Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,482.0 |
4,468.0 |
-14.0 |
-0.3% |
4,482.0 |
High |
4,509.0 |
4,487.0 |
-22.0 |
-0.5% |
4,520.0 |
Low |
4,467.0 |
4,453.0 |
-14.0 |
-0.3% |
4,434.0 |
Close |
4,496.0 |
4,486.0 |
-10.0 |
-0.2% |
4,445.0 |
Range |
42.0 |
34.0 |
-8.0 |
-19.0% |
86.0 |
ATR |
38.5 |
38.9 |
0.3 |
0.8% |
0.0 |
Volume |
25,594 |
21,779 |
-3,815 |
-14.9% |
130,931 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,577.3 |
4,565.7 |
4,504.7 |
|
R3 |
4,543.3 |
4,531.7 |
4,495.4 |
|
R2 |
4,509.3 |
4,509.3 |
4,492.2 |
|
R1 |
4,497.7 |
4,497.7 |
4,489.1 |
4,503.5 |
PP |
4,475.3 |
4,475.3 |
4,475.3 |
4,478.3 |
S1 |
4,463.7 |
4,463.7 |
4,482.9 |
4,469.5 |
S2 |
4,441.3 |
4,441.3 |
4,479.8 |
|
S3 |
4,407.3 |
4,429.7 |
4,476.7 |
|
S4 |
4,373.3 |
4,395.7 |
4,467.3 |
|
|
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 |
4,509.0 |
4,421.0 |
88.0 |
2.0% |
36.8 |
0.8% |
74% |
False |
False |
21,969 |
10 |
4,520.0 |
4,421.0 |
99.0 |
2.2% |
39.4 |
0.9% |
66% |
False |
False |
24,539 |
20 |
4,580.0 |
4,421.0 |
159.0 |
3.5% |
33.4 |
0.7% |
41% |
False |
False |
23,256 |
40 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
32.4 |
0.7% |
61% |
False |
False |
26,967 |
60 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
27.5 |
0.6% |
73% |
False |
False |
18,136 |
80 |
4,580.0 |
4,077.0 |
503.0 |
11.2% |
21.9 |
0.5% |
81% |
False |
False |
13,625 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
18.2 |
0.4% |
84% |
False |
False |
10,918 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
15.5 |
0.3% |
85% |
False |
False |
9,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,631.5 |
2.618 |
4,576.0 |
1.618 |
4,542.0 |
1.000 |
4,521.0 |
0.618 |
4,508.0 |
HIGH |
4,487.0 |
0.618 |
4,474.0 |
0.500 |
4,470.0 |
0.382 |
4,466.0 |
LOW |
4,453.0 |
0.618 |
4,432.0 |
1.000 |
4,419.0 |
1.618 |
4,398.0 |
2.618 |
4,364.0 |
4.250 |
4,308.5 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,480.7 |
4,483.8 |
PP |
4,475.3 |
4,481.7 |
S1 |
4,470.0 |
4,479.5 |
|