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 |
8,860 |
8,790 |
-70 |
-0.8% |
9,020 |
High |
8,905 |
8,795 |
-110 |
-1.2% |
9,080 |
Low |
8,745 |
8,665 |
-80 |
-0.9% |
8,665 |
Close |
8,770 |
8,750 |
-20 |
-0.2% |
8,750 |
Range |
160 |
130 |
-30 |
-18.8% |
415 |
ATR |
148 |
147 |
-1 |
-0.9% |
0 |
Volume |
4,785 |
6,119 |
1,334 |
27.9% |
22,040 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,127 |
9,068 |
8,822 |
|
R3 |
8,997 |
8,938 |
8,786 |
|
R2 |
8,867 |
8,867 |
8,774 |
|
R1 |
8,808 |
8,808 |
8,762 |
8,773 |
PP |
8,737 |
8,737 |
8,737 |
8,719 |
S1 |
8,678 |
8,678 |
8,738 |
8,643 |
S2 |
8,607 |
8,607 |
8,726 |
|
S3 |
8,477 |
8,548 |
8,714 |
|
S4 |
8,347 |
8,418 |
8,679 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,077 |
9,828 |
8,978 |
|
R3 |
9,662 |
9,413 |
8,864 |
|
R2 |
9,247 |
9,247 |
8,826 |
|
R1 |
8,998 |
8,998 |
8,788 |
8,915 |
PP |
8,832 |
8,832 |
8,832 |
8,790 |
S1 |
8,583 |
8,583 |
8,712 |
8,500 |
S2 |
8,417 |
8,417 |
8,674 |
|
S3 |
8,002 |
8,168 |
8,636 |
|
S4 |
7,587 |
7,753 |
8,522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,080 |
8,665 |
415 |
4.7% |
143 |
1.6% |
20% |
False |
True |
4,408 |
10 |
9,115 |
8,665 |
450 |
5.1% |
144 |
1.6% |
19% |
False |
True |
3,896 |
20 |
9,135 |
8,505 |
630 |
7.2% |
158 |
1.8% |
39% |
False |
False |
5,395 |
40 |
9,235 |
8,505 |
730 |
8.3% |
142 |
1.6% |
34% |
False |
False |
4,698 |
60 |
9,245 |
8,505 |
740 |
8.5% |
126 |
1.4% |
33% |
False |
False |
3,954 |
80 |
9,245 |
8,365 |
880 |
10.1% |
98 |
1.1% |
44% |
False |
False |
2,966 |
100 |
9,245 |
8,365 |
880 |
10.1% |
79 |
0.9% |
44% |
False |
False |
2,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,348 |
2.618 |
9,135 |
1.618 |
9,005 |
1.000 |
8,925 |
0.618 |
8,875 |
HIGH |
8,795 |
0.618 |
8,745 |
0.500 |
8,730 |
0.382 |
8,715 |
LOW |
8,665 |
0.618 |
8,585 |
1.000 |
8,535 |
1.618 |
8,455 |
2.618 |
8,325 |
4.250 |
8,113 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
8,743 |
8,870 |
PP |
8,737 |
8,830 |
S1 |
8,730 |
8,790 |
|