Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,720.4 |
1,715.6 |
-4.8 |
-0.3% |
1,712.2 |
High |
1,727.5 |
1,717.2 |
-10.3 |
-0.6% |
1,727.5 |
Low |
1,713.8 |
1,674.8 |
-39.0 |
-2.3% |
1,674.8 |
Close |
1,715.5 |
1,675.2 |
-40.3 |
-2.3% |
1,675.2 |
Range |
13.7 |
42.4 |
28.7 |
209.5% |
52.7 |
ATR |
17.9 |
19.7 |
1.7 |
9.8% |
0.0 |
Volume |
121,499 |
223,444 |
101,945 |
83.9% |
579,813 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.3 |
1,788.1 |
1,698.5 |
|
R3 |
1,773.9 |
1,745.7 |
1,686.9 |
|
R2 |
1,731.5 |
1,731.5 |
1,683.0 |
|
R1 |
1,703.3 |
1,703.3 |
1,679.1 |
1,696.2 |
PP |
1,689.1 |
1,689.1 |
1,689.1 |
1,685.5 |
S1 |
1,660.9 |
1,660.9 |
1,671.3 |
1,653.8 |
S2 |
1,646.7 |
1,646.7 |
1,667.4 |
|
S3 |
1,604.3 |
1,618.5 |
1,663.5 |
|
S4 |
1,561.9 |
1,576.1 |
1,651.9 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.6 |
1,815.6 |
1,704.2 |
|
R3 |
1,797.9 |
1,762.9 |
1,689.7 |
|
R2 |
1,745.2 |
1,745.2 |
1,684.9 |
|
R1 |
1,710.2 |
1,710.2 |
1,680.0 |
1,701.4 |
PP |
1,692.5 |
1,692.5 |
1,692.5 |
1,688.1 |
S1 |
1,657.5 |
1,657.5 |
1,670.4 |
1,648.7 |
S2 |
1,639.8 |
1,639.8 |
1,665.5 |
|
S3 |
1,587.1 |
1,604.8 |
1,660.7 |
|
S4 |
1,534.4 |
1,552.1 |
1,646.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,727.5 |
1,674.8 |
52.7 |
3.1% |
19.0 |
1.1% |
1% |
False |
True |
115,962 |
10 |
1,731.2 |
1,674.8 |
56.4 |
3.4% |
19.0 |
1.1% |
1% |
False |
True |
125,018 |
20 |
1,782.5 |
1,674.8 |
107.7 |
6.4% |
18.3 |
1.1% |
0% |
False |
True |
126,008 |
40 |
1,798.1 |
1,674.8 |
123.3 |
7.4% |
19.8 |
1.2% |
0% |
False |
True |
143,902 |
60 |
1,798.1 |
1,592.1 |
206.0 |
12.3% |
20.1 |
1.2% |
40% |
False |
False |
134,820 |
80 |
1,798.1 |
1,566.8 |
231.3 |
13.8% |
19.9 |
1.2% |
47% |
False |
False |
116,298 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.7% |
20.9 |
1.2% |
50% |
False |
False |
94,565 |
120 |
1,798.1 |
1,535.4 |
262.7 |
15.7% |
22.4 |
1.3% |
53% |
False |
False |
79,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.4 |
2.618 |
1,828.2 |
1.618 |
1,785.8 |
1.000 |
1,759.6 |
0.618 |
1,743.4 |
HIGH |
1,717.2 |
0.618 |
1,701.0 |
0.500 |
1,696.0 |
0.382 |
1,691.0 |
LOW |
1,674.8 |
0.618 |
1,648.6 |
1.000 |
1,632.4 |
1.618 |
1,606.2 |
2.618 |
1,563.8 |
4.250 |
1,494.6 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,696.0 |
1,701.2 |
PP |
1,689.1 |
1,692.5 |
S1 |
1,682.1 |
1,683.9 |
|