Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,228.24 |
12,932.81 |
-295.43 |
-2.2% |
13,107.21 |
High |
13,228.32 |
12,980.23 |
-248.09 |
-1.9% |
13,289.45 |
Low |
12,876.60 |
12,811.24 |
-65.36 |
-0.5% |
13,052.07 |
Close |
12,932.73 |
12,811.32 |
-121.41 |
-0.9% |
13,093.16 |
Range |
351.72 |
168.99 |
-182.73 |
-52.0% |
237.38 |
ATR |
146.85 |
148.43 |
1.58 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,374.57 |
13,261.93 |
12,904.26 |
|
R3 |
13,205.58 |
13,092.94 |
12,857.79 |
|
R2 |
13,036.59 |
13,036.59 |
12,842.30 |
|
R1 |
12,923.95 |
12,923.95 |
12,826.81 |
12,895.78 |
PP |
12,867.60 |
12,867.60 |
12,867.60 |
12,853.51 |
S1 |
12,754.96 |
12,754.96 |
12,795.83 |
12,726.79 |
S2 |
12,698.61 |
12,698.61 |
12,780.34 |
|
S3 |
12,529.62 |
12,585.97 |
12,764.85 |
|
S4 |
12,360.63 |
12,416.98 |
12,718.38 |
|
|
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 |
12,811.24 |
479.51 |
3.7% |
202.66 |
1.6% |
0% |
False |
True |
|
10 |
13,290.75 |
12,811.24 |
479.51 |
3.7% |
156.11 |
1.2% |
0% |
False |
True |
|
20 |
13,588.73 |
12,811.24 |
777.49 |
6.1% |
145.16 |
1.1% |
0% |
False |
True |
|
40 |
13,661.87 |
12,811.24 |
850.63 |
6.6% |
127.75 |
1.0% |
0% |
False |
True |
|
60 |
13,661.87 |
12,811.24 |
850.63 |
6.6% |
117.67 |
0.9% |
0% |
False |
True |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.9% |
123.09 |
1.0% |
25% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.5% |
129.64 |
1.0% |
30% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.7% |
134.99 |
1.1% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,698.44 |
2.618 |
13,422.65 |
1.618 |
13,253.66 |
1.000 |
13,149.22 |
0.618 |
13,084.67 |
HIGH |
12,980.23 |
0.618 |
12,915.68 |
0.500 |
12,895.74 |
0.382 |
12,875.79 |
LOW |
12,811.24 |
0.618 |
12,706.80 |
1.000 |
12,642.25 |
1.618 |
12,537.81 |
2.618 |
12,368.82 |
4.250 |
12,093.03 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,895.74 |
13,051.00 |
PP |
12,867.60 |
12,971.10 |
S1 |
12,839.46 |
12,891.21 |
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