Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,113.89 |
13,228.24 |
114.35 |
0.9% |
13,107.21 |
High |
13,290.75 |
13,228.32 |
-62.43 |
-0.5% |
13,289.45 |
Low |
13,112.90 |
12,876.60 |
-236.30 |
-1.8% |
13,052.07 |
Close |
13,245.68 |
12,932.73 |
-312.95 |
-2.4% |
13,093.16 |
Range |
177.85 |
351.72 |
173.87 |
97.8% |
237.38 |
ATR |
129.75 |
146.85 |
17.09 |
13.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,067.71 |
13,851.94 |
13,126.18 |
|
R3 |
13,715.99 |
13,500.22 |
13,029.45 |
|
R2 |
13,364.27 |
13,364.27 |
12,997.21 |
|
R1 |
13,148.50 |
13,148.50 |
12,964.97 |
13,080.53 |
PP |
13,012.55 |
13,012.55 |
13,012.55 |
12,978.56 |
S1 |
12,796.78 |
12,796.78 |
12,900.49 |
12,728.81 |
S2 |
12,660.83 |
12,660.83 |
12,868.25 |
|
S3 |
12,309.11 |
12,445.06 |
12,836.01 |
|
S4 |
11,957.39 |
12,093.34 |
12,739.28 |
|
|
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 |
12,876.60 |
414.15 |
3.2% |
203.78 |
1.6% |
14% |
False |
True |
|
10 |
13,290.75 |
12,876.60 |
414.15 |
3.2% |
148.37 |
1.1% |
14% |
False |
True |
|
20 |
13,588.73 |
12,876.60 |
712.13 |
5.5% |
144.27 |
1.1% |
8% |
False |
True |
|
40 |
13,661.87 |
12,876.60 |
785.27 |
6.1% |
124.92 |
1.0% |
7% |
False |
True |
|
60 |
13,661.87 |
12,876.60 |
785.27 |
6.1% |
116.20 |
0.9% |
7% |
False |
True |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.8% |
123.28 |
1.0% |
36% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.4% |
128.81 |
1.0% |
40% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.6% |
134.88 |
1.0% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,723.13 |
2.618 |
14,149.12 |
1.618 |
13,797.40 |
1.000 |
13,580.04 |
0.618 |
13,445.68 |
HIGH |
13,228.32 |
0.618 |
13,093.96 |
0.500 |
13,052.46 |
0.382 |
13,010.96 |
LOW |
12,876.60 |
0.618 |
12,659.24 |
1.000 |
12,524.88 |
1.618 |
12,307.52 |
2.618 |
11,955.80 |
4.250 |
11,381.79 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,052.46 |
13,083.68 |
PP |
13,012.55 |
13,033.36 |
S1 |
12,972.64 |
12,983.05 |
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