Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,507.0 |
4,495.0 |
-12.0 |
-0.3% |
4,525.0 |
High |
4,520.0 |
4,496.0 |
-24.0 |
-0.5% |
4,560.0 |
Low |
4,486.0 |
4,434.0 |
-52.0 |
-1.2% |
4,460.0 |
Close |
4,504.0 |
4,436.0 |
-68.0 |
-1.5% |
4,465.0 |
Range |
34.0 |
62.0 |
28.0 |
82.4% |
100.0 |
ATR |
36.0 |
38.4 |
2.4 |
6.7% |
0.0 |
Volume |
27,496 |
38,633 |
11,137 |
40.5% |
103,580 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,641.3 |
4,600.7 |
4,470.1 |
|
R3 |
4,579.3 |
4,538.7 |
4,453.1 |
|
R2 |
4,517.3 |
4,517.3 |
4,447.4 |
|
R1 |
4,476.7 |
4,476.7 |
4,441.7 |
4,466.0 |
PP |
4,455.3 |
4,455.3 |
4,455.3 |
4,450.0 |
S1 |
4,414.7 |
4,414.7 |
4,430.3 |
4,404.0 |
S2 |
4,393.3 |
4,393.3 |
4,424.6 |
|
S3 |
4,331.3 |
4,352.7 |
4,419.0 |
|
S4 |
4,269.3 |
4,290.7 |
4,401.9 |
|
|
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 |
4,434.0 |
86.0 |
1.9% |
42.0 |
0.9% |
2% |
False |
True |
27,110 |
10 |
4,571.0 |
4,434.0 |
137.0 |
3.1% |
36.3 |
0.8% |
1% |
False |
True |
23,635 |
20 |
4,580.0 |
4,434.0 |
146.0 |
3.3% |
32.3 |
0.7% |
1% |
False |
True |
22,556 |
40 |
4,580.0 |
4,321.0 |
259.0 |
5.8% |
30.8 |
0.7% |
44% |
False |
False |
24,396 |
60 |
4,580.0 |
4,235.0 |
345.0 |
7.8% |
24.7 |
0.6% |
58% |
False |
False |
16,313 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.4% |
19.8 |
0.4% |
74% |
False |
False |
12,260 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.5% |
16.4 |
0.4% |
76% |
False |
False |
9,820 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.2% |
14.4 |
0.3% |
77% |
False |
False |
8,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.5 |
2.618 |
4,658.3 |
1.618 |
4,596.3 |
1.000 |
4,558.0 |
0.618 |
4,534.3 |
HIGH |
4,496.0 |
0.618 |
4,472.3 |
0.500 |
4,465.0 |
0.382 |
4,457.7 |
LOW |
4,434.0 |
0.618 |
4,395.7 |
1.000 |
4,372.0 |
1.618 |
4,333.7 |
2.618 |
4,271.7 |
4.250 |
4,170.5 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,465.0 |
4,477.0 |
PP |
4,455.3 |
4,463.3 |
S1 |
4,445.7 |
4,449.7 |
|