Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,416.5 |
7,260.5 |
-156.0 |
-2.1% |
7,227.0 |
High |
7,440.0 |
7,289.5 |
-150.5 |
-2.0% |
7,392.5 |
Low |
7,223.5 |
7,184.0 |
-39.5 |
-0.5% |
7,172.5 |
Close |
7,231.0 |
7,210.0 |
-21.0 |
-0.3% |
7,360.5 |
Range |
216.5 |
105.5 |
-111.0 |
-51.3% |
220.0 |
ATR |
103.1 |
103.3 |
0.2 |
0.2% |
0.0 |
Volume |
141,244 |
141,244 |
0 |
0.0% |
515,465 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,544.3 |
7,482.7 |
7,268.0 |
|
R3 |
7,438.8 |
7,377.2 |
7,239.0 |
|
R2 |
7,333.3 |
7,333.3 |
7,229.3 |
|
R1 |
7,271.7 |
7,271.7 |
7,219.7 |
7,249.8 |
PP |
7,227.8 |
7,227.8 |
7,227.8 |
7,216.9 |
S1 |
7,166.2 |
7,166.2 |
7,200.3 |
7,144.3 |
S2 |
7,122.3 |
7,122.3 |
7,190.7 |
|
S3 |
7,016.8 |
7,060.7 |
7,181.0 |
|
S4 |
6,911.3 |
6,955.2 |
7,152.0 |
|
|
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 |
7,440.0 |
7,184.0 |
256.0 |
3.6% |
109.7 |
1.5% |
10% |
False |
True |
118,289 |
10 |
7,440.0 |
7,145.5 |
294.5 |
4.1% |
102.4 |
1.4% |
22% |
False |
False |
105,601 |
20 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
96.0 |
1.3% |
27% |
False |
False |
115,531 |
40 |
7,483.5 |
7,120.0 |
363.5 |
5.0% |
93.0 |
1.3% |
25% |
False |
False |
111,424 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
93.7 |
1.3% |
55% |
False |
False |
75,998 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
103.5 |
1.4% |
76% |
False |
False |
57,123 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.0% |
103.7 |
1.4% |
80% |
False |
False |
45,789 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
106.8 |
1.5% |
82% |
False |
False |
38,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,737.9 |
2.618 |
7,565.7 |
1.618 |
7,460.2 |
1.000 |
7,395.0 |
0.618 |
7,354.7 |
HIGH |
7,289.5 |
0.618 |
7,249.2 |
0.500 |
7,236.8 |
0.382 |
7,224.3 |
LOW |
7,184.0 |
0.618 |
7,118.8 |
1.000 |
7,078.5 |
1.618 |
7,013.3 |
2.618 |
6,907.8 |
4.250 |
6,735.6 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,236.8 |
7,312.0 |
PP |
7,227.8 |
7,278.0 |
S1 |
7,218.9 |
7,244.0 |
|