| 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 |
8,865 |
8,965 |
100 |
1.1% |
8,560 |
| High |
9,005 |
9,035 |
30 |
0.3% |
9,035 |
| Low |
8,865 |
8,860 |
-5 |
-0.1% |
8,505 |
| Close |
8,980 |
8,860 |
-120 |
-1.3% |
8,860 |
| Range |
140 |
175 |
35 |
25.0% |
530 |
| ATR |
128 |
131 |
3 |
2.7% |
0 |
| Volume |
10,277 |
4,675 |
-5,602 |
-54.5% |
37,527 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,443 |
9,327 |
8,956 |
|
| R3 |
9,268 |
9,152 |
8,908 |
|
| R2 |
9,093 |
9,093 |
8,892 |
|
| R1 |
8,977 |
8,977 |
8,876 |
8,948 |
| PP |
8,918 |
8,918 |
8,918 |
8,904 |
| S1 |
8,802 |
8,802 |
8,844 |
8,773 |
| S2 |
8,743 |
8,743 |
8,828 |
|
| S3 |
8,568 |
8,627 |
8,812 |
|
| S4 |
8,393 |
8,452 |
8,764 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,390 |
10,155 |
9,152 |
|
| R3 |
9,860 |
9,625 |
9,006 |
|
| R2 |
9,330 |
9,330 |
8,957 |
|
| R1 |
9,095 |
9,095 |
8,909 |
9,213 |
| PP |
8,800 |
8,800 |
8,800 |
8,859 |
| S1 |
8,565 |
8,565 |
8,812 |
8,683 |
| S2 |
8,270 |
8,270 |
8,763 |
|
| S3 |
7,740 |
8,035 |
8,714 |
|
| S4 |
7,210 |
7,505 |
8,569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,035 |
8,505 |
530 |
6.0% |
154 |
1.7% |
67% |
True |
False |
7,505 |
| 10 |
9,035 |
8,505 |
530 |
6.0% |
141 |
1.6% |
67% |
True |
False |
5,395 |
| 20 |
9,065 |
8,505 |
560 |
6.3% |
132 |
1.5% |
63% |
False |
False |
4,776 |
| 40 |
9,245 |
8,505 |
740 |
8.4% |
126 |
1.4% |
48% |
False |
False |
4,171 |
| 60 |
9,245 |
8,490 |
755 |
8.5% |
91 |
1.0% |
49% |
False |
False |
2,782 |
| 80 |
9,245 |
8,365 |
880 |
9.9% |
69 |
0.8% |
56% |
False |
False |
2,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,779 |
|
2.618 |
9,493 |
|
1.618 |
9,318 |
|
1.000 |
9,210 |
|
0.618 |
9,143 |
|
HIGH |
9,035 |
|
0.618 |
8,968 |
|
0.500 |
8,948 |
|
0.382 |
8,927 |
|
LOW |
8,860 |
|
0.618 |
8,752 |
|
1.000 |
8,685 |
|
1.618 |
8,577 |
|
2.618 |
8,402 |
|
4.250 |
8,116 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,948 |
8,905 |
| PP |
8,918 |
8,890 |
| S1 |
8,889 |
8,875 |
|