Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,322.5 |
7,356.5 |
34.0 |
0.5% |
7,227.0 |
High |
7,355.0 |
7,420.0 |
65.0 |
0.9% |
7,392.5 |
Low |
7,306.0 |
7,320.0 |
14.0 |
0.2% |
7,172.5 |
Close |
7,328.0 |
7,375.5 |
47.5 |
0.6% |
7,360.5 |
Range |
49.0 |
100.0 |
51.0 |
104.1% |
220.0 |
ATR |
93.9 |
94.4 |
0.4 |
0.5% |
0.0 |
Volume |
99,091 |
99,091 |
0 |
0.0% |
515,465 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,671.8 |
7,623.7 |
7,430.5 |
|
R3 |
7,571.8 |
7,523.7 |
7,403.0 |
|
R2 |
7,471.8 |
7,471.8 |
7,393.8 |
|
R1 |
7,423.7 |
7,423.7 |
7,384.7 |
7,447.8 |
PP |
7,371.8 |
7,371.8 |
7,371.8 |
7,383.9 |
S1 |
7,323.7 |
7,323.7 |
7,366.3 |
7,347.8 |
S2 |
7,271.8 |
7,271.8 |
7,357.2 |
|
S3 |
7,171.8 |
7,223.7 |
7,348.0 |
|
S4 |
7,071.8 |
7,123.7 |
7,320.5 |
|
|
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 |
7,420.0 |
7,246.0 |
174.0 |
2.4% |
87.1 |
1.2% |
74% |
True |
False |
107,156 |
10 |
7,420.0 |
7,120.0 |
300.0 |
4.1% |
87.6 |
1.2% |
85% |
True |
False |
101,636 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.5% |
89.4 |
1.2% |
78% |
False |
False |
113,529 |
40 |
7,483.5 |
7,120.0 |
363.5 |
4.9% |
90.7 |
1.2% |
70% |
False |
False |
105,169 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
90.3 |
1.2% |
82% |
False |
False |
71,296 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
15.8% |
101.9 |
1.4% |
91% |
False |
False |
53,600 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
18.6% |
102.9 |
1.4% |
92% |
False |
False |
42,976 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.1% |
105.7 |
1.4% |
93% |
False |
False |
36,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,845.0 |
2.618 |
7,681.8 |
1.618 |
7,581.8 |
1.000 |
7,520.0 |
0.618 |
7,481.8 |
HIGH |
7,420.0 |
0.618 |
7,381.8 |
0.500 |
7,370.0 |
0.382 |
7,358.2 |
LOW |
7,320.0 |
0.618 |
7,258.2 |
1.000 |
7,220.0 |
1.618 |
7,158.2 |
2.618 |
7,058.2 |
4.250 |
6,895.0 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,373.7 |
7,371.3 |
PP |
7,371.8 |
7,367.2 |
S1 |
7,370.0 |
7,363.0 |
|