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 |
1,688.5 |
1,716.7 |
28.2 |
1.7% |
1,714.6 |
High |
1,722.4 |
1,735.0 |
12.6 |
0.7% |
1,729.0 |
Low |
1,686.1 |
1,705.7 |
19.6 |
1.2% |
1,677.0 |
Close |
1,717.2 |
1,716.2 |
-1.0 |
-0.1% |
1,677.3 |
Range |
36.3 |
29.3 |
-7.0 |
-19.3% |
52.0 |
ATR |
19.5 |
20.2 |
0.7 |
3.6% |
0.0 |
Volume |
4,993 |
14,565 |
9,572 |
191.7% |
32,198 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.9 |
1,790.8 |
1,732.3 |
|
R3 |
1,777.6 |
1,761.5 |
1,724.3 |
|
R2 |
1,748.3 |
1,748.3 |
1,721.6 |
|
R1 |
1,732.2 |
1,732.2 |
1,718.9 |
1,725.6 |
PP |
1,719.0 |
1,719.0 |
1,719.0 |
1,715.7 |
S1 |
1,702.9 |
1,702.9 |
1,713.5 |
1,696.3 |
S2 |
1,689.7 |
1,689.7 |
1,710.8 |
|
S3 |
1,660.4 |
1,673.6 |
1,708.1 |
|
S4 |
1,631.1 |
1,644.3 |
1,700.1 |
|
|
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 |
1,735.0 |
1,674.7 |
60.3 |
3.5% |
26.7 |
1.6% |
69% |
True |
False |
10,295 |
10 |
1,735.0 |
1,674.7 |
60.3 |
3.5% |
20.0 |
1.2% |
69% |
True |
False |
9,441 |
20 |
1,776.9 |
1,674.7 |
102.2 |
6.0% |
18.9 |
1.1% |
41% |
False |
False |
6,837 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
19.3 |
1.1% |
33% |
False |
False |
5,193 |
60 |
1,800.0 |
1,599.0 |
201.0 |
11.7% |
18.6 |
1.1% |
58% |
False |
False |
3,929 |
80 |
1,800.0 |
1,569.9 |
230.1 |
13.4% |
17.5 |
1.0% |
64% |
False |
False |
3,227 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
18.1 |
1.1% |
66% |
False |
False |
2,719 |
120 |
1,800.0 |
1,540.0 |
260.0 |
15.1% |
18.7 |
1.1% |
68% |
False |
False |
2,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,859.5 |
2.618 |
1,811.7 |
1.618 |
1,782.4 |
1.000 |
1,764.3 |
0.618 |
1,753.1 |
HIGH |
1,735.0 |
0.618 |
1,723.8 |
0.500 |
1,720.4 |
0.382 |
1,716.9 |
LOW |
1,705.7 |
0.618 |
1,687.6 |
1.000 |
1,676.4 |
1.618 |
1,658.3 |
2.618 |
1,629.0 |
4.250 |
1,581.2 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,720.4 |
1,712.4 |
PP |
1,719.0 |
1,708.6 |
S1 |
1,717.6 |
1,704.9 |
|