Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,414.0 |
7,262.5 |
-151.5 |
-2.0% |
7,223.0 |
High |
7,436.5 |
7,290.5 |
-146.0 |
-2.0% |
7,397.0 |
Low |
7,234.0 |
7,194.0 |
-40.0 |
-0.6% |
7,182.0 |
Close |
7,235.0 |
7,213.0 |
-22.0 |
-0.3% |
7,365.5 |
Range |
202.5 |
96.5 |
-106.0 |
-52.3% |
215.0 |
ATR |
94.5 |
94.7 |
0.1 |
0.2% |
0.0 |
Volume |
3,882 |
814 |
-3,068 |
-79.0% |
4,495 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,522.0 |
7,464.0 |
7,266.1 |
|
R3 |
7,425.5 |
7,367.5 |
7,239.5 |
|
R2 |
7,329.0 |
7,329.0 |
7,230.7 |
|
R1 |
7,271.0 |
7,271.0 |
7,221.8 |
7,251.8 |
PP |
7,232.5 |
7,232.5 |
7,232.5 |
7,222.9 |
S1 |
7,174.5 |
7,174.5 |
7,204.2 |
7,155.3 |
S2 |
7,136.0 |
7,136.0 |
7,195.3 |
|
S3 |
7,039.5 |
7,078.0 |
7,186.5 |
|
S4 |
6,943.0 |
6,981.5 |
7,159.9 |
|
|
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 |
7,194.0 |
242.5 |
3.4% |
100.8 |
1.4% |
8% |
False |
True |
1,932 |
10 |
7,436.5 |
7,153.0 |
283.5 |
3.9% |
91.7 |
1.3% |
21% |
False |
False |
1,390 |
20 |
7,450.5 |
7,130.0 |
320.5 |
4.4% |
86.6 |
1.2% |
26% |
False |
False |
1,087 |
40 |
7,475.0 |
7,130.0 |
345.0 |
4.8% |
82.9 |
1.1% |
24% |
False |
False |
1,518 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.0% |
83.2 |
1.2% |
55% |
False |
False |
1,184 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.7% |
87.7 |
1.2% |
77% |
False |
False |
898 |
100 |
7,475.0 |
6,122.0 |
1,353.0 |
18.8% |
81.7 |
1.1% |
81% |
False |
False |
724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,700.6 |
2.618 |
7,543.1 |
1.618 |
7,446.6 |
1.000 |
7,387.0 |
0.618 |
7,350.1 |
HIGH |
7,290.5 |
0.618 |
7,253.6 |
0.500 |
7,242.3 |
0.382 |
7,230.9 |
LOW |
7,194.0 |
0.618 |
7,134.4 |
1.000 |
7,097.5 |
1.618 |
7,037.9 |
2.618 |
6,941.4 |
4.250 |
6,783.9 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,242.3 |
7,315.3 |
PP |
7,232.5 |
7,281.2 |
S1 |
7,222.8 |
7,247.1 |
|