Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,412.50 |
1,402.00 |
-10.50 |
-0.7% |
1,424.50 |
High |
1,418.25 |
1,425.00 |
6.75 |
0.5% |
1,433.25 |
Low |
1,400.50 |
1,398.50 |
-2.00 |
-0.1% |
1,394.50 |
Close |
1,406.75 |
1,423.25 |
16.50 |
1.2% |
1,407.50 |
Range |
17.75 |
26.50 |
8.75 |
49.3% |
38.75 |
ATR |
16.56 |
17.27 |
0.71 |
4.3% |
0.00 |
Volume |
1,775,915 |
1,705,976 |
-69,939 |
-3.9% |
9,737,027 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.00 |
1,485.75 |
1,437.75 |
|
R3 |
1,468.50 |
1,459.25 |
1,430.50 |
|
R2 |
1,442.00 |
1,442.00 |
1,428.00 |
|
R1 |
1,432.75 |
1,432.75 |
1,425.75 |
1,437.50 |
PP |
1,415.50 |
1,415.50 |
1,415.50 |
1,418.00 |
S1 |
1,406.25 |
1,406.25 |
1,420.75 |
1,411.00 |
S2 |
1,389.00 |
1,389.00 |
1,418.50 |
|
S3 |
1,362.50 |
1,379.75 |
1,416.00 |
|
S4 |
1,336.00 |
1,353.25 |
1,408.75 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.00 |
1,506.50 |
1,428.75 |
|
R3 |
1,489.25 |
1,467.75 |
1,418.25 |
|
R2 |
1,450.50 |
1,450.50 |
1,414.50 |
|
R1 |
1,429.00 |
1,429.00 |
1,411.00 |
1,420.50 |
PP |
1,411.75 |
1,411.75 |
1,411.75 |
1,407.50 |
S1 |
1,390.25 |
1,390.25 |
1,404.00 |
1,381.50 |
S2 |
1,373.00 |
1,373.00 |
1,400.50 |
|
S3 |
1,334.25 |
1,351.50 |
1,396.75 |
|
S4 |
1,295.50 |
1,312.75 |
1,386.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,425.00 |
1,393.00 |
32.00 |
2.2% |
18.25 |
1.3% |
95% |
True |
False |
1,186,461 |
10 |
1,453.50 |
1,393.00 |
60.50 |
4.3% |
19.75 |
1.4% |
50% |
False |
False |
1,598,039 |
20 |
1,466.00 |
1,393.00 |
73.00 |
5.1% |
17.50 |
1.2% |
41% |
False |
False |
1,597,520 |
40 |
1,468.00 |
1,393.00 |
75.00 |
5.3% |
15.75 |
1.1% |
40% |
False |
False |
1,503,069 |
60 |
1,468.00 |
1,385.75 |
82.25 |
5.8% |
14.50 |
1.0% |
46% |
False |
False |
1,004,457 |
80 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
15.50 |
1.1% |
71% |
False |
False |
753,895 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
16.25 |
1.1% |
74% |
False |
False |
603,399 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.50 |
1.2% |
79% |
False |
False |
502,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.50 |
2.618 |
1,494.50 |
1.618 |
1,468.00 |
1.000 |
1,451.50 |
0.618 |
1,441.50 |
HIGH |
1,425.00 |
0.618 |
1,415.00 |
0.500 |
1,411.75 |
0.382 |
1,408.50 |
LOW |
1,398.50 |
0.618 |
1,382.00 |
1.000 |
1,372.00 |
1.618 |
1,355.50 |
2.618 |
1,329.00 |
4.250 |
1,286.00 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,419.50 |
1,418.50 |
PP |
1,415.50 |
1,413.75 |
S1 |
1,411.75 |
1,409.00 |
|