Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,103.53 |
13,079.64 |
-23.89 |
-0.2% |
13,329.54 |
High |
13,155.21 |
13,164.52 |
9.31 |
0.1% |
13,588.73 |
Low |
13,063.63 |
13,039.86 |
-23.77 |
-0.2% |
13,312.22 |
Close |
13,077.34 |
13,103.68 |
26.34 |
0.2% |
13,343.51 |
Range |
91.58 |
124.66 |
33.08 |
36.1% |
276.51 |
ATR |
125.42 |
125.37 |
-0.05 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,476.67 |
13,414.83 |
13,172.24 |
|
R3 |
13,352.01 |
13,290.17 |
13,137.96 |
|
R2 |
13,227.35 |
13,227.35 |
13,126.53 |
|
R1 |
13,165.51 |
13,165.51 |
13,115.11 |
13,196.43 |
PP |
13,102.69 |
13,102.69 |
13,102.69 |
13,118.15 |
S1 |
13,040.85 |
13,040.85 |
13,092.25 |
13,071.77 |
S2 |
12,978.03 |
12,978.03 |
13,080.83 |
|
S3 |
12,853.37 |
12,916.19 |
13,069.40 |
|
S4 |
12,728.71 |
12,791.53 |
13,035.12 |
|
|
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 |
13,545.49 |
13,039.86 |
505.63 |
3.9% |
168.91 |
1.3% |
13% |
False |
True |
|
10 |
13,588.73 |
13,039.86 |
548.87 |
4.2% |
136.43 |
1.0% |
12% |
False |
True |
|
20 |
13,661.87 |
13,039.86 |
622.01 |
4.7% |
125.39 |
1.0% |
10% |
False |
True |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
116.76 |
0.9% |
18% |
False |
False |
|
60 |
13,661.87 |
12,778.90 |
882.97 |
6.7% |
111.62 |
0.9% |
37% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
122.08 |
0.9% |
52% |
False |
False |
|
100 |
13,661.87 |
12,125.00 |
1,536.87 |
11.7% |
130.84 |
1.0% |
64% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
134.47 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,694.33 |
2.618 |
13,490.88 |
1.618 |
13,366.22 |
1.000 |
13,289.18 |
0.618 |
13,241.56 |
HIGH |
13,164.52 |
0.618 |
13,116.90 |
0.500 |
13,102.19 |
0.382 |
13,087.48 |
LOW |
13,039.86 |
0.618 |
12,962.82 |
1.000 |
12,915.20 |
1.618 |
12,838.16 |
2.618 |
12,713.50 |
4.250 |
12,510.06 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,103.18 |
13,192.38 |
PP |
13,102.69 |
13,162.81 |
S1 |
13,102.19 |
13,133.25 |
|