Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
8,940 |
9,070 |
130 |
1.5% |
8,990 |
High |
9,075 |
9,115 |
40 |
0.4% |
9,115 |
Low |
8,840 |
9,015 |
175 |
2.0% |
8,830 |
Close |
9,070 |
9,020 |
-50 |
-0.6% |
9,020 |
Range |
235 |
100 |
-135 |
-57.4% |
285 |
ATR |
152 |
148 |
-4 |
-2.4% |
0 |
Volume |
4,703 |
4,969 |
266 |
5.7% |
16,920 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,350 |
9,285 |
9,075 |
|
R3 |
9,250 |
9,185 |
9,048 |
|
R2 |
9,150 |
9,150 |
9,038 |
|
R1 |
9,085 |
9,085 |
9,029 |
9,068 |
PP |
9,050 |
9,050 |
9,050 |
9,041 |
S1 |
8,985 |
8,985 |
9,011 |
8,968 |
S2 |
8,950 |
8,950 |
9,002 |
|
S3 |
8,850 |
8,885 |
8,993 |
|
S4 |
8,750 |
8,785 |
8,965 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,843 |
9,717 |
9,177 |
|
R3 |
9,558 |
9,432 |
9,099 |
|
R2 |
9,273 |
9,273 |
9,072 |
|
R1 |
9,147 |
9,147 |
9,046 |
9,210 |
PP |
8,988 |
8,988 |
8,988 |
9,020 |
S1 |
8,862 |
8,862 |
8,994 |
8,925 |
S2 |
8,703 |
8,703 |
8,968 |
|
S3 |
8,418 |
8,577 |
8,942 |
|
S4 |
8,133 |
8,292 |
8,863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,115 |
8,830 |
285 |
3.2% |
145 |
1.6% |
67% |
True |
False |
3,384 |
10 |
9,135 |
8,830 |
305 |
3.4% |
168 |
1.9% |
62% |
False |
False |
4,835 |
20 |
9,135 |
8,505 |
630 |
7.0% |
154 |
1.7% |
82% |
False |
False |
5,115 |
40 |
9,235 |
8,505 |
730 |
8.1% |
141 |
1.6% |
71% |
False |
False |
5,210 |
60 |
9,245 |
8,505 |
740 |
8.2% |
116 |
1.3% |
70% |
False |
False |
3,587 |
80 |
9,245 |
8,365 |
880 |
9.8% |
89 |
1.0% |
74% |
False |
False |
2,691 |
100 |
9,245 |
8,365 |
880 |
9.8% |
73 |
0.8% |
74% |
False |
False |
2,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,540 |
2.618 |
9,377 |
1.618 |
9,277 |
1.000 |
9,215 |
0.618 |
9,177 |
HIGH |
9,115 |
0.618 |
9,077 |
0.500 |
9,065 |
0.382 |
9,053 |
LOW |
9,015 |
0.618 |
8,953 |
1.000 |
8,915 |
1.618 |
8,853 |
2.618 |
8,753 |
4.250 |
8,590 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,065 |
9,006 |
PP |
9,050 |
8,992 |
S1 |
9,035 |
8,978 |
|