Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,274.0 |
7,338.5 |
64.5 |
0.9% |
7,223.0 |
High |
7,364.0 |
7,397.0 |
33.0 |
0.4% |
7,397.0 |
Low |
7,259.5 |
7,320.5 |
61.0 |
0.8% |
7,182.0 |
Close |
7,338.5 |
7,365.5 |
27.0 |
0.4% |
7,365.5 |
Range |
104.5 |
76.5 |
-28.0 |
-26.8% |
215.0 |
ATR |
89.7 |
88.8 |
-0.9 |
-1.1% |
0.0 |
Volume |
2,002 |
858 |
-1,144 |
-57.1% |
4,495 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,590.5 |
7,554.5 |
7,407.6 |
|
R3 |
7,514.0 |
7,478.0 |
7,386.5 |
|
R2 |
7,437.5 |
7,437.5 |
7,379.5 |
|
R1 |
7,401.5 |
7,401.5 |
7,372.5 |
7,419.5 |
PP |
7,361.0 |
7,361.0 |
7,361.0 |
7,370.0 |
S1 |
7,325.0 |
7,325.0 |
7,358.5 |
7,343.0 |
S2 |
7,284.5 |
7,284.5 |
7,351.5 |
|
S3 |
7,208.0 |
7,248.5 |
7,344.5 |
|
S4 |
7,131.5 |
7,172.0 |
7,323.4 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,959.8 |
7,877.7 |
7,483.8 |
|
R3 |
7,744.8 |
7,662.7 |
7,424.6 |
|
R2 |
7,529.8 |
7,529.8 |
7,404.9 |
|
R1 |
7,447.7 |
7,447.7 |
7,385.2 |
7,488.8 |
PP |
7,314.8 |
7,314.8 |
7,314.8 |
7,335.4 |
S1 |
7,232.7 |
7,232.7 |
7,345.8 |
7,273.8 |
S2 |
7,099.8 |
7,099.8 |
7,326.1 |
|
S3 |
6,884.8 |
7,017.7 |
7,306.4 |
|
S4 |
6,669.8 |
6,802.7 |
7,247.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,397.0 |
7,182.0 |
215.0 |
2.9% |
76.0 |
1.0% |
85% |
True |
False |
899 |
10 |
7,397.0 |
7,130.0 |
267.0 |
3.6% |
90.8 |
1.2% |
88% |
True |
False |
1,199 |
20 |
7,450.5 |
7,130.0 |
320.5 |
4.4% |
81.4 |
1.1% |
73% |
False |
False |
798 |
40 |
7,475.0 |
7,130.0 |
345.0 |
4.7% |
82.4 |
1.1% |
68% |
False |
False |
1,457 |
60 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
79.3 |
1.1% |
81% |
False |
False |
1,038 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.4% |
84.6 |
1.1% |
90% |
False |
False |
788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,722.1 |
2.618 |
7,597.3 |
1.618 |
7,520.8 |
1.000 |
7,473.5 |
0.618 |
7,444.3 |
HIGH |
7,397.0 |
0.618 |
7,367.8 |
0.500 |
7,358.8 |
0.382 |
7,349.7 |
LOW |
7,320.5 |
0.618 |
7,273.2 |
1.000 |
7,244.0 |
1.618 |
7,196.7 |
2.618 |
7,120.2 |
4.250 |
6,995.4 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,363.3 |
7,353.1 |
PP |
7,361.0 |
7,340.7 |
S1 |
7,358.8 |
7,328.3 |
|