Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
13,104.22 |
13,107.21 |
2.99 |
0.0% |
13,344.28 |
High |
13,151.72 |
13,107.21 |
-44.51 |
-0.3% |
13,368.55 |
Low |
13,040.17 |
13,107.21 |
67.04 |
0.5% |
13,039.86 |
Close |
13,107.21 |
13,107.21 |
0.00 |
0.0% |
13,107.21 |
Range |
111.55 |
0.00 |
-111.55 |
-100.0% |
328.69 |
ATR |
124.38 |
115.50 |
-8.88 |
-7.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,107.21 |
13,107.21 |
13,107.21 |
|
R3 |
13,107.21 |
13,107.21 |
13,107.21 |
|
R2 |
13,107.21 |
13,107.21 |
13,107.21 |
|
R1 |
13,107.21 |
13,107.21 |
13,107.21 |
13,107.21 |
PP |
13,107.21 |
13,107.21 |
13,107.21 |
13,107.21 |
S1 |
13,107.21 |
13,107.21 |
13,107.21 |
13,107.21 |
S2 |
13,107.21 |
13,107.21 |
13,107.21 |
|
S3 |
13,107.21 |
13,107.21 |
13,107.21 |
|
S4 |
13,107.21 |
13,107.21 |
13,107.21 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,157.94 |
13,961.27 |
13,287.99 |
|
R3 |
13,829.25 |
13,632.58 |
13,197.60 |
|
R2 |
13,500.56 |
13,500.56 |
13,167.47 |
|
R1 |
13,303.89 |
13,303.89 |
13,137.34 |
13,237.88 |
PP |
13,171.87 |
13,171.87 |
13,171.87 |
13,138.87 |
S1 |
12,975.20 |
12,975.20 |
13,077.08 |
12,909.19 |
S2 |
12,843.18 |
12,843.18 |
13,046.95 |
|
S3 |
12,514.49 |
12,646.51 |
13,016.82 |
|
S4 |
12,185.80 |
12,317.82 |
12,926.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,344.90 |
13,039.86 |
305.04 |
2.3% |
117.88 |
0.9% |
22% |
False |
False |
|
10 |
13,588.73 |
13,039.86 |
548.87 |
4.2% |
125.92 |
1.0% |
12% |
False |
False |
|
20 |
13,661.87 |
13,039.86 |
622.01 |
4.7% |
116.92 |
0.9% |
11% |
False |
False |
|
40 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
112.76 |
0.9% |
19% |
False |
False |
|
60 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
106.16 |
0.8% |
19% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
119.78 |
0.9% |
53% |
False |
False |
|
100 |
13,661.87 |
12,398.44 |
1,263.43 |
9.6% |
127.67 |
1.0% |
56% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
132.37 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,107.21 |
2.618 |
13,107.21 |
1.618 |
13,107.21 |
1.000 |
13,107.21 |
0.618 |
13,107.21 |
HIGH |
13,107.21 |
0.618 |
13,107.21 |
0.500 |
13,107.21 |
0.382 |
13,107.21 |
LOW |
13,107.21 |
0.618 |
13,107.21 |
1.000 |
13,107.21 |
1.618 |
13,107.21 |
2.618 |
13,107.21 |
4.250 |
13,107.21 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
13,107.21 |
13,105.54 |
PP |
13,107.21 |
13,103.86 |
S1 |
13,107.21 |
13,102.19 |
|