| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
9,090 |
8,935 |
-155 |
-1.7% |
8,560 |
| High |
9,095 |
9,060 |
-35 |
-0.4% |
9,035 |
| Low |
8,890 |
8,905 |
15 |
0.2% |
8,505 |
| Close |
8,920 |
8,970 |
50 |
0.6% |
8,860 |
| Range |
205 |
155 |
-50 |
-24.4% |
530 |
| ATR |
143 |
144 |
1 |
0.6% |
0 |
| Volume |
5,936 |
4,478 |
-1,458 |
-24.6% |
37,527 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,443 |
9,362 |
9,055 |
|
| R3 |
9,288 |
9,207 |
9,013 |
|
| R2 |
9,133 |
9,133 |
8,999 |
|
| R1 |
9,052 |
9,052 |
8,984 |
9,093 |
| PP |
8,978 |
8,978 |
8,978 |
8,999 |
| S1 |
8,897 |
8,897 |
8,956 |
8,938 |
| S2 |
8,823 |
8,823 |
8,942 |
|
| S3 |
8,668 |
8,742 |
8,928 |
|
| S4 |
8,513 |
8,587 |
8,885 |
|
|
| 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 |
9,095 |
8,850 |
245 |
2.7% |
182 |
2.0% |
49% |
False |
False |
6,272 |
| 10 |
9,095 |
8,505 |
590 |
6.6% |
157 |
1.7% |
79% |
False |
False |
6,070 |
| 20 |
9,095 |
8,505 |
590 |
6.6% |
144 |
1.6% |
79% |
False |
False |
5,146 |
| 40 |
9,235 |
8,505 |
730 |
8.1% |
132 |
1.5% |
64% |
False |
False |
4,580 |
| 60 |
9,245 |
8,490 |
755 |
8.4% |
100 |
1.1% |
64% |
False |
False |
3,055 |
| 80 |
9,245 |
8,365 |
880 |
9.8% |
76 |
0.8% |
69% |
False |
False |
2,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,719 |
|
2.618 |
9,466 |
|
1.618 |
9,311 |
|
1.000 |
9,215 |
|
0.618 |
9,156 |
|
HIGH |
9,060 |
|
0.618 |
9,001 |
|
0.500 |
8,983 |
|
0.382 |
8,964 |
|
LOW |
8,905 |
|
0.618 |
8,809 |
|
1.000 |
8,750 |
|
1.618 |
8,654 |
|
2.618 |
8,499 |
|
4.250 |
8,246 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,983 |
8,973 |
| PP |
8,978 |
8,972 |
| S1 |
8,974 |
8,971 |
|