Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,092.28 |
13,113.89 |
21.61 |
0.2% |
13,107.21 |
High |
13,140.58 |
13,290.75 |
150.17 |
1.1% |
13,289.45 |
Low |
13,038.71 |
13,112.90 |
74.19 |
0.6% |
13,052.07 |
Close |
13,112.44 |
13,245.68 |
133.24 |
1.0% |
13,093.16 |
Range |
101.87 |
177.85 |
75.98 |
74.6% |
237.38 |
ATR |
126.02 |
129.75 |
3.74 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,749.99 |
13,675.69 |
13,343.50 |
|
R3 |
13,572.14 |
13,497.84 |
13,294.59 |
|
R2 |
13,394.29 |
13,394.29 |
13,278.29 |
|
R1 |
13,319.99 |
13,319.99 |
13,261.98 |
13,357.14 |
PP |
13,216.44 |
13,216.44 |
13,216.44 |
13,235.02 |
S1 |
13,142.14 |
13,142.14 |
13,229.38 |
13,179.29 |
S2 |
13,038.59 |
13,038.59 |
13,213.07 |
|
S3 |
12,860.74 |
12,964.29 |
13,196.77 |
|
S4 |
12,682.89 |
12,786.44 |
13,147.86 |
|
|
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 |
13,290.75 |
13,038.71 |
252.04 |
1.9% |
160.84 |
1.2% |
82% |
True |
False |
|
10 |
13,344.90 |
13,038.71 |
306.19 |
2.3% |
139.36 |
1.1% |
68% |
False |
False |
|
20 |
13,592.33 |
13,038.71 |
553.62 |
4.2% |
132.63 |
1.0% |
37% |
False |
False |
|
40 |
13,661.87 |
13,038.71 |
623.16 |
4.7% |
118.66 |
0.9% |
33% |
False |
False |
|
60 |
13,661.87 |
12,977.09 |
684.78 |
5.2% |
111.88 |
0.8% |
39% |
False |
False |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.6% |
120.00 |
0.9% |
63% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
126.53 |
1.0% |
66% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.3% |
133.38 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,046.61 |
2.618 |
13,756.36 |
1.618 |
13,578.51 |
1.000 |
13,468.60 |
0.618 |
13,400.66 |
HIGH |
13,290.75 |
0.618 |
13,222.81 |
0.500 |
13,201.83 |
0.382 |
13,180.84 |
LOW |
13,112.90 |
0.618 |
13,002.99 |
1.000 |
12,935.05 |
1.618 |
12,825.14 |
2.618 |
12,647.29 |
4.250 |
12,357.04 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,231.06 |
13,218.70 |
PP |
13,216.44 |
13,191.71 |
S1 |
13,201.83 |
13,164.73 |
|