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 |
13,077 |
12,991 |
-86 |
-0.7% |
13,251 |
High |
13,124 |
13,212 |
88 |
0.7% |
13,316 |
Low |
12,987 |
12,969 |
-18 |
-0.1% |
12,937 |
Close |
13,030 |
13,165 |
135 |
1.0% |
13,054 |
Range |
137 |
243 |
106 |
77.4% |
379 |
ATR |
137 |
144 |
8 |
5.6% |
0 |
Volume |
111,943 |
121,161 |
9,218 |
8.2% |
681,562 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,844 |
13,748 |
13,299 |
|
R3 |
13,601 |
13,505 |
13,232 |
|
R2 |
13,358 |
13,358 |
13,210 |
|
R1 |
13,262 |
13,262 |
13,187 |
13,310 |
PP |
13,115 |
13,115 |
13,115 |
13,140 |
S1 |
13,019 |
13,019 |
13,143 |
13,067 |
S2 |
12,872 |
12,872 |
13,121 |
|
S3 |
12,629 |
12,776 |
13,098 |
|
S4 |
12,386 |
12,533 |
13,031 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,239 |
14,026 |
13,263 |
|
R3 |
13,860 |
13,647 |
13,158 |
|
R2 |
13,481 |
13,481 |
13,124 |
|
R1 |
13,268 |
13,268 |
13,089 |
13,185 |
PP |
13,102 |
13,102 |
13,102 |
13,061 |
S1 |
12,889 |
12,889 |
13,019 |
12,806 |
S2 |
12,723 |
12,723 |
12,985 |
|
S3 |
12,344 |
12,510 |
12,950 |
|
S4 |
11,965 |
12,131 |
12,846 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,212 |
12,926 |
286 |
2.2% |
154 |
1.2% |
84% |
True |
False |
78,818 |
10 |
13,499 |
12,926 |
573 |
4.4% |
170 |
1.3% |
42% |
False |
False |
110,959 |
20 |
13,599 |
12,926 |
673 |
5.1% |
144 |
1.1% |
36% |
False |
False |
111,448 |
40 |
13,599 |
12,926 |
673 |
5.1% |
132 |
1.0% |
36% |
False |
False |
101,530 |
60 |
13,599 |
12,888 |
711 |
5.4% |
123 |
0.9% |
39% |
False |
False |
67,758 |
80 |
13,599 |
12,351 |
1,248 |
9.5% |
125 |
0.9% |
65% |
False |
False |
50,824 |
100 |
13,599 |
12,323 |
1,276 |
9.7% |
116 |
0.9% |
66% |
False |
False |
40,660 |
120 |
13,599 |
11,913 |
1,686 |
12.8% |
107 |
0.8% |
74% |
False |
False |
33,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,245 |
2.618 |
13,848 |
1.618 |
13,605 |
1.000 |
13,455 |
0.618 |
13,362 |
HIGH |
13,212 |
0.618 |
13,119 |
0.500 |
13,091 |
0.382 |
13,062 |
LOW |
12,969 |
0.618 |
12,819 |
1.000 |
12,726 |
1.618 |
12,576 |
2.618 |
12,333 |
4.250 |
11,936 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,140 |
13,133 |
PP |
13,115 |
13,101 |
S1 |
13,091 |
13,069 |
|