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 |
13,165 |
12,989 |
-176 |
-1.3% |
13,048 |
High |
13,226 |
13,078 |
-148 |
-1.1% |
13,226 |
Low |
12,988 |
12,973 |
-15 |
-0.1% |
12,926 |
Close |
12,991 |
13,053 |
62 |
0.5% |
12,991 |
Range |
238 |
105 |
-133 |
-55.9% |
300 |
ATR |
151 |
148 |
-3 |
-2.2% |
0 |
Volume |
120,034 |
83,754 |
-36,280 |
-30.2% |
385,319 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,350 |
13,306 |
13,111 |
|
R3 |
13,245 |
13,201 |
13,082 |
|
R2 |
13,140 |
13,140 |
13,072 |
|
R1 |
13,096 |
13,096 |
13,063 |
13,118 |
PP |
13,035 |
13,035 |
13,035 |
13,046 |
S1 |
12,991 |
12,991 |
13,044 |
13,013 |
S2 |
12,930 |
12,930 |
13,034 |
|
S3 |
12,825 |
12,886 |
13,024 |
|
S4 |
12,720 |
12,781 |
12,995 |
|
|
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% |
173 |
1.3% |
42% |
False |
False |
90,750 |
10 |
13,316 |
12,926 |
390 |
3.0% |
165 |
1.3% |
33% |
False |
False |
102,728 |
20 |
13,545 |
12,926 |
619 |
4.7% |
152 |
1.2% |
21% |
False |
False |
112,709 |
40 |
13,599 |
12,926 |
673 |
5.2% |
136 |
1.0% |
19% |
False |
False |
106,507 |
60 |
13,599 |
12,888 |
711 |
5.4% |
126 |
1.0% |
23% |
False |
False |
71,153 |
80 |
13,599 |
12,351 |
1,248 |
9.6% |
125 |
1.0% |
56% |
False |
False |
53,371 |
100 |
13,599 |
12,323 |
1,276 |
9.8% |
119 |
0.9% |
57% |
False |
False |
42,698 |
120 |
13,599 |
11,913 |
1,686 |
12.9% |
109 |
0.8% |
68% |
False |
False |
35,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,524 |
2.618 |
13,353 |
1.618 |
13,248 |
1.000 |
13,183 |
0.618 |
13,143 |
HIGH |
13,078 |
0.618 |
13,038 |
0.500 |
13,026 |
0.382 |
13,013 |
LOW |
12,973 |
0.618 |
12,908 |
1.000 |
12,868 |
1.618 |
12,803 |
2.618 |
12,698 |
4.250 |
12,527 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,044 |
13,098 |
PP |
13,035 |
13,083 |
S1 |
13,026 |
13,068 |
|