Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,260.5 |
7,233.0 |
-27.5 |
-0.4% |
7,322.5 |
High |
7,289.5 |
7,238.0 |
-51.5 |
-0.7% |
7,440.0 |
Low |
7,184.0 |
7,063.5 |
-120.5 |
-1.7% |
7,063.5 |
Close |
7,210.0 |
7,170.0 |
-40.0 |
-0.6% |
7,170.0 |
Range |
105.5 |
174.5 |
69.0 |
65.4% |
376.5 |
ATR |
103.3 |
108.3 |
5.1 |
4.9% |
0.0 |
Volume |
141,244 |
80,434 |
-60,810 |
-43.1% |
561,104 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,680.7 |
7,599.8 |
7,266.0 |
|
R3 |
7,506.2 |
7,425.3 |
7,218.0 |
|
R2 |
7,331.7 |
7,331.7 |
7,202.0 |
|
R1 |
7,250.8 |
7,250.8 |
7,186.0 |
7,204.0 |
PP |
7,157.2 |
7,157.2 |
7,157.2 |
7,133.8 |
S1 |
7,076.3 |
7,076.3 |
7,154.0 |
7,029.5 |
S2 |
6,982.7 |
6,982.7 |
7,138.0 |
|
S3 |
6,808.2 |
6,901.8 |
7,122.0 |
|
S4 |
6,633.7 |
6,727.3 |
7,074.0 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,354.0 |
8,138.5 |
7,377.1 |
|
R3 |
7,977.5 |
7,762.0 |
7,273.5 |
|
R2 |
7,601.0 |
7,601.0 |
7,239.0 |
|
R1 |
7,385.5 |
7,385.5 |
7,204.5 |
7,305.0 |
PP |
7,224.5 |
7,224.5 |
7,224.5 |
7,184.3 |
S1 |
7,009.0 |
7,009.0 |
7,135.5 |
6,928.5 |
S2 |
6,848.0 |
6,848.0 |
7,101.0 |
|
S3 |
6,471.5 |
6,632.5 |
7,066.5 |
|
S4 |
6,095.0 |
6,256.0 |
6,962.9 |
|
|
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 |
7,063.5 |
376.5 |
5.3% |
129.1 |
1.8% |
28% |
False |
True |
112,220 |
10 |
7,440.0 |
7,063.5 |
376.5 |
5.3% |
108.5 |
1.5% |
28% |
False |
True |
107,656 |
20 |
7,449.5 |
7,063.5 |
386.0 |
5.4% |
101.7 |
1.4% |
28% |
False |
True |
113,840 |
40 |
7,483.5 |
7,063.5 |
420.0 |
5.9% |
95.8 |
1.3% |
25% |
False |
True |
112,740 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
95.3 |
1.3% |
48% |
False |
False |
77,335 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
104.8 |
1.5% |
73% |
False |
False |
58,125 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.1% |
103.9 |
1.4% |
77% |
False |
False |
46,589 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.8% |
107.5 |
1.5% |
80% |
False |
False |
39,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,979.6 |
2.618 |
7,694.8 |
1.618 |
7,520.3 |
1.000 |
7,412.5 |
0.618 |
7,345.8 |
HIGH |
7,238.0 |
0.618 |
7,171.3 |
0.500 |
7,150.8 |
0.382 |
7,130.2 |
LOW |
7,063.5 |
0.618 |
6,955.7 |
1.000 |
6,889.0 |
1.618 |
6,781.2 |
2.618 |
6,606.7 |
4.250 |
6,321.9 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,163.6 |
7,251.8 |
PP |
7,157.2 |
7,224.5 |
S1 |
7,150.8 |
7,197.3 |
|