Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
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Previous |
Current |
|
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|
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08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,932.81 |
12,811.17 |
-121.64 |
-0.9% |
13,092.28 |
High |
12,980.23 |
12,890.19 |
-90.04 |
-0.7% |
13,290.75 |
Low |
12,811.24 |
12,743.39 |
-67.85 |
-0.5% |
12,743.39 |
Close |
12,811.32 |
12,815.39 |
4.07 |
0.0% |
12,815.39 |
Range |
168.99 |
146.80 |
-22.19 |
-13.1% |
547.36 |
ATR |
148.43 |
148.31 |
-0.12 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,256.72 |
13,182.86 |
12,896.13 |
|
R3 |
13,109.92 |
13,036.06 |
12,855.76 |
|
R2 |
12,963.12 |
12,963.12 |
12,842.30 |
|
R1 |
12,889.26 |
12,889.26 |
12,828.85 |
12,926.19 |
PP |
12,816.32 |
12,816.32 |
12,816.32 |
12,834.79 |
S1 |
12,742.46 |
12,742.46 |
12,801.93 |
12,779.39 |
S2 |
12,669.52 |
12,669.52 |
12,788.48 |
|
S3 |
12,522.72 |
12,595.66 |
12,775.02 |
|
S4 |
12,375.92 |
12,448.86 |
12,734.65 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,591.92 |
14,251.02 |
13,116.44 |
|
R3 |
14,044.56 |
13,703.66 |
12,965.91 |
|
R2 |
13,497.20 |
13,497.20 |
12,915.74 |
|
R1 |
13,156.30 |
13,156.30 |
12,865.56 |
13,053.07 |
PP |
12,949.84 |
12,949.84 |
12,949.84 |
12,898.23 |
S1 |
12,608.94 |
12,608.94 |
12,765.22 |
12,505.71 |
S2 |
12,402.48 |
12,402.48 |
12,715.04 |
|
S3 |
11,855.12 |
12,061.58 |
12,664.87 |
|
S4 |
11,307.76 |
11,514.22 |
12,514.34 |
|
|
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 |
12,743.39 |
547.36 |
4.3% |
189.45 |
1.5% |
13% |
False |
True |
|
10 |
13,290.75 |
12,743.39 |
547.36 |
4.3% |
158.33 |
1.2% |
13% |
False |
True |
|
20 |
13,588.73 |
12,743.39 |
845.34 |
6.6% |
147.38 |
1.2% |
9% |
False |
True |
|
40 |
13,661.87 |
12,743.39 |
918.48 |
7.2% |
125.21 |
1.0% |
8% |
False |
True |
|
60 |
13,661.87 |
12,743.39 |
918.48 |
7.2% |
119.21 |
0.9% |
8% |
False |
True |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.9% |
122.83 |
1.0% |
26% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.5% |
129.57 |
1.0% |
30% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.7% |
135.04 |
1.1% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,514.09 |
2.618 |
13,274.51 |
1.618 |
13,127.71 |
1.000 |
13,036.99 |
0.618 |
12,980.91 |
HIGH |
12,890.19 |
0.618 |
12,834.11 |
0.500 |
12,816.79 |
0.382 |
12,799.47 |
LOW |
12,743.39 |
0.618 |
12,652.67 |
1.000 |
12,596.59 |
1.618 |
12,505.87 |
2.618 |
12,359.07 |
4.250 |
12,119.49 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,816.79 |
12,985.86 |
PP |
12,816.32 |
12,929.03 |
S1 |
12,815.86 |
12,872.21 |
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