Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,107.44 |
13,099.19 |
-8.25 |
-0.1% |
13,344.28 |
High |
13,189.08 |
13,273.71 |
84.63 |
0.6% |
13,368.55 |
Low |
13,052.07 |
13,099.11 |
47.04 |
0.4% |
13,039.86 |
Close |
13,096.46 |
13,232.62 |
136.16 |
1.0% |
13,107.21 |
Range |
137.01 |
174.60 |
37.59 |
27.4% |
328.69 |
ATR |
117.03 |
121.33 |
4.30 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,725.61 |
13,653.72 |
13,328.65 |
|
R3 |
13,551.01 |
13,479.12 |
13,280.64 |
|
R2 |
13,376.41 |
13,376.41 |
13,264.63 |
|
R1 |
13,304.52 |
13,304.52 |
13,248.63 |
13,340.47 |
PP |
13,201.81 |
13,201.81 |
13,201.81 |
13,219.79 |
S1 |
13,129.92 |
13,129.92 |
13,216.62 |
13,165.87 |
S2 |
13,027.21 |
13,027.21 |
13,200.61 |
|
S3 |
12,852.61 |
12,955.32 |
13,184.61 |
|
S4 |
12,678.01 |
12,780.72 |
13,136.59 |
|
|
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 |
13,273.71 |
13,039.86 |
233.85 |
1.8% |
109.56 |
0.8% |
82% |
True |
False |
|
10 |
13,588.73 |
13,039.86 |
548.87 |
4.1% |
134.55 |
1.0% |
35% |
False |
False |
|
20 |
13,661.87 |
13,039.86 |
622.01 |
4.7% |
120.53 |
0.9% |
31% |
False |
False |
|
40 |
13,661.87 |
13,039.86 |
622.01 |
4.7% |
115.74 |
0.9% |
31% |
False |
False |
|
60 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
108.26 |
0.8% |
37% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.8% |
119.81 |
0.9% |
63% |
False |
False |
|
100 |
13,661.87 |
12,411.91 |
1,249.96 |
9.4% |
126.71 |
1.0% |
66% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.3% |
132.88 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,015.76 |
2.618 |
13,730.81 |
1.618 |
13,556.21 |
1.000 |
13,448.31 |
0.618 |
13,381.61 |
HIGH |
13,273.71 |
0.618 |
13,207.01 |
0.500 |
13,186.41 |
0.382 |
13,165.81 |
LOW |
13,099.11 |
0.618 |
12,991.21 |
1.000 |
12,924.51 |
1.618 |
12,816.61 |
2.618 |
12,642.01 |
4.250 |
12,357.06 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,217.22 |
13,209.38 |
PP |
13,201.81 |
13,186.13 |
S1 |
13,186.41 |
13,162.89 |
|