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 |
12,991 |
13,165 |
174 |
1.3% |
13,048 |
High |
13,212 |
13,226 |
14 |
0.1% |
13,226 |
Low |
12,969 |
12,988 |
19 |
0.1% |
12,926 |
Close |
13,165 |
12,991 |
-174 |
-1.3% |
12,991 |
Range |
243 |
238 |
-5 |
-2.1% |
300 |
ATR |
144 |
151 |
7 |
4.6% |
0 |
Volume |
121,161 |
120,034 |
-1,127 |
-0.9% |
385,319 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,782 |
13,625 |
13,122 |
|
R3 |
13,544 |
13,387 |
13,057 |
|
R2 |
13,306 |
13,306 |
13,035 |
|
R1 |
13,149 |
13,149 |
13,013 |
13,109 |
PP |
13,068 |
13,068 |
13,068 |
13,048 |
S1 |
12,911 |
12,911 |
12,969 |
12,871 |
S2 |
12,830 |
12,830 |
12,947 |
|
S3 |
12,592 |
12,673 |
12,926 |
|
S4 |
12,354 |
12,435 |
12,860 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,948 |
13,769 |
13,156 |
|
R3 |
13,648 |
13,469 |
13,074 |
|
R2 |
13,348 |
13,348 |
13,046 |
|
R1 |
13,169 |
13,169 |
13,019 |
13,109 |
PP |
13,048 |
13,048 |
13,048 |
13,017 |
S1 |
12,869 |
12,869 |
12,964 |
12,809 |
S2 |
12,748 |
12,748 |
12,936 |
|
S3 |
12,448 |
12,569 |
12,909 |
|
S4 |
12,148 |
12,269 |
12,826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,226 |
12,926 |
300 |
2.3% |
172 |
1.3% |
22% |
True |
False |
77,063 |
10 |
13,316 |
12,926 |
390 |
3.0% |
168 |
1.3% |
17% |
False |
False |
106,688 |
20 |
13,550 |
12,926 |
624 |
4.8% |
150 |
1.2% |
10% |
False |
False |
111,942 |
40 |
13,599 |
12,926 |
673 |
5.2% |
135 |
1.0% |
10% |
False |
False |
104,480 |
60 |
13,599 |
12,888 |
711 |
5.5% |
126 |
1.0% |
14% |
False |
False |
69,758 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
126 |
1.0% |
51% |
False |
False |
52,324 |
100 |
13,599 |
12,323 |
1,276 |
9.8% |
119 |
0.9% |
52% |
False |
False |
41,861 |
120 |
13,599 |
11,913 |
1,686 |
13.0% |
109 |
0.8% |
64% |
False |
False |
34,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,238 |
2.618 |
13,849 |
1.618 |
13,611 |
1.000 |
13,464 |
0.618 |
13,373 |
HIGH |
13,226 |
0.618 |
13,135 |
0.500 |
13,107 |
0.382 |
13,079 |
LOW |
12,988 |
0.618 |
12,841 |
1.000 |
12,750 |
1.618 |
12,603 |
2.618 |
12,365 |
4.250 |
11,977 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,107 |
13,098 |
PP |
13,068 |
13,062 |
S1 |
13,030 |
13,027 |
|