Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,359.0 |
7,414.0 |
55.0 |
0.7% |
7,223.0 |
High |
7,418.5 |
7,436.5 |
18.0 |
0.2% |
7,397.0 |
Low |
7,331.5 |
7,234.0 |
-97.5 |
-1.3% |
7,182.0 |
Close |
7,379.5 |
7,235.0 |
-144.5 |
-2.0% |
7,365.5 |
Range |
87.0 |
202.5 |
115.5 |
132.8% |
215.0 |
ATR |
86.2 |
94.5 |
8.3 |
9.6% |
0.0 |
Volume |
2,567 |
3,882 |
1,315 |
51.2% |
4,495 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,909.3 |
7,774.7 |
7,346.4 |
|
R3 |
7,706.8 |
7,572.2 |
7,290.7 |
|
R2 |
7,504.3 |
7,504.3 |
7,272.1 |
|
R1 |
7,369.7 |
7,369.7 |
7,253.6 |
7,335.8 |
PP |
7,301.8 |
7,301.8 |
7,301.8 |
7,284.9 |
S1 |
7,167.2 |
7,167.2 |
7,216.4 |
7,133.3 |
S2 |
7,099.3 |
7,099.3 |
7,197.9 |
|
S3 |
6,896.8 |
6,964.7 |
7,179.3 |
|
S4 |
6,694.3 |
6,762.2 |
7,123.6 |
|
|
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 |
7,436.5 |
7,234.0 |
202.5 |
2.8% |
102.4 |
1.4% |
0% |
True |
True |
2,170 |
10 |
7,436.5 |
7,153.0 |
283.5 |
3.9% |
88.5 |
1.2% |
29% |
True |
False |
1,545 |
20 |
7,450.5 |
7,130.0 |
320.5 |
4.4% |
87.3 |
1.2% |
33% |
False |
False |
1,054 |
40 |
7,475.0 |
7,130.0 |
345.0 |
4.8% |
83.5 |
1.2% |
30% |
False |
False |
1,546 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.0% |
82.8 |
1.1% |
59% |
False |
False |
1,171 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.7% |
86.8 |
1.2% |
79% |
False |
False |
888 |
100 |
7,475.0 |
6,122.0 |
1,353.0 |
18.7% |
82.1 |
1.1% |
82% |
False |
False |
718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,297.1 |
2.618 |
7,966.6 |
1.618 |
7,764.1 |
1.000 |
7,639.0 |
0.618 |
7,561.6 |
HIGH |
7,436.5 |
0.618 |
7,359.1 |
0.500 |
7,335.3 |
0.382 |
7,311.4 |
LOW |
7,234.0 |
0.618 |
7,108.9 |
1.000 |
7,031.5 |
1.618 |
6,906.4 |
2.618 |
6,703.9 |
4.250 |
6,373.4 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,335.3 |
7,335.3 |
PP |
7,301.8 |
7,301.8 |
S1 |
7,268.4 |
7,268.4 |
|