Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,048 |
12,973 |
-75 |
-0.6% |
13,251 |
High |
13,054 |
13,066 |
12 |
0.1% |
13,316 |
Low |
12,954 |
12,926 |
-28 |
-0.2% |
12,937 |
Close |
13,054 |
13,054 |
0 |
0.0% |
13,054 |
Range |
100 |
140 |
40 |
40.0% |
379 |
ATR |
136 |
137 |
0 |
0.2% |
0 |
Volume |
15,323 |
16,858 |
1,535 |
10.0% |
681,562 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,435 |
13,385 |
13,131 |
|
R3 |
13,295 |
13,245 |
13,093 |
|
R2 |
13,155 |
13,155 |
13,080 |
|
R1 |
13,105 |
13,105 |
13,067 |
13,130 |
PP |
13,015 |
13,015 |
13,015 |
13,028 |
S1 |
12,965 |
12,965 |
13,041 |
12,990 |
S2 |
12,875 |
12,875 |
13,028 |
|
S3 |
12,735 |
12,825 |
13,016 |
|
S4 |
12,595 |
12,685 |
12,977 |
|
|
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 |
13,119 |
12,926 |
193 |
1.5% |
127 |
1.0% |
66% |
False |
True |
82,132 |
10 |
13,530 |
12,926 |
604 |
4.6% |
146 |
1.1% |
21% |
False |
True |
110,669 |
20 |
13,599 |
12,926 |
673 |
5.2% |
135 |
1.0% |
19% |
False |
True |
111,383 |
40 |
13,599 |
12,922 |
677 |
5.2% |
130 |
1.0% |
19% |
False |
False |
95,750 |
60 |
13,599 |
12,888 |
711 |
5.4% |
119 |
0.9% |
23% |
False |
False |
63,874 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
123 |
0.9% |
56% |
False |
False |
47,910 |
100 |
13,599 |
12,235 |
1,364 |
10.4% |
116 |
0.9% |
60% |
False |
False |
38,330 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
104 |
0.8% |
68% |
False |
False |
31,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,661 |
2.618 |
13,433 |
1.618 |
13,293 |
1.000 |
13,206 |
0.618 |
13,153 |
HIGH |
13,066 |
0.618 |
13,013 |
0.500 |
12,996 |
0.382 |
12,980 |
LOW |
12,926 |
0.618 |
12,840 |
1.000 |
12,786 |
1.618 |
12,700 |
2.618 |
12,560 |
4.250 |
12,331 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,035 |
13,038 |
PP |
13,015 |
13,022 |
S1 |
12,996 |
13,007 |
|