Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,715.6 |
1,676.7 |
-38.9 |
-2.3% |
1,712.2 |
High |
1,717.2 |
1,686.2 |
-31.0 |
-1.8% |
1,727.5 |
Low |
1,674.8 |
1,672.5 |
-2.3 |
-0.1% |
1,674.8 |
Close |
1,675.2 |
1,683.2 |
8.0 |
0.5% |
1,675.2 |
Range |
42.4 |
13.7 |
-28.7 |
-67.7% |
52.7 |
ATR |
19.7 |
19.2 |
-0.4 |
-2.2% |
0.0 |
Volume |
223,444 |
120,547 |
-102,897 |
-46.1% |
579,813 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,721.7 |
1,716.2 |
1,690.7 |
|
R3 |
1,708.0 |
1,702.5 |
1,687.0 |
|
R2 |
1,694.3 |
1,694.3 |
1,685.7 |
|
R1 |
1,688.8 |
1,688.8 |
1,684.5 |
1,691.6 |
PP |
1,680.6 |
1,680.6 |
1,680.6 |
1,682.0 |
S1 |
1,675.1 |
1,675.1 |
1,681.9 |
1,677.9 |
S2 |
1,666.9 |
1,666.9 |
1,680.7 |
|
S3 |
1,653.2 |
1,661.4 |
1,679.4 |
|
S4 |
1,639.5 |
1,647.7 |
1,675.7 |
|
|
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 |
1,672.5 |
55.0 |
3.3% |
19.4 |
1.2% |
19% |
False |
True |
128,550 |
10 |
1,731.2 |
1,672.5 |
58.7 |
3.5% |
18.7 |
1.1% |
18% |
False |
True |
126,258 |
20 |
1,781.6 |
1,672.5 |
109.1 |
6.5% |
18.3 |
1.1% |
10% |
False |
True |
127,240 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.5% |
19.7 |
1.2% |
9% |
False |
True |
144,137 |
60 |
1,798.1 |
1,592.1 |
206.0 |
12.2% |
19.9 |
1.2% |
44% |
False |
False |
135,086 |
80 |
1,798.1 |
1,566.8 |
231.3 |
13.7% |
19.7 |
1.2% |
50% |
False |
False |
117,509 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.6% |
20.8 |
1.2% |
53% |
False |
False |
95,744 |
120 |
1,798.1 |
1,537.3 |
260.8 |
15.5% |
22.4 |
1.3% |
56% |
False |
False |
80,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.4 |
2.618 |
1,722.1 |
1.618 |
1,708.4 |
1.000 |
1,699.9 |
0.618 |
1,694.7 |
HIGH |
1,686.2 |
0.618 |
1,681.0 |
0.500 |
1,679.4 |
0.382 |
1,677.7 |
LOW |
1,672.5 |
0.618 |
1,664.0 |
1.000 |
1,658.8 |
1.618 |
1,650.3 |
2.618 |
1,636.6 |
4.250 |
1,614.3 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,681.9 |
1,700.0 |
PP |
1,680.6 |
1,694.4 |
S1 |
1,679.4 |
1,688.8 |
|