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 |
1,685.4 |
1,715.8 |
30.4 |
1.8% |
1,712.2 |
High |
1,720.9 |
1,733.0 |
12.1 |
0.7% |
1,727.5 |
Low |
1,683.5 |
1,703.0 |
19.5 |
1.2% |
1,674.8 |
Close |
1,715.0 |
1,714.0 |
-1.0 |
-0.1% |
1,675.2 |
Range |
37.4 |
30.0 |
-7.4 |
-19.8% |
52.7 |
ATR |
20.6 |
21.2 |
0.7 |
3.3% |
0.0 |
Volume |
187,222 |
265,682 |
78,460 |
41.9% |
579,813 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.7 |
1,790.3 |
1,730.5 |
|
R3 |
1,776.7 |
1,760.3 |
1,722.3 |
|
R2 |
1,746.7 |
1,746.7 |
1,719.5 |
|
R1 |
1,730.3 |
1,730.3 |
1,716.8 |
1,723.5 |
PP |
1,716.7 |
1,716.7 |
1,716.7 |
1,713.3 |
S1 |
1,700.3 |
1,700.3 |
1,711.3 |
1,693.5 |
S2 |
1,686.7 |
1,686.7 |
1,708.5 |
|
S3 |
1,656.7 |
1,670.3 |
1,705.8 |
|
S4 |
1,626.7 |
1,640.3 |
1,697.5 |
|
|
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 |
1,733.0 |
1,672.5 |
60.5 |
3.5% |
27.4 |
1.6% |
69% |
True |
False |
183,678 |
10 |
1,733.0 |
1,672.5 |
60.5 |
3.5% |
21.1 |
1.2% |
69% |
True |
False |
142,093 |
20 |
1,776.6 |
1,672.5 |
104.1 |
6.1% |
20.1 |
1.2% |
40% |
False |
False |
136,384 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
20.5 |
1.2% |
33% |
False |
False |
148,151 |
60 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
20.3 |
1.2% |
59% |
False |
False |
139,281 |
80 |
1,798.1 |
1,566.8 |
231.3 |
13.5% |
20.0 |
1.2% |
64% |
False |
False |
122,863 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
21.1 |
1.2% |
66% |
False |
False |
100,176 |
120 |
1,798.1 |
1,537.3 |
260.8 |
15.2% |
22.4 |
1.3% |
68% |
False |
False |
84,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,860.5 |
2.618 |
1,811.5 |
1.618 |
1,781.5 |
1.000 |
1,763.0 |
0.618 |
1,751.5 |
HIGH |
1,733.0 |
0.618 |
1,721.5 |
0.500 |
1,718.0 |
0.382 |
1,714.5 |
LOW |
1,703.0 |
0.618 |
1,684.5 |
1.000 |
1,673.0 |
1.618 |
1,654.5 |
2.618 |
1,624.5 |
4.250 |
1,575.5 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,718.0 |
1,710.3 |
PP |
1,716.7 |
1,706.5 |
S1 |
1,715.3 |
1,702.8 |
|