Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
8,905 |
8,940 |
35 |
0.4% |
8,850 |
High |
9,000 |
9,075 |
75 |
0.8% |
9,135 |
Low |
8,900 |
8,840 |
-60 |
-0.7% |
8,850 |
Close |
8,935 |
9,070 |
135 |
1.5% |
8,975 |
Range |
100 |
235 |
135 |
135.0% |
285 |
ATR |
145 |
152 |
6 |
4.4% |
0 |
Volume |
4,674 |
4,703 |
29 |
0.6% |
31,431 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,700 |
9,620 |
9,199 |
|
R3 |
9,465 |
9,385 |
9,135 |
|
R2 |
9,230 |
9,230 |
9,113 |
|
R1 |
9,150 |
9,150 |
9,092 |
9,190 |
PP |
8,995 |
8,995 |
8,995 |
9,015 |
S1 |
8,915 |
8,915 |
9,049 |
8,955 |
S2 |
8,760 |
8,760 |
9,027 |
|
S3 |
8,525 |
8,680 |
9,006 |
|
S4 |
8,290 |
8,445 |
8,941 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,842 |
9,693 |
9,132 |
|
R3 |
9,557 |
9,408 |
9,054 |
|
R2 |
9,272 |
9,272 |
9,027 |
|
R1 |
9,123 |
9,123 |
9,001 |
9,198 |
PP |
8,987 |
8,987 |
8,987 |
9,024 |
S1 |
8,838 |
8,838 |
8,949 |
8,913 |
S2 |
8,702 |
8,702 |
8,923 |
|
S3 |
8,417 |
8,553 |
8,897 |
|
S4 |
8,132 |
8,268 |
8,818 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,105 |
8,830 |
275 |
3.0% |
163 |
1.8% |
87% |
False |
False |
3,612 |
10 |
9,135 |
8,830 |
305 |
3.4% |
176 |
1.9% |
79% |
False |
False |
4,805 |
20 |
9,135 |
8,505 |
630 |
6.9% |
156 |
1.7% |
90% |
False |
False |
5,087 |
40 |
9,235 |
8,505 |
730 |
8.0% |
142 |
1.6% |
77% |
False |
False |
5,147 |
60 |
9,245 |
8,505 |
740 |
8.2% |
115 |
1.3% |
76% |
False |
False |
3,505 |
80 |
9,245 |
8,365 |
880 |
9.7% |
88 |
1.0% |
80% |
False |
False |
2,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,074 |
2.618 |
9,690 |
1.618 |
9,455 |
1.000 |
9,310 |
0.618 |
9,220 |
HIGH |
9,075 |
0.618 |
8,985 |
0.500 |
8,958 |
0.382 |
8,930 |
LOW |
8,840 |
0.618 |
8,695 |
1.000 |
8,605 |
1.618 |
8,460 |
2.618 |
8,225 |
4.250 |
7,841 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,033 |
9,031 |
PP |
8,995 |
8,992 |
S1 |
8,958 |
8,953 |
|