Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,292.0 |
7,274.0 |
-18.0 |
-0.2% |
7,378.5 |
High |
7,352.5 |
7,364.0 |
11.5 |
0.2% |
7,392.0 |
Low |
7,266.0 |
7,259.5 |
-6.5 |
-0.1% |
7,130.0 |
Close |
7,276.0 |
7,338.5 |
62.5 |
0.9% |
7,236.5 |
Range |
86.5 |
104.5 |
18.0 |
20.8% |
262.0 |
ATR |
88.6 |
89.7 |
1.1 |
1.3% |
0.0 |
Volume |
710 |
2,002 |
1,292 |
182.0% |
7,496 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.2 |
7,590.8 |
7,396.0 |
|
R3 |
7,529.7 |
7,486.3 |
7,367.2 |
|
R2 |
7,425.2 |
7,425.2 |
7,357.7 |
|
R1 |
7,381.8 |
7,381.8 |
7,348.1 |
7,403.5 |
PP |
7,320.7 |
7,320.7 |
7,320.7 |
7,331.5 |
S1 |
7,277.3 |
7,277.3 |
7,328.9 |
7,299.0 |
S2 |
7,216.2 |
7,216.2 |
7,319.3 |
|
S3 |
7,111.7 |
7,172.8 |
7,309.8 |
|
S4 |
7,007.2 |
7,068.3 |
7,281.0 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,038.8 |
7,899.7 |
7,380.6 |
|
R3 |
7,776.8 |
7,637.7 |
7,308.6 |
|
R2 |
7,514.8 |
7,514.8 |
7,284.5 |
|
R1 |
7,375.7 |
7,375.7 |
7,260.5 |
7,314.3 |
PP |
7,252.8 |
7,252.8 |
7,252.8 |
7,222.1 |
S1 |
7,113.7 |
7,113.7 |
7,212.5 |
7,052.3 |
S2 |
6,990.8 |
6,990.8 |
7,188.5 |
|
S3 |
6,728.8 |
6,851.7 |
7,164.5 |
|
S4 |
6,466.8 |
6,589.7 |
7,092.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,364.0 |
7,153.0 |
211.0 |
2.9% |
82.5 |
1.1% |
88% |
True |
False |
848 |
10 |
7,435.0 |
7,130.0 |
305.0 |
4.2% |
93.0 |
1.3% |
68% |
False |
False |
1,142 |
20 |
7,450.5 |
7,130.0 |
320.5 |
4.4% |
81.7 |
1.1% |
65% |
False |
False |
771 |
40 |
7,475.0 |
7,130.0 |
345.0 |
4.7% |
82.4 |
1.1% |
60% |
False |
False |
1,467 |
60 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
78.9 |
1.1% |
76% |
False |
False |
1,024 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.5% |
84.6 |
1.2% |
88% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,808.1 |
2.618 |
7,637.6 |
1.618 |
7,533.1 |
1.000 |
7,468.5 |
0.618 |
7,428.6 |
HIGH |
7,364.0 |
0.618 |
7,324.1 |
0.500 |
7,311.8 |
0.382 |
7,299.4 |
LOW |
7,259.5 |
0.618 |
7,194.9 |
1.000 |
7,155.0 |
1.618 |
7,090.4 |
2.618 |
6,985.9 |
4.250 |
6,815.4 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,329.6 |
7,323.8 |
PP |
7,320.7 |
7,309.0 |
S1 |
7,311.8 |
7,294.3 |
|