Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,099.19 |
13,233.39 |
134.20 |
1.0% |
13,107.21 |
High |
13,273.71 |
13,289.45 |
15.74 |
0.1% |
13,289.45 |
Low |
13,099.11 |
13,076.57 |
-22.54 |
-0.2% |
13,052.07 |
Close |
13,232.62 |
13,093.16 |
-139.46 |
-1.1% |
13,093.16 |
Range |
174.60 |
212.88 |
38.28 |
21.9% |
237.38 |
ATR |
121.33 |
127.87 |
6.54 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,791.70 |
13,655.31 |
13,210.24 |
|
R3 |
13,578.82 |
13,442.43 |
13,151.70 |
|
R2 |
13,365.94 |
13,365.94 |
13,132.19 |
|
R1 |
13,229.55 |
13,229.55 |
13,112.67 |
13,191.31 |
PP |
13,153.06 |
13,153.06 |
13,153.06 |
13,133.94 |
S1 |
13,016.67 |
13,016.67 |
13,073.65 |
12,978.43 |
S2 |
12,940.18 |
12,940.18 |
13,054.13 |
|
S3 |
12,727.30 |
12,803.79 |
13,034.62 |
|
S4 |
12,514.42 |
12,590.91 |
12,976.08 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,857.03 |
13,712.48 |
13,223.72 |
|
R3 |
13,619.65 |
13,475.10 |
13,158.44 |
|
R2 |
13,382.27 |
13,382.27 |
13,136.68 |
|
R1 |
13,237.72 |
13,237.72 |
13,114.92 |
13,191.31 |
PP |
13,144.89 |
13,144.89 |
13,144.89 |
13,121.69 |
S1 |
13,000.34 |
13,000.34 |
13,071.40 |
12,953.93 |
S2 |
12,907.51 |
12,907.51 |
13,049.64 |
|
S3 |
12,670.13 |
12,762.96 |
13,027.88 |
|
S4 |
12,432.75 |
12,525.58 |
12,962.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,289.45 |
13,040.17 |
249.28 |
1.9% |
127.21 |
1.0% |
21% |
True |
False |
|
10 |
13,545.49 |
13,039.86 |
505.63 |
3.9% |
148.06 |
1.1% |
11% |
False |
False |
|
20 |
13,661.87 |
13,039.86 |
622.01 |
4.8% |
126.22 |
1.0% |
9% |
False |
False |
|
40 |
13,661.87 |
13,039.86 |
622.01 |
4.8% |
114.84 |
0.9% |
9% |
False |
False |
|
60 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
110.35 |
0.8% |
17% |
False |
False |
|
80 |
13,661.87 |
12,492.25 |
1,169.62 |
8.9% |
120.88 |
0.9% |
51% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.3% |
127.19 |
1.0% |
53% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
133.34 |
1.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,194.19 |
2.618 |
13,846.77 |
1.618 |
13,633.89 |
1.000 |
13,502.33 |
0.618 |
13,421.01 |
HIGH |
13,289.45 |
0.618 |
13,208.13 |
0.500 |
13,183.01 |
0.382 |
13,157.89 |
LOW |
13,076.57 |
0.618 |
12,945.01 |
1.000 |
12,863.69 |
1.618 |
12,732.13 |
2.618 |
12,519.25 |
4.250 |
12,171.83 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,183.01 |
13,170.76 |
PP |
13,153.06 |
13,144.89 |
S1 |
13,123.11 |
13,119.03 |
|