Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,717.9 |
1,731.5 |
13.6 |
0.8% |
1,676.7 |
High |
1,735.1 |
1,739.4 |
4.3 |
0.2% |
1,739.4 |
Low |
1,712.6 |
1,726.9 |
14.3 |
0.8% |
1,672.5 |
Close |
1,726.0 |
1,730.9 |
4.9 |
0.3% |
1,730.9 |
Range |
22.5 |
12.5 |
-10.0 |
-44.4% |
66.9 |
ATR |
21.3 |
20.8 |
-0.6 |
-2.7% |
0.0 |
Volume |
165,870 |
148,670 |
-17,200 |
-10.4% |
887,991 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.9 |
1,762.9 |
1,737.8 |
|
R3 |
1,757.4 |
1,750.4 |
1,734.3 |
|
R2 |
1,744.9 |
1,744.9 |
1,733.2 |
|
R1 |
1,737.9 |
1,737.9 |
1,732.0 |
1,735.2 |
PP |
1,732.4 |
1,732.4 |
1,732.4 |
1,731.0 |
S1 |
1,725.4 |
1,725.4 |
1,729.8 |
1,722.7 |
S2 |
1,719.9 |
1,719.9 |
1,728.6 |
|
S3 |
1,707.4 |
1,712.9 |
1,727.5 |
|
S4 |
1,694.9 |
1,700.4 |
1,724.0 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.0 |
1,889.8 |
1,767.7 |
|
R3 |
1,848.1 |
1,822.9 |
1,749.3 |
|
R2 |
1,781.2 |
1,781.2 |
1,743.2 |
|
R1 |
1,756.0 |
1,756.0 |
1,737.0 |
1,768.6 |
PP |
1,714.3 |
1,714.3 |
1,714.3 |
1,720.6 |
S1 |
1,689.1 |
1,689.1 |
1,724.8 |
1,701.7 |
S2 |
1,647.4 |
1,647.4 |
1,718.6 |
|
S3 |
1,580.5 |
1,622.2 |
1,712.5 |
|
S4 |
1,513.6 |
1,555.3 |
1,694.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
23.2 |
1.3% |
87% |
True |
False |
177,598 |
10 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
21.1 |
1.2% |
87% |
True |
False |
146,780 |
20 |
1,755.5 |
1,672.5 |
83.0 |
4.8% |
20.0 |
1.2% |
70% |
False |
False |
139,713 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.7 |
1.1% |
46% |
False |
False |
144,618 |
60 |
1,798.1 |
1,611.8 |
186.3 |
10.8% |
20.3 |
1.2% |
64% |
False |
False |
141,300 |
80 |
1,798.1 |
1,566.8 |
231.3 |
13.4% |
20.0 |
1.2% |
71% |
False |
False |
126,508 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.2% |
21.0 |
1.2% |
73% |
False |
False |
103,252 |
120 |
1,798.1 |
1,537.3 |
260.8 |
15.1% |
22.3 |
1.3% |
74% |
False |
False |
86,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.5 |
2.618 |
1,772.1 |
1.618 |
1,759.6 |
1.000 |
1,751.9 |
0.618 |
1,747.1 |
HIGH |
1,739.4 |
0.618 |
1,734.6 |
0.500 |
1,733.2 |
0.382 |
1,731.7 |
LOW |
1,726.9 |
0.618 |
1,719.2 |
1.000 |
1,714.4 |
1.618 |
1,706.7 |
2.618 |
1,694.2 |
4.250 |
1,673.8 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,733.2 |
1,727.7 |
PP |
1,732.4 |
1,724.4 |
S1 |
1,731.7 |
1,721.2 |
|