Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,416.25 |
1,395.75 |
-20.50 |
-1.4% |
1,399.75 |
High |
1,424.00 |
1,407.00 |
-17.00 |
-1.2% |
1,424.00 |
Low |
1,398.25 |
1,395.75 |
-2.50 |
-0.2% |
1,386.75 |
Close |
1,398.75 |
1,405.25 |
6.50 |
0.5% |
1,398.75 |
Range |
25.75 |
11.25 |
-14.50 |
-56.3% |
37.25 |
ATR |
17.02 |
16.60 |
-0.41 |
-2.4% |
0.00 |
Volume |
966 |
1,146 |
180 |
18.6% |
6,710 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.50 |
1,432.00 |
1,411.50 |
|
R3 |
1,425.25 |
1,420.75 |
1,408.25 |
|
R2 |
1,414.00 |
1,414.00 |
1,407.25 |
|
R1 |
1,409.50 |
1,409.50 |
1,406.25 |
1,411.75 |
PP |
1,402.75 |
1,402.75 |
1,402.75 |
1,403.75 |
S1 |
1,398.25 |
1,398.25 |
1,404.25 |
1,400.50 |
S2 |
1,391.50 |
1,391.50 |
1,403.25 |
|
S3 |
1,380.25 |
1,387.00 |
1,402.25 |
|
S4 |
1,369.00 |
1,375.75 |
1,399.00 |
|
|
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% |
50% |
False |
False |
1,333 |
10 |
1,425.50 |
1,386.75 |
38.75 |
2.8% |
18.25 |
1.3% |
48% |
False |
False |
1,244 |
20 |
1,452.50 |
1,386.75 |
65.75 |
4.7% |
17.25 |
1.2% |
28% |
False |
False |
1,305 |
40 |
1,461.00 |
1,386.75 |
74.25 |
5.3% |
15.25 |
1.1% |
25% |
False |
False |
1,359 |
60 |
1,461.00 |
1,381.25 |
79.75 |
5.7% |
13.25 |
0.9% |
30% |
False |
False |
1,036 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
12.75 |
0.9% |
62% |
False |
False |
793 |
100 |
1,461.00 |
1,293.00 |
168.00 |
12.0% |
11.75 |
0.8% |
67% |
False |
False |
659 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.3% |
10.75 |
0.8% |
74% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.75 |
2.618 |
1,436.50 |
1.618 |
1,425.25 |
1.000 |
1,418.25 |
0.618 |
1,414.00 |
HIGH |
1,407.00 |
0.618 |
1,402.75 |
0.500 |
1,401.50 |
0.382 |
1,400.00 |
LOW |
1,395.75 |
0.618 |
1,388.75 |
1.000 |
1,384.50 |
1.618 |
1,377.50 |
2.618 |
1,366.25 |
4.250 |
1,348.00 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,404.00 |
1,408.00 |
PP |
1,402.75 |
1,407.00 |
S1 |
1,401.50 |
1,406.25 |
|