Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,395.50 |
1,416.25 |
20.75 |
1.5% |
1,399.75 |
High |
1,417.75 |
1,424.00 |
6.25 |
0.4% |
1,424.00 |
Low |
1,392.00 |
1,398.25 |
6.25 |
0.4% |
1,386.75 |
Close |
1,416.50 |
1,398.75 |
-17.75 |
-1.3% |
1,398.75 |
Range |
25.75 |
25.75 |
0.00 |
0.0% |
37.25 |
ATR |
16.34 |
17.02 |
0.67 |
4.1% |
0.00 |
Volume |
4,087 |
966 |
-3,121 |
-76.4% |
6,710 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.25 |
1,467.25 |
1,413.00 |
|
R3 |
1,458.50 |
1,441.50 |
1,405.75 |
|
R2 |
1,432.75 |
1,432.75 |
1,403.50 |
|
R1 |
1,415.75 |
1,415.75 |
1,401.00 |
1,411.50 |
PP |
1,407.00 |
1,407.00 |
1,407.00 |
1,404.75 |
S1 |
1,390.00 |
1,390.00 |
1,396.50 |
1,385.50 |
S2 |
1,381.25 |
1,381.25 |
1,394.00 |
|
S3 |
1,355.50 |
1,364.25 |
1,391.75 |
|
S4 |
1,329.75 |
1,338.50 |
1,384.50 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.00 |
1,494.00 |
1,419.25 |
|
R3 |
1,477.75 |
1,456.75 |
1,409.00 |
|
R2 |
1,440.50 |
1,440.50 |
1,405.50 |
|
R1 |
1,419.50 |
1,419.50 |
1,402.25 |
1,411.50 |
PP |
1,403.25 |
1,403.25 |
1,403.25 |
1,399.00 |
S1 |
1,382.25 |
1,382.25 |
1,395.25 |
1,374.00 |
S2 |
1,366.00 |
1,366.00 |
1,392.00 |
|
S3 |
1,328.75 |
1,345.00 |
1,388.50 |
|
S4 |
1,291.50 |
1,307.75 |
1,378.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.00 |
1,386.75 |
37.25 |
2.7% |
19.50 |
1.4% |
32% |
True |
False |
1,342 |
10 |
1,425.50 |
1,386.75 |
38.75 |
2.8% |
18.50 |
1.3% |
31% |
False |
False |
1,245 |
20 |
1,452.50 |
1,386.75 |
65.75 |
4.7% |
17.25 |
1.2% |
18% |
False |
False |
1,293 |
40 |
1,461.00 |
1,386.75 |
74.25 |
5.3% |
15.25 |
1.1% |
16% |
False |
False |
1,331 |
60 |
1,461.00 |
1,380.25 |
80.75 |
5.8% |
13.25 |
0.9% |
23% |
False |
False |
1,017 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
12.75 |
0.9% |
58% |
False |
False |
783 |
100 |
1,461.00 |
1,293.00 |
168.00 |
12.0% |
11.75 |
0.8% |
63% |
False |
False |
648 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.3% |
10.75 |
0.8% |
71% |
False |
False |
542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,533.50 |
2.618 |
1,491.50 |
1.618 |
1,465.75 |
1.000 |
1,449.75 |
0.618 |
1,440.00 |
HIGH |
1,424.00 |
0.618 |
1,414.25 |
0.500 |
1,411.00 |
0.382 |
1,408.00 |
LOW |
1,398.25 |
0.618 |
1,382.25 |
1.000 |
1,372.50 |
1.618 |
1,356.50 |
2.618 |
1,330.75 |
4.250 |
1,288.75 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.00 |
1,408.00 |
PP |
1,407.00 |
1,405.00 |
S1 |
1,403.00 |
1,401.75 |
|