| 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 |
8,965 |
8,850 |
-115 |
-1.3% |
8,560 |
| High |
9,035 |
9,085 |
50 |
0.6% |
9,035 |
| Low |
8,860 |
8,850 |
-10 |
-0.1% |
8,505 |
| Close |
8,860 |
9,080 |
220 |
2.5% |
8,860 |
| Range |
175 |
235 |
60 |
34.3% |
530 |
| ATR |
131 |
138 |
7 |
5.7% |
0 |
| Volume |
4,675 |
5,998 |
1,323 |
28.3% |
37,527 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,710 |
9,630 |
9,209 |
|
| R3 |
9,475 |
9,395 |
9,145 |
|
| R2 |
9,240 |
9,240 |
9,123 |
|
| R1 |
9,160 |
9,160 |
9,102 |
9,200 |
| PP |
9,005 |
9,005 |
9,005 |
9,025 |
| S1 |
8,925 |
8,925 |
9,059 |
8,965 |
| S2 |
8,770 |
8,770 |
9,037 |
|
| S3 |
8,535 |
8,690 |
9,016 |
|
| S4 |
8,300 |
8,455 |
8,951 |
|
|
| 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 |
9,085 |
8,635 |
450 |
5.0% |
168 |
1.9% |
99% |
True |
False |
7,887 |
| 10 |
9,085 |
8,505 |
580 |
6.4% |
152 |
1.7% |
99% |
True |
False |
5,792 |
| 20 |
9,085 |
8,505 |
580 |
6.4% |
138 |
1.5% |
99% |
True |
False |
4,945 |
| 40 |
9,235 |
8,505 |
730 |
8.0% |
126 |
1.4% |
79% |
False |
False |
4,321 |
| 60 |
9,245 |
8,490 |
755 |
8.3% |
95 |
1.0% |
78% |
False |
False |
2,882 |
| 80 |
9,245 |
8,365 |
880 |
9.7% |
71 |
0.8% |
81% |
False |
False |
2,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,084 |
|
2.618 |
9,700 |
|
1.618 |
9,465 |
|
1.000 |
9,320 |
|
0.618 |
9,230 |
|
HIGH |
9,085 |
|
0.618 |
8,995 |
|
0.500 |
8,968 |
|
0.382 |
8,940 |
|
LOW |
8,850 |
|
0.618 |
8,705 |
|
1.000 |
8,615 |
|
1.618 |
8,470 |
|
2.618 |
8,235 |
|
4.250 |
7,851 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,043 |
9,043 |
| PP |
9,005 |
9,005 |
| S1 |
8,968 |
8,968 |
|