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 |
7,287.5 |
7,268.5 |
-19.0 |
-0.3% |
7,366.5 |
High |
7,350.0 |
7,359.5 |
9.5 |
0.1% |
7,393.0 |
Low |
7,254.5 |
7,246.0 |
-8.5 |
-0.1% |
7,120.0 |
Close |
7,271.0 |
7,333.5 |
62.5 |
0.9% |
7,232.0 |
Range |
95.5 |
113.5 |
18.0 |
18.8% |
273.0 |
ATR |
97.3 |
98.5 |
1.2 |
1.2% |
0.0 |
Volume |
113,413 |
113,413 |
0 |
0.0% |
598,296 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,653.5 |
7,607.0 |
7,395.9 |
|
R3 |
7,540.0 |
7,493.5 |
7,364.7 |
|
R2 |
7,426.5 |
7,426.5 |
7,354.3 |
|
R1 |
7,380.0 |
7,380.0 |
7,343.9 |
7,403.3 |
PP |
7,313.0 |
7,313.0 |
7,313.0 |
7,324.6 |
S1 |
7,266.5 |
7,266.5 |
7,323.1 |
7,289.8 |
S2 |
7,199.5 |
7,199.5 |
7,312.7 |
|
S3 |
7,086.0 |
7,153.0 |
7,302.3 |
|
S4 |
6,972.5 |
7,039.5 |
7,271.1 |
|
|
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 |
7,359.5 |
7,145.5 |
214.0 |
2.9% |
95.0 |
1.3% |
88% |
True |
False |
92,914 |
10 |
7,433.5 |
7,120.0 |
313.5 |
4.3% |
103.5 |
1.4% |
68% |
False |
False |
111,520 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
91.9 |
1.3% |
65% |
False |
False |
114,268 |
40 |
7,483.5 |
7,120.0 |
363.5 |
5.0% |
91.6 |
1.2% |
59% |
False |
False |
98,551 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
91.0 |
1.2% |
75% |
False |
False |
66,167 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
102.6 |
1.4% |
87% |
False |
False |
49,755 |
100 |
7,483.5 |
6,086.0 |
1,397.5 |
19.1% |
103.6 |
1.4% |
89% |
False |
False |
40,098 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
106.4 |
1.5% |
90% |
False |
False |
33,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,841.9 |
2.618 |
7,656.6 |
1.618 |
7,543.1 |
1.000 |
7,473.0 |
0.618 |
7,429.6 |
HIGH |
7,359.5 |
0.618 |
7,316.1 |
0.500 |
7,302.8 |
0.382 |
7,289.4 |
LOW |
7,246.0 |
0.618 |
7,175.9 |
1.000 |
7,132.5 |
1.618 |
7,062.4 |
2.618 |
6,948.9 |
4.250 |
6,763.6 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,323.3 |
7,315.3 |
PP |
7,313.0 |
7,297.0 |
S1 |
7,302.8 |
7,278.8 |
|