Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,338.5 |
7,330.0 |
-8.5 |
-0.1% |
7,223.0 |
High |
7,397.0 |
7,355.0 |
-42.0 |
-0.6% |
7,397.0 |
Low |
7,320.5 |
7,313.5 |
-7.0 |
-0.1% |
7,182.0 |
Close |
7,365.5 |
7,332.5 |
-33.0 |
-0.4% |
7,365.5 |
Range |
76.5 |
41.5 |
-35.0 |
-45.8% |
215.0 |
ATR |
88.8 |
86.1 |
-2.6 |
-3.0% |
0.0 |
Volume |
858 |
1,541 |
683 |
79.6% |
4,495 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,458.2 |
7,436.8 |
7,355.3 |
|
R3 |
7,416.7 |
7,395.3 |
7,343.9 |
|
R2 |
7,375.2 |
7,375.2 |
7,340.1 |
|
R1 |
7,353.8 |
7,353.8 |
7,336.3 |
7,364.5 |
PP |
7,333.7 |
7,333.7 |
7,333.7 |
7,339.0 |
S1 |
7,312.3 |
7,312.3 |
7,328.7 |
7,323.0 |
S2 |
7,292.2 |
7,292.2 |
7,324.9 |
|
S3 |
7,250.7 |
7,270.8 |
7,321.1 |
|
S4 |
7,209.2 |
7,229.3 |
7,309.7 |
|
|
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 |
7,224.5 |
172.5 |
2.4% |
76.1 |
1.0% |
63% |
False |
False |
1,189 |
10 |
7,397.0 |
7,130.0 |
267.0 |
3.6% |
86.7 |
1.2% |
76% |
False |
False |
1,339 |
20 |
7,450.5 |
7,130.0 |
320.5 |
4.4% |
80.4 |
1.1% |
63% |
False |
False |
858 |
40 |
7,475.0 |
7,130.0 |
345.0 |
4.7% |
82.3 |
1.1% |
59% |
False |
False |
1,471 |
60 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
79.0 |
1.1% |
75% |
False |
False |
1,064 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.5% |
84.4 |
1.2% |
87% |
False |
False |
807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,531.4 |
2.618 |
7,463.6 |
1.618 |
7,422.1 |
1.000 |
7,396.5 |
0.618 |
7,380.6 |
HIGH |
7,355.0 |
0.618 |
7,339.1 |
0.500 |
7,334.3 |
0.382 |
7,329.4 |
LOW |
7,313.5 |
0.618 |
7,287.9 |
1.000 |
7,272.0 |
1.618 |
7,246.4 |
2.618 |
7,204.9 |
4.250 |
7,137.1 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,334.3 |
7,331.1 |
PP |
7,333.7 |
7,329.7 |
S1 |
7,333.1 |
7,328.3 |
|