Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,045 |
13,198 |
153 |
1.2% |
13,048 |
High |
13,229 |
13,251 |
22 |
0.2% |
13,226 |
Low |
13,034 |
12,827 |
-207 |
-1.6% |
12,926 |
Close |
13,201 |
12,863 |
-338 |
-2.6% |
12,991 |
Range |
195 |
424 |
229 |
117.4% |
300 |
ATR |
151 |
171 |
19 |
12.9% |
0 |
Volume |
106,876 |
242,828 |
135,952 |
127.2% |
385,319 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,252 |
13,982 |
13,096 |
|
R3 |
13,828 |
13,558 |
12,980 |
|
R2 |
13,404 |
13,404 |
12,941 |
|
R1 |
13,134 |
13,134 |
12,902 |
13,057 |
PP |
12,980 |
12,980 |
12,980 |
12,942 |
S1 |
12,710 |
12,710 |
12,824 |
12,633 |
S2 |
12,556 |
12,556 |
12,785 |
|
S3 |
12,132 |
12,286 |
12,747 |
|
S4 |
11,708 |
11,862 |
12,630 |
|
|
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 |
13,251 |
12,827 |
424 |
3.3% |
241 |
1.9% |
8% |
True |
True |
134,930 |
10 |
13,251 |
12,827 |
424 |
3.3% |
188 |
1.5% |
8% |
True |
True |
107,251 |
20 |
13,530 |
12,827 |
703 |
5.5% |
167 |
1.3% |
5% |
False |
True |
116,680 |
40 |
13,599 |
12,827 |
772 |
6.0% |
145 |
1.1% |
5% |
False |
True |
114,799 |
60 |
13,599 |
12,827 |
772 |
6.0% |
134 |
1.0% |
5% |
False |
True |
76,980 |
80 |
13,599 |
12,351 |
1,248 |
9.7% |
130 |
1.0% |
41% |
False |
False |
57,742 |
100 |
13,599 |
12,323 |
1,276 |
9.9% |
123 |
1.0% |
42% |
False |
False |
46,195 |
120 |
13,599 |
11,913 |
1,686 |
13.1% |
112 |
0.9% |
56% |
False |
False |
38,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,053 |
2.618 |
14,361 |
1.618 |
13,937 |
1.000 |
13,675 |
0.618 |
13,513 |
HIGH |
13,251 |
0.618 |
13,089 |
0.500 |
13,039 |
0.382 |
12,989 |
LOW |
12,827 |
0.618 |
12,565 |
1.000 |
12,403 |
1.618 |
12,141 |
2.618 |
11,717 |
4.250 |
11,025 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,039 |
13,039 |
PP |
12,980 |
12,980 |
S1 |
12,922 |
12,922 |
|