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 |
1,678.2 |
1,688.5 |
10.3 |
0.6% |
1,714.6 |
High |
1,688.2 |
1,722.4 |
34.2 |
2.0% |
1,729.0 |
Low |
1,674.7 |
1,686.1 |
11.4 |
0.7% |
1,677.0 |
Close |
1,685.4 |
1,717.2 |
31.8 |
1.9% |
1,677.3 |
Range |
13.5 |
36.3 |
22.8 |
168.9% |
52.0 |
ATR |
18.1 |
19.5 |
1.3 |
7.4% |
0.0 |
Volume |
14,016 |
4,993 |
-9,023 |
-64.4% |
32,198 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.5 |
1,803.6 |
1,737.2 |
|
R3 |
1,781.2 |
1,767.3 |
1,727.2 |
|
R2 |
1,744.9 |
1,744.9 |
1,723.9 |
|
R1 |
1,731.0 |
1,731.0 |
1,720.5 |
1,738.0 |
PP |
1,708.6 |
1,708.6 |
1,708.6 |
1,712.0 |
S1 |
1,694.7 |
1,694.7 |
1,713.9 |
1,701.7 |
S2 |
1,672.3 |
1,672.3 |
1,710.5 |
|
S3 |
1,636.0 |
1,658.4 |
1,707.2 |
|
S4 |
1,599.7 |
1,622.1 |
1,697.2 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.4 |
1,815.9 |
1,705.9 |
|
R3 |
1,798.4 |
1,763.9 |
1,691.6 |
|
R2 |
1,746.4 |
1,746.4 |
1,686.8 |
|
R1 |
1,711.9 |
1,711.9 |
1,682.1 |
1,703.2 |
PP |
1,694.4 |
1,694.4 |
1,694.4 |
1,690.1 |
S1 |
1,659.9 |
1,659.9 |
1,672.5 |
1,651.2 |
S2 |
1,642.4 |
1,642.4 |
1,667.8 |
|
S3 |
1,590.4 |
1,607.9 |
1,663.0 |
|
S4 |
1,538.4 |
1,555.9 |
1,648.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,729.0 |
1,674.7 |
54.3 |
3.2% |
23.9 |
1.4% |
78% |
False |
False |
7,963 |
10 |
1,729.0 |
1,674.7 |
54.3 |
3.2% |
18.5 |
1.1% |
78% |
False |
False |
8,558 |
20 |
1,776.9 |
1,674.7 |
102.2 |
6.0% |
17.9 |
1.0% |
42% |
False |
False |
6,220 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
19.1 |
1.1% |
34% |
False |
False |
4,912 |
60 |
1,800.0 |
1,598.0 |
202.0 |
11.8% |
18.5 |
1.1% |
59% |
False |
False |
3,713 |
80 |
1,800.0 |
1,569.9 |
230.1 |
13.4% |
17.3 |
1.0% |
64% |
False |
False |
3,048 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.9 |
1.0% |
66% |
False |
False |
2,577 |
120 |
1,800.0 |
1,540.0 |
260.0 |
15.1% |
18.7 |
1.1% |
68% |
False |
False |
2,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.7 |
2.618 |
1,817.4 |
1.618 |
1,781.1 |
1.000 |
1,758.7 |
0.618 |
1,744.8 |
HIGH |
1,722.4 |
0.618 |
1,708.5 |
0.500 |
1,704.3 |
0.382 |
1,700.0 |
LOW |
1,686.1 |
0.618 |
1,663.7 |
1.000 |
1,649.8 |
1.618 |
1,627.4 |
2.618 |
1,591.1 |
4.250 |
1,531.8 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,712.9 |
1,711.0 |
PP |
1,708.6 |
1,704.8 |
S1 |
1,704.3 |
1,698.6 |
|