Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
13,198 |
12,872 |
-326 |
-2.5% |
13,048 |
High |
13,251 |
12,931 |
-320 |
-2.4% |
13,226 |
Low |
12,827 |
12,760 |
-67 |
-0.5% |
12,926 |
Close |
12,863 |
12,775 |
-88 |
-0.7% |
12,991 |
Range |
424 |
171 |
-253 |
-59.7% |
300 |
ATR |
171 |
171 |
0 |
0.0% |
0 |
Volume |
242,828 |
168,036 |
-74,792 |
-30.8% |
385,319 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,335 |
13,226 |
12,869 |
|
R3 |
13,164 |
13,055 |
12,822 |
|
R2 |
12,993 |
12,993 |
12,806 |
|
R1 |
12,884 |
12,884 |
12,791 |
12,853 |
PP |
12,822 |
12,822 |
12,822 |
12,807 |
S1 |
12,713 |
12,713 |
12,759 |
12,682 |
S2 |
12,651 |
12,651 |
12,744 |
|
S3 |
12,480 |
12,542 |
12,728 |
|
S4 |
12,309 |
12,371 |
12,681 |
|
|
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 |
12,760 |
491 |
3.8% |
227 |
1.8% |
3% |
False |
True |
144,305 |
10 |
13,251 |
12,760 |
491 |
3.8% |
190 |
1.5% |
3% |
False |
True |
111,561 |
20 |
13,530 |
12,760 |
770 |
6.0% |
169 |
1.3% |
2% |
False |
True |
119,434 |
40 |
13,599 |
12,760 |
839 |
6.6% |
144 |
1.1% |
2% |
False |
True |
118,141 |
60 |
13,599 |
12,760 |
839 |
6.6% |
136 |
1.1% |
2% |
False |
True |
79,780 |
80 |
13,599 |
12,351 |
1,248 |
9.8% |
131 |
1.0% |
34% |
False |
False |
59,842 |
100 |
13,599 |
12,323 |
1,276 |
10.0% |
124 |
1.0% |
35% |
False |
False |
47,875 |
120 |
13,599 |
11,913 |
1,686 |
13.2% |
113 |
0.9% |
51% |
False |
False |
39,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,658 |
2.618 |
13,379 |
1.618 |
13,208 |
1.000 |
13,102 |
0.618 |
13,037 |
HIGH |
12,931 |
0.618 |
12,866 |
0.500 |
12,846 |
0.382 |
12,825 |
LOW |
12,760 |
0.618 |
12,654 |
1.000 |
12,589 |
1.618 |
12,483 |
2.618 |
12,312 |
4.250 |
12,033 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,846 |
13,006 |
PP |
12,822 |
12,929 |
S1 |
12,799 |
12,852 |
|