Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,989 |
13,045 |
56 |
0.4% |
13,048 |
High |
13,078 |
13,229 |
151 |
1.2% |
13,226 |
Low |
12,973 |
13,034 |
61 |
0.5% |
12,926 |
Close |
13,053 |
13,201 |
148 |
1.1% |
12,991 |
Range |
105 |
195 |
90 |
85.7% |
300 |
ATR |
148 |
151 |
3 |
2.3% |
0 |
Volume |
83,754 |
106,876 |
23,122 |
27.6% |
385,319 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,740 |
13,665 |
13,308 |
|
R3 |
13,545 |
13,470 |
13,255 |
|
R2 |
13,350 |
13,350 |
13,237 |
|
R1 |
13,275 |
13,275 |
13,219 |
13,313 |
PP |
13,155 |
13,155 |
13,155 |
13,173 |
S1 |
13,080 |
13,080 |
13,183 |
13,118 |
S2 |
12,960 |
12,960 |
13,165 |
|
S3 |
12,765 |
12,885 |
13,148 |
|
S4 |
12,570 |
12,690 |
13,094 |
|
|
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 |
13,229 |
12,969 |
260 |
2.0% |
184 |
1.4% |
89% |
True |
False |
108,753 |
10 |
13,229 |
12,926 |
303 |
2.3% |
155 |
1.2% |
91% |
True |
False |
95,442 |
20 |
13,530 |
12,926 |
604 |
4.6% |
154 |
1.2% |
46% |
False |
False |
111,177 |
40 |
13,599 |
12,926 |
673 |
5.1% |
137 |
1.0% |
41% |
False |
False |
109,080 |
60 |
13,599 |
12,888 |
711 |
5.4% |
128 |
1.0% |
44% |
False |
False |
72,934 |
80 |
13,599 |
12,351 |
1,248 |
9.5% |
127 |
1.0% |
68% |
False |
False |
54,707 |
100 |
13,599 |
12,323 |
1,276 |
9.7% |
121 |
0.9% |
69% |
False |
False |
43,767 |
120 |
13,599 |
11,913 |
1,686 |
12.8% |
109 |
0.8% |
76% |
False |
False |
36,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,058 |
2.618 |
13,740 |
1.618 |
13,545 |
1.000 |
13,424 |
0.618 |
13,350 |
HIGH |
13,229 |
0.618 |
13,155 |
0.500 |
13,132 |
0.382 |
13,109 |
LOW |
13,034 |
0.618 |
12,914 |
1.000 |
12,839 |
1.618 |
12,719 |
2.618 |
12,524 |
4.250 |
12,205 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,178 |
13,168 |
PP |
13,155 |
13,134 |
S1 |
13,132 |
13,101 |
|