Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,872 |
12,777 |
-95 |
-0.7% |
12,989 |
High |
12,931 |
12,842 |
-89 |
-0.7% |
13,251 |
Low |
12,760 |
12,670 |
-90 |
-0.7% |
12,670 |
Close |
12,775 |
12,764 |
-11 |
-0.1% |
12,764 |
Range |
171 |
172 |
1 |
0.6% |
581 |
ATR |
171 |
171 |
0 |
0.1% |
0 |
Volume |
168,036 |
168,559 |
523 |
0.3% |
770,053 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,275 |
13,191 |
12,859 |
|
R3 |
13,103 |
13,019 |
12,811 |
|
R2 |
12,931 |
12,931 |
12,796 |
|
R1 |
12,847 |
12,847 |
12,780 |
12,803 |
PP |
12,759 |
12,759 |
12,759 |
12,737 |
S1 |
12,675 |
12,675 |
12,748 |
12,631 |
S2 |
12,587 |
12,587 |
12,733 |
|
S3 |
12,415 |
12,503 |
12,717 |
|
S4 |
12,243 |
12,331 |
12,670 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,638 |
14,282 |
13,084 |
|
R3 |
14,057 |
13,701 |
12,924 |
|
R2 |
13,476 |
13,476 |
12,871 |
|
R1 |
13,120 |
13,120 |
12,817 |
13,008 |
PP |
12,895 |
12,895 |
12,895 |
12,839 |
S1 |
12,539 |
12,539 |
12,711 |
12,427 |
S2 |
12,314 |
12,314 |
12,658 |
|
S3 |
11,733 |
11,958 |
12,604 |
|
S4 |
11,152 |
11,377 |
12,445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,251 |
12,670 |
581 |
4.6% |
214 |
1.7% |
16% |
False |
True |
154,010 |
10 |
13,251 |
12,670 |
581 |
4.6% |
193 |
1.5% |
16% |
False |
True |
115,537 |
20 |
13,530 |
12,670 |
860 |
6.7% |
172 |
1.3% |
11% |
False |
True |
122,615 |
40 |
13,599 |
12,670 |
929 |
7.3% |
144 |
1.1% |
10% |
False |
True |
119,001 |
60 |
13,599 |
12,670 |
929 |
7.3% |
138 |
1.1% |
10% |
False |
True |
82,589 |
80 |
13,599 |
12,351 |
1,248 |
9.8% |
133 |
1.0% |
33% |
False |
False |
61,949 |
100 |
13,599 |
12,323 |
1,276 |
10.0% |
125 |
1.0% |
35% |
False |
False |
49,561 |
120 |
13,599 |
11,913 |
1,686 |
13.2% |
114 |
0.9% |
50% |
False |
False |
41,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,573 |
2.618 |
13,292 |
1.618 |
13,120 |
1.000 |
13,014 |
0.618 |
12,948 |
HIGH |
12,842 |
0.618 |
12,776 |
0.500 |
12,756 |
0.382 |
12,736 |
LOW |
12,670 |
0.618 |
12,564 |
1.000 |
12,498 |
1.618 |
12,392 |
2.618 |
12,220 |
4.250 |
11,939 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,761 |
12,961 |
PP |
12,759 |
12,895 |
S1 |
12,756 |
12,830 |
|