Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,545.33 |
13,344.28 |
-201.05 |
-1.5% |
13,329.54 |
High |
13,545.49 |
13,368.55 |
-176.94 |
-1.3% |
13,588.73 |
Low |
13,312.22 |
13,235.15 |
-77.07 |
-0.6% |
13,312.22 |
Close |
13,343.51 |
13,345.89 |
2.38 |
0.0% |
13,343.51 |
Range |
233.27 |
133.40 |
-99.87 |
-42.8% |
276.51 |
ATR |
116.46 |
117.67 |
1.21 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,716.73 |
13,664.71 |
13,419.26 |
|
R3 |
13,583.33 |
13,531.31 |
13,382.58 |
|
R2 |
13,449.93 |
13,449.93 |
13,370.35 |
|
R1 |
13,397.91 |
13,397.91 |
13,358.12 |
13,423.92 |
PP |
13,316.53 |
13,316.53 |
13,316.53 |
13,329.54 |
S1 |
13,264.51 |
13,264.51 |
13,333.66 |
13,290.52 |
S2 |
13,183.13 |
13,183.13 |
13,321.43 |
|
S3 |
13,049.73 |
13,131.11 |
13,309.21 |
|
S4 |
12,916.33 |
12,997.71 |
13,272.52 |
|
|
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 |
13,235.15 |
353.58 |
2.6% |
133.97 |
1.0% |
31% |
False |
True |
|
10 |
13,592.33 |
13,235.15 |
357.18 |
2.7% |
125.91 |
0.9% |
31% |
False |
True |
|
20 |
13,661.87 |
13,235.15 |
426.72 |
3.2% |
118.78 |
0.9% |
26% |
False |
True |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.1% |
109.58 |
0.8% |
54% |
False |
False |
|
60 |
13,661.87 |
12,778.90 |
882.97 |
6.6% |
108.41 |
0.8% |
64% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.8% |
122.15 |
0.9% |
73% |
False |
False |
|
100 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
130.74 |
1.0% |
81% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.2% |
133.57 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,935.50 |
2.618 |
13,717.79 |
1.618 |
13,584.39 |
1.000 |
13,501.95 |
0.618 |
13,450.99 |
HIGH |
13,368.55 |
0.618 |
13,317.59 |
0.500 |
13,301.85 |
0.382 |
13,286.11 |
LOW |
13,235.15 |
0.618 |
13,152.71 |
1.000 |
13,101.75 |
1.618 |
13,019.31 |
2.618 |
12,885.91 |
4.250 |
12,668.20 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,331.21 |
13,411.94 |
PP |
13,316.53 |
13,389.92 |
S1 |
13,301.85 |
13,367.91 |
|