Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,330.0 |
7,359.0 |
29.0 |
0.4% |
7,223.0 |
High |
7,355.0 |
7,418.5 |
63.5 |
0.9% |
7,397.0 |
Low |
7,313.5 |
7,331.5 |
18.0 |
0.2% |
7,182.0 |
Close |
7,332.5 |
7,379.5 |
47.0 |
0.6% |
7,365.5 |
Range |
41.5 |
87.0 |
45.5 |
109.6% |
215.0 |
ATR |
86.1 |
86.2 |
0.1 |
0.1% |
0.0 |
Volume |
1,541 |
2,567 |
1,026 |
66.6% |
4,495 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.5 |
7,595.5 |
7,427.4 |
|
R3 |
7,550.5 |
7,508.5 |
7,403.4 |
|
R2 |
7,463.5 |
7,463.5 |
7,395.5 |
|
R1 |
7,421.5 |
7,421.5 |
7,387.5 |
7,442.5 |
PP |
7,376.5 |
7,376.5 |
7,376.5 |
7,387.0 |
S1 |
7,334.5 |
7,334.5 |
7,371.5 |
7,355.5 |
S2 |
7,289.5 |
7,289.5 |
7,363.6 |
|
S3 |
7,202.5 |
7,247.5 |
7,355.6 |
|
S4 |
7,115.5 |
7,160.5 |
7,331.7 |
|
|
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 |
7,418.5 |
7,259.5 |
159.0 |
2.2% |
79.2 |
1.1% |
75% |
True |
False |
1,535 |
10 |
7,418.5 |
7,130.0 |
288.5 |
3.9% |
77.1 |
1.0% |
86% |
True |
False |
1,566 |
20 |
7,450.5 |
7,130.0 |
320.5 |
4.3% |
80.0 |
1.1% |
78% |
False |
False |
865 |
40 |
7,475.0 |
7,130.0 |
345.0 |
4.7% |
81.0 |
1.1% |
72% |
False |
False |
1,492 |
60 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
79.9 |
1.1% |
84% |
False |
False |
1,107 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.4% |
84.9 |
1.2% |
92% |
False |
False |
839 |
100 |
7,475.0 |
6,122.0 |
1,353.0 |
18.3% |
80.2 |
1.1% |
93% |
False |
False |
680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,788.3 |
2.618 |
7,646.3 |
1.618 |
7,559.3 |
1.000 |
7,505.5 |
0.618 |
7,472.3 |
HIGH |
7,418.5 |
0.618 |
7,385.3 |
0.500 |
7,375.0 |
0.382 |
7,364.7 |
LOW |
7,331.5 |
0.618 |
7,277.7 |
1.000 |
7,244.5 |
1.618 |
7,190.7 |
2.618 |
7,103.7 |
4.250 |
6,961.8 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,378.0 |
7,375.0 |
PP |
7,376.5 |
7,370.5 |
S1 |
7,375.0 |
7,366.0 |
|