Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,553.24 |
13,545.33 |
-7.91 |
-0.1% |
13,329.54 |
High |
13,588.73 |
13,545.49 |
-43.24 |
-0.3% |
13,588.73 |
Low |
13,510.93 |
13,312.22 |
-198.71 |
-1.5% |
13,312.22 |
Close |
13,548.94 |
13,343.51 |
-205.43 |
-1.5% |
13,343.51 |
Range |
77.80 |
233.27 |
155.47 |
199.8% |
276.51 |
ATR |
107.21 |
116.46 |
9.25 |
8.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,100.22 |
13,955.13 |
13,471.81 |
|
R3 |
13,866.95 |
13,721.86 |
13,407.66 |
|
R2 |
13,633.68 |
13,633.68 |
13,386.28 |
|
R1 |
13,488.59 |
13,488.59 |
13,364.89 |
13,444.50 |
PP |
13,400.41 |
13,400.41 |
13,400.41 |
13,378.36 |
S1 |
13,255.32 |
13,255.32 |
13,322.13 |
13,211.23 |
S2 |
13,167.14 |
13,167.14 |
13,300.74 |
|
S3 |
12,933.87 |
13,022.05 |
13,279.36 |
|
S4 |
12,700.60 |
12,788.78 |
13,215.21 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,244.35 |
14,070.44 |
13,495.59 |
|
R3 |
13,967.84 |
13,793.93 |
13,419.55 |
|
R2 |
13,691.33 |
13,691.33 |
13,394.20 |
|
R1 |
13,517.42 |
13,517.42 |
13,368.86 |
13,604.38 |
PP |
13,414.82 |
13,414.82 |
13,414.82 |
13,458.30 |
S1 |
13,240.91 |
13,240.91 |
13,318.16 |
13,327.87 |
S2 |
13,138.31 |
13,138.31 |
13,292.82 |
|
S3 |
12,861.80 |
12,964.40 |
13,267.47 |
|
S4 |
12,585.29 |
12,687.89 |
13,191.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,588.73 |
13,312.22 |
276.51 |
2.1% |
129.63 |
1.0% |
11% |
False |
True |
|
10 |
13,610.38 |
13,296.43 |
313.95 |
2.4% |
118.39 |
0.9% |
15% |
False |
False |
|
20 |
13,661.87 |
13,296.43 |
365.44 |
2.7% |
116.12 |
0.9% |
13% |
False |
False |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
109.95 |
0.8% |
54% |
False |
False |
|
60 |
13,661.87 |
12,778.90 |
882.97 |
6.6% |
110.01 |
0.8% |
64% |
False |
False |
|
80 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
122.68 |
0.9% |
74% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
131.14 |
1.0% |
80% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
133.18 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,536.89 |
2.618 |
14,156.19 |
1.618 |
13,922.92 |
1.000 |
13,778.76 |
0.618 |
13,689.65 |
HIGH |
13,545.49 |
0.618 |
13,456.38 |
0.500 |
13,428.86 |
0.382 |
13,401.33 |
LOW |
13,312.22 |
0.618 |
13,168.06 |
1.000 |
13,078.95 |
1.618 |
12,934.79 |
2.618 |
12,701.52 |
4.250 |
12,320.82 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,428.86 |
13,450.48 |
PP |
13,400.41 |
13,414.82 |
S1 |
13,371.96 |
13,379.17 |
|