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 |
1,715.8 |
1,717.9 |
2.1 |
0.1% |
1,712.2 |
High |
1,733.0 |
1,735.1 |
2.1 |
0.1% |
1,727.5 |
Low |
1,703.0 |
1,712.6 |
9.6 |
0.6% |
1,674.8 |
Close |
1,714.0 |
1,726.0 |
12.0 |
0.7% |
1,675.2 |
Range |
30.0 |
22.5 |
-7.5 |
-25.0% |
52.7 |
ATR |
21.2 |
21.3 |
0.1 |
0.4% |
0.0 |
Volume |
265,682 |
165,870 |
-99,812 |
-37.6% |
579,813 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.1 |
1,781.5 |
1,738.4 |
|
R3 |
1,769.6 |
1,759.0 |
1,732.2 |
|
R2 |
1,747.1 |
1,747.1 |
1,730.1 |
|
R1 |
1,736.5 |
1,736.5 |
1,728.1 |
1,741.8 |
PP |
1,724.6 |
1,724.6 |
1,724.6 |
1,727.2 |
S1 |
1,714.0 |
1,714.0 |
1,723.9 |
1,719.3 |
S2 |
1,702.1 |
1,702.1 |
1,721.9 |
|
S3 |
1,679.6 |
1,691.5 |
1,719.8 |
|
S4 |
1,657.1 |
1,669.0 |
1,713.6 |
|
|
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 |
1,735.1 |
1,672.5 |
62.6 |
3.6% |
29.2 |
1.7% |
85% |
True |
False |
192,553 |
10 |
1,735.1 |
1,672.5 |
62.6 |
3.6% |
21.7 |
1.3% |
85% |
True |
False |
144,564 |
20 |
1,775.0 |
1,672.5 |
102.5 |
5.9% |
20.4 |
1.2% |
52% |
False |
False |
138,799 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.7 |
1.1% |
43% |
False |
False |
145,790 |
60 |
1,798.1 |
1,603.0 |
195.1 |
11.3% |
20.4 |
1.2% |
63% |
False |
False |
140,523 |
80 |
1,798.1 |
1,566.8 |
231.3 |
13.4% |
20.1 |
1.2% |
69% |
False |
False |
124,843 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
21.2 |
1.2% |
71% |
False |
False |
101,803 |
120 |
1,798.1 |
1,537.3 |
260.8 |
15.1% |
22.5 |
1.3% |
72% |
False |
False |
85,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.7 |
2.618 |
1,794.0 |
1.618 |
1,771.5 |
1.000 |
1,757.6 |
0.618 |
1,749.0 |
HIGH |
1,735.1 |
0.618 |
1,726.5 |
0.500 |
1,723.9 |
0.382 |
1,721.2 |
LOW |
1,712.6 |
0.618 |
1,698.7 |
1.000 |
1,690.1 |
1.618 |
1,676.2 |
2.618 |
1,653.7 |
4.250 |
1,617.0 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.3 |
1,720.4 |
PP |
1,724.6 |
1,714.9 |
S1 |
1,723.9 |
1,709.3 |
|