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 |
1,719.9 |
1,733.7 |
13.8 |
0.8% |
1,678.2 |
High |
1,737.2 |
1,741.3 |
4.1 |
0.2% |
1,741.3 |
Low |
1,715.0 |
1,729.2 |
14.2 |
0.8% |
1,674.7 |
Close |
1,728.3 |
1,733.2 |
4.9 |
0.3% |
1,733.2 |
Range |
22.2 |
12.1 |
-10.1 |
-45.5% |
66.6 |
ATR |
20.3 |
19.8 |
-0.5 |
-2.6% |
0.0 |
Volume |
22,637 |
20,292 |
-2,345 |
-10.4% |
76,503 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.9 |
1,764.1 |
1,739.9 |
|
R3 |
1,758.8 |
1,752.0 |
1,736.5 |
|
R2 |
1,746.7 |
1,746.7 |
1,735.4 |
|
R1 |
1,739.9 |
1,739.9 |
1,734.3 |
1,737.3 |
PP |
1,734.6 |
1,734.6 |
1,734.6 |
1,733.2 |
S1 |
1,727.8 |
1,727.8 |
1,732.1 |
1,725.2 |
S2 |
1,722.5 |
1,722.5 |
1,731.0 |
|
S3 |
1,710.4 |
1,715.7 |
1,729.9 |
|
S4 |
1,698.3 |
1,703.6 |
1,726.5 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.2 |
1,891.3 |
1,769.8 |
|
R3 |
1,849.6 |
1,824.7 |
1,751.5 |
|
R2 |
1,783.0 |
1,783.0 |
1,745.4 |
|
R1 |
1,758.1 |
1,758.1 |
1,739.3 |
1,770.6 |
PP |
1,716.4 |
1,716.4 |
1,716.4 |
1,722.6 |
S1 |
1,691.5 |
1,691.5 |
1,727.1 |
1,704.0 |
S2 |
1,649.8 |
1,649.8 |
1,721.0 |
|
S3 |
1,583.2 |
1,624.9 |
1,714.9 |
|
S4 |
1,516.6 |
1,558.3 |
1,696.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,741.3 |
1,674.7 |
66.6 |
3.8% |
22.7 |
1.3% |
88% |
True |
False |
15,300 |
10 |
1,741.3 |
1,674.7 |
66.6 |
3.8% |
20.2 |
1.2% |
88% |
True |
False |
10,870 |
20 |
1,757.4 |
1,674.7 |
82.7 |
4.8% |
18.9 |
1.1% |
71% |
False |
False |
8,678 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
18.5 |
1.1% |
47% |
False |
False |
6,019 |
60 |
1,800.0 |
1,616.6 |
183.4 |
10.6% |
18.7 |
1.1% |
64% |
False |
False |
4,612 |
80 |
1,800.0 |
1,569.9 |
230.1 |
13.3% |
17.6 |
1.0% |
71% |
False |
False |
3,737 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
18.0 |
1.0% |
73% |
False |
False |
3,141 |
120 |
1,800.0 |
1,540.0 |
260.0 |
15.0% |
18.7 |
1.1% |
74% |
False |
False |
2,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.7 |
2.618 |
1,773.0 |
1.618 |
1,760.9 |
1.000 |
1,753.4 |
0.618 |
1,748.8 |
HIGH |
1,741.3 |
0.618 |
1,736.7 |
0.500 |
1,735.3 |
0.382 |
1,733.8 |
LOW |
1,729.2 |
0.618 |
1,721.7 |
1.000 |
1,717.1 |
1.618 |
1,709.6 |
2.618 |
1,697.5 |
4.250 |
1,677.8 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,735.3 |
1,730.0 |
PP |
1,734.6 |
1,726.7 |
S1 |
1,733.9 |
1,723.5 |
|