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 |
9,075 |
8,860 |
-215 |
-2.4% |
8,990 |
High |
9,075 |
8,905 |
-170 |
-1.9% |
9,115 |
Low |
8,825 |
8,745 |
-80 |
-0.9% |
8,830 |
Close |
8,855 |
8,770 |
-85 |
-1.0% |
9,020 |
Range |
250 |
160 |
-90 |
-36.0% |
285 |
ATR |
148 |
148 |
1 |
0.6% |
0 |
Volume |
6,167 |
4,785 |
-1,382 |
-22.4% |
16,920 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,287 |
9,188 |
8,858 |
|
R3 |
9,127 |
9,028 |
8,814 |
|
R2 |
8,967 |
8,967 |
8,799 |
|
R1 |
8,868 |
8,868 |
8,785 |
8,838 |
PP |
8,807 |
8,807 |
8,807 |
8,791 |
S1 |
8,708 |
8,708 |
8,755 |
8,678 |
S2 |
8,647 |
8,647 |
8,741 |
|
S3 |
8,487 |
8,548 |
8,726 |
|
S4 |
8,327 |
8,388 |
8,682 |
|
|
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 |
8,745 |
370 |
4.2% |
137 |
1.6% |
7% |
False |
True |
4,178 |
10 |
9,115 |
8,745 |
370 |
4.2% |
150 |
1.7% |
7% |
False |
True |
3,895 |
20 |
9,135 |
8,505 |
630 |
7.2% |
156 |
1.8% |
42% |
False |
False |
5,217 |
40 |
9,235 |
8,505 |
730 |
8.3% |
144 |
1.6% |
36% |
False |
False |
4,752 |
60 |
9,245 |
8,505 |
740 |
8.4% |
125 |
1.4% |
36% |
False |
False |
3,852 |
80 |
9,245 |
8,365 |
880 |
10.0% |
96 |
1.1% |
46% |
False |
False |
2,890 |
100 |
9,245 |
8,365 |
880 |
10.0% |
78 |
0.9% |
46% |
False |
False |
2,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,585 |
2.618 |
9,324 |
1.618 |
9,164 |
1.000 |
9,065 |
0.618 |
9,004 |
HIGH |
8,905 |
0.618 |
8,844 |
0.500 |
8,825 |
0.382 |
8,806 |
LOW |
8,745 |
0.618 |
8,646 |
1.000 |
8,585 |
1.618 |
8,486 |
2.618 |
8,326 |
4.250 |
8,065 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
8,825 |
8,913 |
PP |
8,807 |
8,865 |
S1 |
8,788 |
8,818 |
|