Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,262.5 |
7,222.0 |
-40.5 |
-0.6% |
7,330.0 |
High |
7,290.5 |
7,236.0 |
-54.5 |
-0.7% |
7,436.5 |
Low |
7,194.0 |
7,070.0 |
-124.0 |
-1.7% |
7,070.0 |
Close |
7,213.0 |
7,173.0 |
-40.0 |
-0.6% |
7,173.0 |
Range |
96.5 |
166.0 |
69.5 |
72.0% |
366.5 |
ATR |
94.7 |
99.8 |
5.1 |
5.4% |
0.0 |
Volume |
814 |
2,184 |
1,370 |
168.3% |
10,988 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,657.7 |
7,581.3 |
7,264.3 |
|
R3 |
7,491.7 |
7,415.3 |
7,218.7 |
|
R2 |
7,325.7 |
7,325.7 |
7,203.4 |
|
R1 |
7,249.3 |
7,249.3 |
7,188.2 |
7,204.5 |
PP |
7,159.7 |
7,159.7 |
7,159.7 |
7,137.3 |
S1 |
7,083.3 |
7,083.3 |
7,157.8 |
7,038.5 |
S2 |
6,993.7 |
6,993.7 |
7,142.6 |
|
S3 |
6,827.7 |
6,917.3 |
7,127.4 |
|
S4 |
6,661.7 |
6,751.3 |
7,081.7 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,326.0 |
8,116.0 |
7,374.6 |
|
R3 |
7,959.5 |
7,749.5 |
7,273.8 |
|
R2 |
7,593.0 |
7,593.0 |
7,240.2 |
|
R1 |
7,383.0 |
7,383.0 |
7,206.6 |
7,304.8 |
PP |
7,226.5 |
7,226.5 |
7,226.5 |
7,187.4 |
S1 |
7,016.5 |
7,016.5 |
7,139.4 |
6,938.3 |
S2 |
6,860.0 |
6,860.0 |
7,105.8 |
|
S3 |
6,493.5 |
6,650.0 |
7,072.2 |
|
S4 |
6,127.0 |
6,283.5 |
6,971.4 |
|
|
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 |
7,070.0 |
366.5 |
5.1% |
118.7 |
1.7% |
28% |
False |
True |
2,197 |
10 |
7,436.5 |
7,070.0 |
366.5 |
5.1% |
97.4 |
1.4% |
28% |
False |
True |
1,548 |
20 |
7,450.5 |
7,070.0 |
380.5 |
5.3% |
92.1 |
1.3% |
27% |
False |
True |
1,187 |
40 |
7,475.0 |
7,070.0 |
405.0 |
5.6% |
85.5 |
1.2% |
25% |
False |
True |
1,517 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
85.6 |
1.2% |
48% |
False |
False |
1,220 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.8% |
88.0 |
1.2% |
73% |
False |
False |
925 |
100 |
7,475.0 |
6,122.0 |
1,353.0 |
18.9% |
82.9 |
1.2% |
78% |
False |
False |
746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,941.5 |
2.618 |
7,670.6 |
1.618 |
7,504.6 |
1.000 |
7,402.0 |
0.618 |
7,338.6 |
HIGH |
7,236.0 |
0.618 |
7,172.6 |
0.500 |
7,153.0 |
0.382 |
7,133.4 |
LOW |
7,070.0 |
0.618 |
6,967.4 |
1.000 |
6,904.0 |
1.618 |
6,801.4 |
2.618 |
6,635.4 |
4.250 |
6,364.5 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,166.3 |
7,253.3 |
PP |
7,159.7 |
7,226.5 |
S1 |
7,153.0 |
7,199.8 |
|