Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,473.0 |
4,436.0 |
-37.0 |
-0.8% |
4,482.0 |
High |
4,476.0 |
4,467.0 |
-9.0 |
-0.2% |
4,520.0 |
Low |
4,442.0 |
4,421.0 |
-21.0 |
-0.5% |
4,434.0 |
Close |
4,445.0 |
4,458.0 |
13.0 |
0.3% |
4,445.0 |
Range |
34.0 |
46.0 |
12.0 |
35.3% |
86.0 |
ATR |
38.5 |
39.1 |
0.5 |
1.4% |
0.0 |
Volume |
21,953 |
24,464 |
2,511 |
11.4% |
130,931 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,586.7 |
4,568.3 |
4,483.3 |
|
R3 |
4,540.7 |
4,522.3 |
4,470.7 |
|
R2 |
4,494.7 |
4,494.7 |
4,466.4 |
|
R1 |
4,476.3 |
4,476.3 |
4,462.2 |
4,485.5 |
PP |
4,448.7 |
4,448.7 |
4,448.7 |
4,453.3 |
S1 |
4,430.3 |
4,430.3 |
4,453.8 |
4,439.5 |
S2 |
4,402.7 |
4,402.7 |
4,449.6 |
|
S3 |
4,356.7 |
4,384.3 |
4,445.4 |
|
S4 |
4,310.7 |
4,338.3 |
4,432.7 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.3 |
4,670.7 |
4,492.3 |
|
R3 |
4,638.3 |
4,584.7 |
4,468.7 |
|
R2 |
4,552.3 |
4,552.3 |
4,460.8 |
|
R1 |
4,498.7 |
4,498.7 |
4,452.9 |
4,482.5 |
PP |
4,466.3 |
4,466.3 |
4,466.3 |
4,458.3 |
S1 |
4,412.7 |
4,412.7 |
4,437.1 |
4,396.5 |
S2 |
4,380.3 |
4,380.3 |
4,429.2 |
|
S3 |
4,294.3 |
4,326.7 |
4,421.4 |
|
S4 |
4,208.3 |
4,240.7 |
4,397.7 |
|
|
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 |
4,421.0 |
99.0 |
2.2% |
41.2 |
0.9% |
37% |
False |
True |
26,734 |
10 |
4,560.0 |
4,421.0 |
139.0 |
3.1% |
38.5 |
0.9% |
27% |
False |
True |
24,164 |
20 |
4,580.0 |
4,421.0 |
159.0 |
3.6% |
33.3 |
0.7% |
23% |
False |
True |
23,040 |
40 |
4,580.0 |
4,321.0 |
259.0 |
5.8% |
31.4 |
0.7% |
53% |
False |
False |
25,550 |
60 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
26.1 |
0.6% |
65% |
False |
False |
17,083 |
80 |
4,580.0 |
4,031.0 |
549.0 |
12.3% |
20.7 |
0.5% |
78% |
False |
False |
12,840 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
17.2 |
0.4% |
80% |
False |
False |
10,284 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.1% |
14.9 |
0.3% |
81% |
False |
False |
8,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,662.5 |
2.618 |
4,587.4 |
1.618 |
4,541.4 |
1.000 |
4,513.0 |
0.618 |
4,495.4 |
HIGH |
4,467.0 |
0.618 |
4,449.4 |
0.500 |
4,444.0 |
0.382 |
4,438.6 |
LOW |
4,421.0 |
0.618 |
4,392.6 |
1.000 |
4,375.0 |
1.618 |
4,346.6 |
2.618 |
4,300.6 |
4.250 |
4,225.5 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,453.3 |
4,458.5 |
PP |
4,448.7 |
4,458.3 |
S1 |
4,444.0 |
4,458.2 |
|