Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
9,070 |
9,020 |
-50 |
-0.6% |
8,990 |
High |
9,115 |
9,055 |
-60 |
-0.7% |
9,115 |
Low |
9,015 |
8,985 |
-30 |
-0.3% |
8,830 |
Close |
9,020 |
9,030 |
10 |
0.1% |
9,020 |
Range |
100 |
70 |
-30 |
-30.0% |
285 |
ATR |
148 |
142 |
-6 |
-3.8% |
0 |
Volume |
4,969 |
2,540 |
-2,429 |
-48.9% |
16,920 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,233 |
9,202 |
9,069 |
|
R3 |
9,163 |
9,132 |
9,049 |
|
R2 |
9,093 |
9,093 |
9,043 |
|
R1 |
9,062 |
9,062 |
9,037 |
9,078 |
PP |
9,023 |
9,023 |
9,023 |
9,031 |
S1 |
8,992 |
8,992 |
9,024 |
9,008 |
S2 |
8,953 |
8,953 |
9,017 |
|
S3 |
8,883 |
8,922 |
9,011 |
|
S4 |
8,813 |
8,852 |
8,992 |
|
|
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% |
137 |
1.5% |
70% |
False |
False |
3,719 |
10 |
9,135 |
8,830 |
305 |
3.4% |
152 |
1.7% |
66% |
False |
False |
4,489 |
20 |
9,135 |
8,505 |
630 |
7.0% |
152 |
1.7% |
83% |
False |
False |
5,140 |
40 |
9,235 |
8,505 |
730 |
8.1% |
141 |
1.6% |
72% |
False |
False |
5,106 |
60 |
9,245 |
8,505 |
740 |
8.2% |
117 |
1.3% |
71% |
False |
False |
3,629 |
80 |
9,245 |
8,365 |
880 |
9.7% |
90 |
1.0% |
76% |
False |
False |
2,723 |
100 |
9,245 |
8,365 |
880 |
9.7% |
73 |
0.8% |
76% |
False |
False |
2,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,353 |
2.618 |
9,238 |
1.618 |
9,168 |
1.000 |
9,125 |
0.618 |
9,098 |
HIGH |
9,055 |
0.618 |
9,028 |
0.500 |
9,020 |
0.382 |
9,012 |
LOW |
8,985 |
0.618 |
8,942 |
1.000 |
8,915 |
1.618 |
8,872 |
2.618 |
8,802 |
4.250 |
8,688 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,027 |
9,013 |
PP |
9,023 |
8,995 |
S1 |
9,020 |
8,978 |
|