
PP |
13,021 |
13,037 |
S1 |
13,004 |
13,028 |
|