Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,436.0 |
4,455.0 |
19.0 |
0.4% |
4,482.0 |
High |
4,467.0 |
4,478.0 |
11.0 |
0.2% |
4,520.0 |
Low |
4,421.0 |
4,450.0 |
29.0 |
0.7% |
4,434.0 |
Close |
4,458.0 |
4,473.0 |
15.0 |
0.3% |
4,445.0 |
Range |
46.0 |
28.0 |
-18.0 |
-39.1% |
86.0 |
ATR |
39.1 |
38.3 |
-0.8 |
-2.0% |
0.0 |
Volume |
24,464 |
16,056 |
-8,408 |
-34.4% |
130,931 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,551.0 |
4,540.0 |
4,488.4 |
|
R3 |
4,523.0 |
4,512.0 |
4,480.7 |
|
R2 |
4,495.0 |
4,495.0 |
4,478.1 |
|
R1 |
4,484.0 |
4,484.0 |
4,475.6 |
4,489.5 |
PP |
4,467.0 |
4,467.0 |
4,467.0 |
4,469.8 |
S1 |
4,456.0 |
4,456.0 |
4,470.4 |
4,461.5 |
S2 |
4,439.0 |
4,439.0 |
4,467.9 |
|
S3 |
4,411.0 |
4,428.0 |
4,465.3 |
|
S4 |
4,383.0 |
4,400.0 |
4,457.6 |
|
|
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% |
40.8 |
0.9% |
53% |
False |
False |
25,720 |
10 |
4,520.0 |
4,421.0 |
99.0 |
2.2% |
37.8 |
0.8% |
53% |
False |
False |
23,769 |
20 |
4,580.0 |
4,421.0 |
159.0 |
3.6% |
32.8 |
0.7% |
33% |
False |
False |
22,913 |
40 |
4,580.0 |
4,339.0 |
241.0 |
5.4% |
31.6 |
0.7% |
56% |
False |
False |
25,919 |
60 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
26.2 |
0.6% |
69% |
False |
False |
17,348 |
80 |
4,580.0 |
4,069.0 |
511.0 |
11.4% |
20.9 |
0.5% |
79% |
False |
False |
13,032 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
17.4 |
0.4% |
82% |
False |
False |
10,444 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.1% |
14.9 |
0.3% |
83% |
False |
False |
8,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.0 |
2.618 |
4,551.3 |
1.618 |
4,523.3 |
1.000 |
4,506.0 |
0.618 |
4,495.3 |
HIGH |
4,478.0 |
0.618 |
4,467.3 |
0.500 |
4,464.0 |
0.382 |
4,460.7 |
LOW |
4,450.0 |
0.618 |
4,432.7 |
1.000 |
4,422.0 |
1.618 |
4,404.7 |
2.618 |
4,376.7 |
4.250 |
4,331.0 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,470.0 |
4,465.2 |
PP |
4,467.0 |
4,457.3 |
S1 |
4,464.0 |
4,449.5 |
|