Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,349.0 |
7,322.5 |
-26.5 |
-0.4% |
7,227.0 |
High |
7,392.5 |
7,355.0 |
-37.5 |
-0.5% |
7,392.5 |
Low |
7,315.0 |
7,306.0 |
-9.0 |
-0.1% |
7,172.5 |
Close |
7,360.5 |
7,328.0 |
-32.5 |
-0.4% |
7,360.5 |
Range |
77.5 |
49.0 |
-28.5 |
-36.8% |
220.0 |
ATR |
97.0 |
93.9 |
-3.0 |
-3.1% |
0.0 |
Volume |
110,776 |
99,091 |
-11,685 |
-10.5% |
515,465 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,476.7 |
7,451.3 |
7,355.0 |
|
R3 |
7,427.7 |
7,402.3 |
7,341.5 |
|
R2 |
7,378.7 |
7,378.7 |
7,337.0 |
|
R1 |
7,353.3 |
7,353.3 |
7,332.5 |
7,366.0 |
PP |
7,329.7 |
7,329.7 |
7,329.7 |
7,336.0 |
S1 |
7,304.3 |
7,304.3 |
7,323.5 |
7,317.0 |
S2 |
7,280.7 |
7,280.7 |
7,319.0 |
|
S3 |
7,231.7 |
7,255.3 |
7,314.5 |
|
S4 |
7,182.7 |
7,206.3 |
7,301.1 |
|
|
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 |
7,198.0 |
194.5 |
2.7% |
86.5 |
1.2% |
67% |
False |
False |
110,550 |
10 |
7,392.5 |
7,120.0 |
272.5 |
3.7% |
96.9 |
1.3% |
76% |
False |
False |
105,489 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
89.8 |
1.2% |
63% |
False |
False |
114,005 |
40 |
7,483.5 |
7,120.0 |
363.5 |
5.0% |
91.7 |
1.3% |
57% |
False |
False |
103,211 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
90.0 |
1.2% |
74% |
False |
False |
69,647 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
101.4 |
1.4% |
87% |
False |
False |
52,364 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
18.7% |
102.9 |
1.4% |
89% |
False |
False |
41,988 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.3% |
105.9 |
1.4% |
90% |
False |
False |
35,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,563.3 |
2.618 |
7,483.3 |
1.618 |
7,434.3 |
1.000 |
7,404.0 |
0.618 |
7,385.3 |
HIGH |
7,355.0 |
0.618 |
7,336.3 |
0.500 |
7,330.5 |
0.382 |
7,324.7 |
LOW |
7,306.0 |
0.618 |
7,275.7 |
1.000 |
7,257.0 |
1.618 |
7,226.7 |
2.618 |
7,177.7 |
4.250 |
7,097.8 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,330.5 |
7,325.1 |
PP |
7,329.7 |
7,322.2 |
S1 |
7,328.8 |
7,319.3 |
|