Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,233.39 |
13,092.28 |
-141.11 |
-1.1% |
13,107.21 |
High |
13,289.45 |
13,140.58 |
-148.87 |
-1.1% |
13,289.45 |
Low |
13,076.57 |
13,038.71 |
-37.86 |
-0.3% |
13,052.07 |
Close |
13,093.16 |
13,112.44 |
19.28 |
0.1% |
13,093.16 |
Range |
212.88 |
101.87 |
-111.01 |
-52.1% |
237.38 |
ATR |
127.87 |
126.02 |
-1.86 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,402.85 |
13,359.52 |
13,168.47 |
|
R3 |
13,300.98 |
13,257.65 |
13,140.45 |
|
R2 |
13,199.11 |
13,199.11 |
13,131.12 |
|
R1 |
13,155.78 |
13,155.78 |
13,121.78 |
13,177.45 |
PP |
13,097.24 |
13,097.24 |
13,097.24 |
13,108.08 |
S1 |
13,053.91 |
13,053.91 |
13,103.10 |
13,075.58 |
S2 |
12,995.37 |
12,995.37 |
13,093.76 |
|
S3 |
12,893.50 |
12,952.04 |
13,084.43 |
|
S4 |
12,791.63 |
12,850.17 |
13,056.41 |
|
|
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 |
13,038.71 |
250.74 |
1.9% |
125.27 |
1.0% |
29% |
False |
True |
|
10 |
13,368.55 |
13,038.71 |
329.84 |
2.5% |
134.92 |
1.0% |
22% |
False |
True |
|
20 |
13,610.38 |
13,038.71 |
571.67 |
4.4% |
126.66 |
1.0% |
13% |
False |
True |
|
40 |
13,661.87 |
13,038.71 |
623.16 |
4.8% |
116.03 |
0.9% |
12% |
False |
True |
|
60 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
110.80 |
0.8% |
20% |
False |
False |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.7% |
120.42 |
0.9% |
52% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.2% |
126.76 |
1.0% |
55% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.4% |
132.94 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,573.53 |
2.618 |
13,407.28 |
1.618 |
13,305.41 |
1.000 |
13,242.45 |
0.618 |
13,203.54 |
HIGH |
13,140.58 |
0.618 |
13,101.67 |
0.500 |
13,089.65 |
0.382 |
13,077.62 |
LOW |
13,038.71 |
0.618 |
12,975.75 |
1.000 |
12,936.84 |
1.618 |
12,873.88 |
2.618 |
12,772.01 |
4.250 |
12,605.76 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,104.84 |
13,164.08 |
PP |
13,097.24 |
13,146.87 |
S1 |
13,089.65 |
13,129.65 |
|