Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,390.25 |
1,375.75 |
-14.50 |
-1.0% |
1,402.75 |
High |
1,397.50 |
1,388.00 |
-9.50 |
-0.7% |
1,431.75 |
Low |
1,372.50 |
1,363.50 |
-9.00 |
-0.7% |
1,363.50 |
Close |
1,375.25 |
1,375.75 |
0.50 |
0.0% |
1,375.75 |
Range |
25.00 |
24.50 |
-0.50 |
-2.0% |
68.25 |
ATR |
20.23 |
20.53 |
0.31 |
1.5% |
0.00 |
Volume |
2,615,376 |
2,549,324 |
-66,052 |
-2.5% |
11,234,453 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.25 |
1,437.00 |
1,389.25 |
|
R3 |
1,424.75 |
1,412.50 |
1,382.50 |
|
R2 |
1,400.25 |
1,400.25 |
1,380.25 |
|
R1 |
1,388.00 |
1,388.00 |
1,378.00 |
1,388.00 |
PP |
1,375.75 |
1,375.75 |
1,375.75 |
1,375.75 |
S1 |
1,363.50 |
1,363.50 |
1,373.50 |
1,363.50 |
S2 |
1,351.25 |
1,351.25 |
1,371.25 |
|
S3 |
1,326.75 |
1,339.00 |
1,369.00 |
|
S4 |
1,302.25 |
1,314.50 |
1,362.25 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.00 |
1,553.75 |
1,413.25 |
|
R3 |
1,526.75 |
1,485.50 |
1,394.50 |
|
R2 |
1,458.50 |
1,458.50 |
1,388.25 |
|
R1 |
1,417.25 |
1,417.25 |
1,382.00 |
1,403.75 |
PP |
1,390.25 |
1,390.25 |
1,390.25 |
1,383.50 |
S1 |
1,349.00 |
1,349.00 |
1,369.50 |
1,335.50 |
S2 |
1,322.00 |
1,322.00 |
1,363.25 |
|
S3 |
1,253.75 |
1,280.75 |
1,357.00 |
|
S4 |
1,185.50 |
1,212.50 |
1,338.25 |
|
|
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 |
1,363.50 |
68.25 |
5.0% |
26.00 |
1.9% |
18% |
False |
True |
2,246,890 |
10 |
1,431.75 |
1,363.50 |
68.25 |
5.0% |
23.00 |
1.7% |
18% |
False |
True |
1,716,586 |
20 |
1,459.75 |
1,363.50 |
96.25 |
7.0% |
20.75 |
1.5% |
13% |
False |
True |
1,789,595 |
40 |
1,466.00 |
1,363.50 |
102.50 |
7.5% |
17.25 |
1.3% |
12% |
False |
True |
1,725,892 |
60 |
1,468.00 |
1,363.50 |
104.50 |
7.6% |
16.25 |
1.2% |
12% |
False |
True |
1,226,251 |
80 |
1,468.00 |
1,314.25 |
153.75 |
11.2% |
16.25 |
1.2% |
40% |
False |
False |
920,273 |
100 |
1,468.00 |
1,296.00 |
172.00 |
12.5% |
16.50 |
1.2% |
46% |
False |
False |
736,573 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.8% |
17.00 |
1.2% |
58% |
False |
False |
613,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.00 |
2.618 |
1,452.25 |
1.618 |
1,427.75 |
1.000 |
1,412.50 |
0.618 |
1,403.25 |
HIGH |
1,388.00 |
0.618 |
1,378.75 |
0.500 |
1,375.75 |
0.382 |
1,372.75 |
LOW |
1,363.50 |
0.618 |
1,348.25 |
1.000 |
1,339.00 |
1.618 |
1,323.75 |
2.618 |
1,299.25 |
4.250 |
1,259.50 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,375.75 |
1,397.50 |
PP |
1,375.75 |
1,390.25 |
S1 |
1,375.75 |
1,383.00 |
|