Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,425.00 |
1,390.25 |
-34.75 |
-2.4% |
1,406.25 |
High |
1,431.75 |
1,397.50 |
-34.25 |
-2.4% |
1,431.50 |
Low |
1,384.00 |
1,372.50 |
-11.50 |
-0.8% |
1,393.00 |
Close |
1,389.00 |
1,375.25 |
-13.75 |
-1.0% |
1,405.50 |
Range |
47.75 |
25.00 |
-22.75 |
-47.6% |
38.50 |
ATR |
19.86 |
20.23 |
0.37 |
1.8% |
0.00 |
Volume |
3,199,570 |
2,615,376 |
-584,194 |
-18.3% |
5,931,414 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.75 |
1,441.00 |
1,389.00 |
|
R3 |
1,431.75 |
1,416.00 |
1,382.00 |
|
R2 |
1,406.75 |
1,406.75 |
1,379.75 |
|
R1 |
1,391.00 |
1,391.00 |
1,377.50 |
1,386.50 |
PP |
1,381.75 |
1,381.75 |
1,381.75 |
1,379.50 |
S1 |
1,366.00 |
1,366.00 |
1,373.00 |
1,361.50 |
S2 |
1,356.75 |
1,356.75 |
1,370.75 |
|
S3 |
1,331.75 |
1,341.00 |
1,368.50 |
|
S4 |
1,306.75 |
1,316.00 |
1,361.50 |
|
|
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 |
1,431.75 |
1,372.50 |
59.25 |
4.3% |
26.25 |
1.9% |
5% |
False |
True |
2,154,827 |
10 |
1,431.75 |
1,372.50 |
59.25 |
4.3% |
22.25 |
1.6% |
5% |
False |
True |
1,670,644 |
20 |
1,459.75 |
1,372.50 |
87.25 |
6.3% |
20.25 |
1.5% |
3% |
False |
True |
1,743,371 |
40 |
1,468.00 |
1,372.50 |
95.50 |
6.9% |
17.25 |
1.3% |
3% |
False |
True |
1,723,755 |
60 |
1,468.00 |
1,372.50 |
95.50 |
6.9% |
15.75 |
1.2% |
3% |
False |
True |
1,183,810 |
80 |
1,468.00 |
1,314.25 |
153.75 |
11.2% |
16.00 |
1.2% |
40% |
False |
False |
888,424 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.5% |
16.50 |
1.2% |
46% |
False |
False |
711,094 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.9% |
17.00 |
1.2% |
57% |
False |
False |
592,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,503.75 |
2.618 |
1,463.00 |
1.618 |
1,438.00 |
1.000 |
1,422.50 |
0.618 |
1,413.00 |
HIGH |
1,397.50 |
0.618 |
1,388.00 |
0.500 |
1,385.00 |
0.382 |
1,382.00 |
LOW |
1,372.50 |
0.618 |
1,357.00 |
1.000 |
1,347.50 |
1.618 |
1,332.00 |
2.618 |
1,307.00 |
4.250 |
1,266.25 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,385.00 |
1,402.00 |
PP |
1,381.75 |
1,393.25 |
S1 |
1,378.50 |
1,384.25 |
|