Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,402.75 |
1,411.00 |
8.25 |
0.6% |
1,406.25 |
High |
1,415.50 |
1,429.25 |
13.75 |
1.0% |
1,431.50 |
Low |
1,402.50 |
1,409.75 |
7.25 |
0.5% |
1,393.00 |
Close |
1,412.00 |
1,425.25 |
13.25 |
0.9% |
1,405.50 |
Range |
13.00 |
19.50 |
6.50 |
50.0% |
38.50 |
ATR |
17.58 |
17.72 |
0.14 |
0.8% |
0.00 |
Volume |
1,388,947 |
1,481,236 |
92,289 |
6.6% |
5,931,414 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.00 |
1,472.00 |
1,436.00 |
|
R3 |
1,460.50 |
1,452.50 |
1,430.50 |
|
R2 |
1,441.00 |
1,441.00 |
1,428.75 |
|
R1 |
1,433.00 |
1,433.00 |
1,427.00 |
1,437.00 |
PP |
1,421.50 |
1,421.50 |
1,421.50 |
1,423.50 |
S1 |
1,413.50 |
1,413.50 |
1,423.50 |
1,417.50 |
S2 |
1,402.00 |
1,402.00 |
1,421.75 |
|
S3 |
1,382.50 |
1,394.00 |
1,420.00 |
|
S4 |
1,363.00 |
1,374.50 |
1,414.50 |
|
|
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 |
1,398.50 |
33.00 |
2.3% |
20.75 |
1.4% |
81% |
False |
False |
1,688,216 |
10 |
1,431.50 |
1,393.00 |
38.50 |
2.7% |
18.00 |
1.3% |
84% |
False |
False |
1,445,683 |
20 |
1,459.75 |
1,393.00 |
66.75 |
4.7% |
18.25 |
1.3% |
48% |
False |
False |
1,615,510 |
40 |
1,468.00 |
1,393.00 |
75.00 |
5.3% |
16.50 |
1.2% |
43% |
False |
False |
1,619,491 |
60 |
1,468.00 |
1,387.50 |
80.50 |
5.6% |
15.00 |
1.1% |
47% |
False |
False |
1,086,999 |
80 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
15.50 |
1.1% |
72% |
False |
False |
815,791 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
16.25 |
1.1% |
75% |
False |
False |
652,966 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.3% |
16.50 |
1.2% |
80% |
False |
False |
544,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.00 |
2.618 |
1,480.25 |
1.618 |
1,460.75 |
1.000 |
1,448.75 |
0.618 |
1,441.25 |
HIGH |
1,429.25 |
0.618 |
1,421.75 |
0.500 |
1,419.50 |
0.382 |
1,417.25 |
LOW |
1,409.75 |
0.618 |
1,397.75 |
1.000 |
1,390.25 |
1.618 |
1,378.25 |
2.618 |
1,358.75 |
4.250 |
1,327.00 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,423.25 |
1,422.50 |
PP |
1,421.50 |
1,419.75 |
S1 |
1,419.50 |
1,417.00 |
|