Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,411.00 |
1,425.00 |
14.00 |
1.0% |
1,406.25 |
High |
1,429.25 |
1,431.75 |
2.50 |
0.2% |
1,431.50 |
Low |
1,409.75 |
1,384.00 |
-25.75 |
-1.8% |
1,393.00 |
Close |
1,425.25 |
1,389.00 |
-36.25 |
-2.5% |
1,405.50 |
Range |
19.50 |
47.75 |
28.25 |
144.9% |
38.50 |
ATR |
17.72 |
19.86 |
2.15 |
12.1% |
0.00 |
Volume |
1,481,236 |
3,199,570 |
1,718,334 |
116.0% |
5,931,414 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.75 |
1,514.75 |
1,415.25 |
|
R3 |
1,497.00 |
1,467.00 |
1,402.25 |
|
R2 |
1,449.25 |
1,449.25 |
1,397.75 |
|
R1 |
1,419.25 |
1,419.25 |
1,393.50 |
1,410.50 |
PP |
1,401.50 |
1,401.50 |
1,401.50 |
1,397.25 |
S1 |
1,371.50 |
1,371.50 |
1,384.50 |
1,362.50 |
S2 |
1,353.75 |
1,353.75 |
1,380.25 |
|
S3 |
1,306.00 |
1,323.75 |
1,375.75 |
|
S4 |
1,258.25 |
1,276.00 |
1,362.75 |
|
|
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 |
1,431.75 |
1,384.00 |
47.75 |
3.4% |
26.75 |
1.9% |
10% |
True |
True |
1,972,947 |
10 |
1,431.75 |
1,384.00 |
47.75 |
3.4% |
21.50 |
1.6% |
10% |
True |
True |
1,589,965 |
20 |
1,459.75 |
1,384.00 |
75.75 |
5.5% |
20.00 |
1.4% |
7% |
False |
True |
1,691,855 |
40 |
1,468.00 |
1,384.00 |
84.00 |
6.0% |
17.25 |
1.2% |
6% |
False |
True |
1,692,270 |
60 |
1,468.00 |
1,384.00 |
84.00 |
6.0% |
15.75 |
1.1% |
6% |
False |
True |
1,140,263 |
80 |
1,468.00 |
1,314.25 |
153.75 |
11.1% |
15.75 |
1.1% |
49% |
False |
False |
855,761 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.4% |
16.50 |
1.2% |
54% |
False |
False |
684,948 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.7% |
16.75 |
1.2% |
64% |
False |
False |
570,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.75 |
2.618 |
1,556.75 |
1.618 |
1,509.00 |
1.000 |
1,479.50 |
0.618 |
1,461.25 |
HIGH |
1,431.75 |
0.618 |
1,413.50 |
0.500 |
1,408.00 |
0.382 |
1,402.25 |
LOW |
1,384.00 |
0.618 |
1,354.50 |
1.000 |
1,336.25 |
1.618 |
1,306.75 |
2.618 |
1,259.00 |
4.250 |
1,181.00 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,408.00 |
1,408.00 |
PP |
1,401.50 |
1,401.50 |
S1 |
1,395.25 |
1,395.25 |
|