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 |
7,198.0 |
7,287.5 |
89.5 |
1.2% |
7,366.5 |
High |
7,295.0 |
7,350.0 |
55.0 |
0.8% |
7,393.0 |
Low |
7,198.0 |
7,254.5 |
56.5 |
0.8% |
7,120.0 |
Close |
7,276.5 |
7,271.0 |
-5.5 |
-0.1% |
7,232.0 |
Range |
97.0 |
95.5 |
-1.5 |
-1.5% |
273.0 |
ATR |
97.4 |
97.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
116,057 |
113,413 |
-2,644 |
-2.3% |
598,296 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,578.3 |
7,520.2 |
7,323.5 |
|
R3 |
7,482.8 |
7,424.7 |
7,297.3 |
|
R2 |
7,387.3 |
7,387.3 |
7,288.5 |
|
R1 |
7,329.2 |
7,329.2 |
7,279.8 |
7,310.5 |
PP |
7,291.8 |
7,291.8 |
7,291.8 |
7,282.5 |
S1 |
7,233.7 |
7,233.7 |
7,262.2 |
7,215.0 |
S2 |
7,196.3 |
7,196.3 |
7,253.5 |
|
S3 |
7,100.8 |
7,138.2 |
7,244.7 |
|
S4 |
7,005.3 |
7,042.7 |
7,218.5 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,067.3 |
7,922.7 |
7,382.2 |
|
R3 |
7,794.3 |
7,649.7 |
7,307.1 |
|
R2 |
7,521.3 |
7,521.3 |
7,282.1 |
|
R1 |
7,376.7 |
7,376.7 |
7,257.0 |
7,312.5 |
PP |
7,248.3 |
7,248.3 |
7,248.3 |
7,216.3 |
S1 |
7,103.7 |
7,103.7 |
7,207.0 |
7,039.5 |
S2 |
6,975.3 |
6,975.3 |
7,182.0 |
|
S3 |
6,702.3 |
6,830.7 |
7,156.9 |
|
S4 |
6,429.3 |
6,557.7 |
7,081.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,350.0 |
7,145.5 |
204.5 |
2.8% |
87.6 |
1.2% |
61% |
True |
False |
95,970 |
10 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
98.0 |
1.3% |
46% |
False |
False |
113,584 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
90.9 |
1.3% |
46% |
False |
False |
114,208 |
40 |
7,483.5 |
6,983.0 |
500.5 |
6.9% |
93.6 |
1.3% |
58% |
False |
False |
95,914 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
89.9 |
1.2% |
65% |
False |
False |
64,278 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
102.0 |
1.4% |
82% |
False |
False |
48,338 |
100 |
7,483.5 |
6,086.0 |
1,397.5 |
19.2% |
103.7 |
1.4% |
85% |
False |
False |
39,066 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.4% |
106.6 |
1.5% |
86% |
False |
False |
32,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,755.9 |
2.618 |
7,600.0 |
1.618 |
7,504.5 |
1.000 |
7,445.5 |
0.618 |
7,409.0 |
HIGH |
7,350.0 |
0.618 |
7,313.5 |
0.500 |
7,302.3 |
0.382 |
7,291.0 |
LOW |
7,254.5 |
0.618 |
7,195.5 |
1.000 |
7,159.0 |
1.618 |
7,100.0 |
2.618 |
7,004.5 |
4.250 |
6,848.6 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
7,302.3 |
7,267.8 |
PP |
7,291.8 |
7,264.5 |
S1 |
7,281.4 |
7,261.3 |
|