Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,423.25 |
1,402.75 |
-20.50 |
-1.4% |
1,406.25 |
High |
1,431.50 |
1,415.50 |
-16.00 |
-1.1% |
1,431.50 |
Low |
1,405.00 |
1,402.50 |
-2.50 |
-0.2% |
1,393.00 |
Close |
1,405.50 |
1,412.00 |
6.50 |
0.5% |
1,405.50 |
Range |
26.50 |
13.00 |
-13.50 |
-50.9% |
38.50 |
ATR |
17.93 |
17.58 |
-0.35 |
-2.0% |
0.00 |
Volume |
2,089,006 |
1,388,947 |
-700,059 |
-33.5% |
5,931,414 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.00 |
1,443.50 |
1,419.25 |
|
R3 |
1,436.00 |
1,430.50 |
1,415.50 |
|
R2 |
1,423.00 |
1,423.00 |
1,414.50 |
|
R1 |
1,417.50 |
1,417.50 |
1,413.25 |
1,420.25 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,411.50 |
S1 |
1,404.50 |
1,404.50 |
1,410.75 |
1,407.25 |
S2 |
1,397.00 |
1,397.00 |
1,409.50 |
|
S3 |
1,384.00 |
1,391.50 |
1,408.50 |
|
S4 |
1,371.00 |
1,378.50 |
1,404.75 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.50 |
1,504.00 |
1,426.75 |
|
R3 |
1,487.00 |
1,465.50 |
1,416.00 |
|
R2 |
1,448.50 |
1,448.50 |
1,412.50 |
|
R1 |
1,427.00 |
1,427.00 |
1,409.00 |
1,418.50 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,405.75 |
S1 |
1,388.50 |
1,388.50 |
1,402.00 |
1,380.00 |
S2 |
1,371.50 |
1,371.50 |
1,398.50 |
|
S3 |
1,333.00 |
1,350.00 |
1,395.00 |
|
S4 |
1,294.50 |
1,311.50 |
1,384.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,431.50 |
1,393.00 |
38.50 |
2.7% |
20.50 |
1.5% |
49% |
False |
False |
1,427,738 |
10 |
1,433.25 |
1,393.00 |
40.25 |
2.9% |
19.25 |
1.4% |
47% |
False |
False |
1,527,958 |
20 |
1,459.75 |
1,393.00 |
66.75 |
4.7% |
18.00 |
1.3% |
28% |
False |
False |
1,639,255 |
40 |
1,468.00 |
1,393.00 |
75.00 |
5.3% |
16.25 |
1.2% |
25% |
False |
False |
1,587,306 |
60 |
1,468.00 |
1,387.50 |
80.50 |
5.7% |
15.00 |
1.1% |
30% |
False |
False |
1,062,390 |
80 |
1,468.00 |
1,314.25 |
153.75 |
10.9% |
15.50 |
1.1% |
64% |
False |
False |
797,293 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.2% |
16.25 |
1.1% |
67% |
False |
False |
638,173 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.4% |
16.50 |
1.2% |
74% |
False |
False |
531,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.75 |
2.618 |
1,449.50 |
1.618 |
1,436.50 |
1.000 |
1,428.50 |
0.618 |
1,423.50 |
HIGH |
1,415.50 |
0.618 |
1,410.50 |
0.500 |
1,409.00 |
0.382 |
1,407.50 |
LOW |
1,402.50 |
0.618 |
1,394.50 |
1.000 |
1,389.50 |
1.618 |
1,381.50 |
2.618 |
1,368.50 |
4.250 |
1,347.25 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.00 |
1,415.00 |
PP |
1,410.00 |
1,414.00 |
S1 |
1,409.00 |
1,413.00 |
|