Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
4,472.0 |
4,507.0 |
35.0 |
0.8% |
4,525.0 |
High |
4,493.0 |
4,520.0 |
27.0 |
0.6% |
4,560.0 |
Low |
4,463.0 |
4,486.0 |
23.0 |
0.5% |
4,460.0 |
Close |
4,484.0 |
4,504.0 |
20.0 |
0.4% |
4,465.0 |
Range |
30.0 |
34.0 |
4.0 |
13.3% |
100.0 |
ATR |
36.0 |
36.0 |
0.0 |
0.0% |
0.0 |
Volume |
21,125 |
27,496 |
6,371 |
30.2% |
103,580 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,605.3 |
4,588.7 |
4,522.7 |
|
R3 |
4,571.3 |
4,554.7 |
4,513.4 |
|
R2 |
4,537.3 |
4,537.3 |
4,510.2 |
|
R1 |
4,520.7 |
4,520.7 |
4,507.1 |
4,512.0 |
PP |
4,503.3 |
4,503.3 |
4,503.3 |
4,499.0 |
S1 |
4,486.7 |
4,486.7 |
4,500.9 |
4,478.0 |
S2 |
4,469.3 |
4,469.3 |
4,497.8 |
|
S3 |
4,435.3 |
4,452.7 |
4,494.7 |
|
S4 |
4,401.3 |
4,418.7 |
4,485.3 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,795.0 |
4,730.0 |
4,520.0 |
|
R3 |
4,695.0 |
4,630.0 |
4,492.5 |
|
R2 |
4,595.0 |
4,595.0 |
4,483.3 |
|
R1 |
4,530.0 |
4,530.0 |
4,474.2 |
4,512.5 |
PP |
4,495.0 |
4,495.0 |
4,495.0 |
4,486.3 |
S1 |
4,430.0 |
4,430.0 |
4,455.8 |
4,412.5 |
S2 |
4,395.0 |
4,395.0 |
4,446.7 |
|
S3 |
4,295.0 |
4,330.0 |
4,437.5 |
|
S4 |
4,195.0 |
4,230.0 |
4,410.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,520.0 |
4,460.0 |
60.0 |
1.3% |
34.6 |
0.8% |
73% |
True |
False |
22,364 |
10 |
4,580.0 |
4,460.0 |
120.0 |
2.7% |
33.5 |
0.7% |
37% |
False |
False |
22,460 |
20 |
4,580.0 |
4,438.0 |
142.0 |
3.2% |
30.4 |
0.7% |
46% |
False |
False |
21,611 |
40 |
4,580.0 |
4,310.0 |
270.0 |
6.0% |
29.6 |
0.7% |
72% |
False |
False |
23,432 |
60 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
23.7 |
0.5% |
78% |
False |
False |
15,671 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.2% |
19.1 |
0.4% |
86% |
False |
False |
11,777 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
15.7 |
0.3% |
87% |
False |
False |
9,434 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
13.9 |
0.3% |
88% |
False |
False |
7,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,664.5 |
2.618 |
4,609.0 |
1.618 |
4,575.0 |
1.000 |
4,554.0 |
0.618 |
4,541.0 |
HIGH |
4,520.0 |
0.618 |
4,507.0 |
0.500 |
4,503.0 |
0.382 |
4,499.0 |
LOW |
4,486.0 |
0.618 |
4,465.0 |
1.000 |
4,452.0 |
1.618 |
4,431.0 |
2.618 |
4,397.0 |
4.250 |
4,341.5 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4,503.7 |
4,499.8 |
PP |
4,503.3 |
4,495.7 |
S1 |
4,503.0 |
4,491.5 |
|