Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,268.5 |
7,349.0 |
80.5 |
1.1% |
7,227.0 |
High |
7,359.5 |
7,392.5 |
33.0 |
0.4% |
7,392.5 |
Low |
7,246.0 |
7,315.0 |
69.0 |
1.0% |
7,172.5 |
Close |
7,333.5 |
7,360.5 |
27.0 |
0.4% |
7,360.5 |
Range |
113.5 |
77.5 |
-36.0 |
-31.7% |
220.0 |
ATR |
98.5 |
97.0 |
-1.5 |
-1.5% |
0.0 |
Volume |
113,413 |
110,776 |
-2,637 |
-2.3% |
515,465 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,588.5 |
7,552.0 |
7,403.1 |
|
R3 |
7,511.0 |
7,474.5 |
7,381.8 |
|
R2 |
7,433.5 |
7,433.5 |
7,374.7 |
|
R1 |
7,397.0 |
7,397.0 |
7,367.6 |
7,415.3 |
PP |
7,356.0 |
7,356.0 |
7,356.0 |
7,365.1 |
S1 |
7,319.5 |
7,319.5 |
7,353.4 |
7,337.8 |
S2 |
7,278.5 |
7,278.5 |
7,346.3 |
|
S3 |
7,201.0 |
7,242.0 |
7,339.2 |
|
S4 |
7,123.5 |
7,164.5 |
7,317.9 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,968.5 |
7,884.5 |
7,481.5 |
|
R3 |
7,748.5 |
7,664.5 |
7,421.0 |
|
R2 |
7,528.5 |
7,528.5 |
7,400.8 |
|
R1 |
7,444.5 |
7,444.5 |
7,380.7 |
7,486.5 |
PP |
7,308.5 |
7,308.5 |
7,308.5 |
7,329.5 |
S1 |
7,224.5 |
7,224.5 |
7,340.3 |
7,266.5 |
S2 |
7,088.5 |
7,088.5 |
7,320.2 |
|
S3 |
6,868.5 |
7,004.5 |
7,300.0 |
|
S4 |
6,648.5 |
6,784.5 |
7,239.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,392.5 |
7,172.5 |
220.0 |
3.0% |
87.8 |
1.2% |
85% |
True |
False |
103,093 |
10 |
7,393.0 |
7,120.0 |
273.0 |
3.7% |
100.9 |
1.4% |
88% |
False |
False |
111,376 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
90.9 |
1.2% |
73% |
False |
False |
115,267 |
40 |
7,483.5 |
7,120.0 |
363.5 |
4.9% |
91.7 |
1.2% |
66% |
False |
False |
101,254 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
90.7 |
1.2% |
80% |
False |
False |
68,001 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
15.8% |
102.5 |
1.4% |
89% |
False |
False |
51,126 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
18.6% |
103.4 |
1.4% |
91% |
False |
False |
41,044 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.2% |
106.2 |
1.4% |
92% |
False |
False |
34,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,721.9 |
2.618 |
7,595.4 |
1.618 |
7,517.9 |
1.000 |
7,470.0 |
0.618 |
7,440.4 |
HIGH |
7,392.5 |
0.618 |
7,362.9 |
0.500 |
7,353.8 |
0.382 |
7,344.6 |
LOW |
7,315.0 |
0.618 |
7,267.1 |
1.000 |
7,237.5 |
1.618 |
7,189.6 |
2.618 |
7,112.1 |
4.250 |
6,985.6 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,358.3 |
7,346.8 |
PP |
7,356.0 |
7,333.0 |
S1 |
7,353.8 |
7,319.3 |
|