Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
12,973 |
13,077 |
104 |
0.8% |
13,251 |
High |
13,066 |
13,124 |
58 |
0.4% |
13,316 |
Low |
12,926 |
12,987 |
61 |
0.5% |
12,937 |
Close |
13,054 |
13,030 |
-24 |
-0.2% |
13,054 |
Range |
140 |
137 |
-3 |
-2.1% |
379 |
ATR |
137 |
137 |
0 |
0.0% |
0 |
Volume |
16,858 |
111,943 |
95,085 |
564.0% |
681,562 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,458 |
13,381 |
13,105 |
|
R3 |
13,321 |
13,244 |
13,068 |
|
R2 |
13,184 |
13,184 |
13,055 |
|
R1 |
13,107 |
13,107 |
13,043 |
13,077 |
PP |
13,047 |
13,047 |
13,047 |
13,032 |
S1 |
12,970 |
12,970 |
13,018 |
12,940 |
S2 |
12,910 |
12,910 |
13,005 |
|
S3 |
12,773 |
12,833 |
12,992 |
|
S4 |
12,636 |
12,696 |
12,955 |
|
|
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 |
13,124 |
12,926 |
198 |
1.5% |
135 |
1.0% |
53% |
True |
False |
79,572 |
10 |
13,530 |
12,926 |
604 |
4.6% |
153 |
1.2% |
17% |
False |
False |
110,780 |
20 |
13,599 |
12,926 |
673 |
5.2% |
137 |
1.0% |
15% |
False |
False |
111,016 |
40 |
13,599 |
12,926 |
673 |
5.2% |
131 |
1.0% |
15% |
False |
False |
98,543 |
60 |
13,599 |
12,888 |
711 |
5.5% |
120 |
0.9% |
20% |
False |
False |
65,740 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
123 |
0.9% |
54% |
False |
False |
49,310 |
100 |
13,599 |
12,323 |
1,276 |
9.8% |
114 |
0.9% |
55% |
False |
False |
39,449 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
105 |
0.8% |
66% |
False |
False |
32,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,706 |
2.618 |
13,483 |
1.618 |
13,346 |
1.000 |
13,261 |
0.618 |
13,209 |
HIGH |
13,124 |
0.618 |
13,072 |
0.500 |
13,056 |
0.382 |
13,039 |
LOW |
12,987 |
0.618 |
12,902 |
1.000 |
12,850 |
1.618 |
12,765 |
2.618 |
12,628 |
4.250 |
12,405 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,056 |
13,028 |
PP |
13,047 |
13,027 |
S1 |
13,039 |
13,025 |
|