Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,395.75 |
1,403.50 |
7.75 |
0.6% |
1,399.75 |
High |
1,407.00 |
1,422.00 |
15.00 |
1.1% |
1,424.00 |
Low |
1,395.75 |
1,403.50 |
7.75 |
0.6% |
1,386.75 |
Close |
1,405.25 |
1,418.50 |
13.25 |
0.9% |
1,398.75 |
Range |
11.25 |
18.50 |
7.25 |
64.4% |
37.25 |
ATR |
16.60 |
16.74 |
0.14 |
0.8% |
0.00 |
Volume |
1,146 |
4,714 |
3,568 |
311.3% |
6,710 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.25 |
1,462.75 |
1,428.75 |
|
R3 |
1,451.75 |
1,444.25 |
1,423.50 |
|
R2 |
1,433.25 |
1,433.25 |
1,422.00 |
|
R1 |
1,425.75 |
1,425.75 |
1,420.25 |
1,429.50 |
PP |
1,414.75 |
1,414.75 |
1,414.75 |
1,416.50 |
S1 |
1,407.25 |
1,407.25 |
1,416.75 |
1,411.00 |
S2 |
1,396.25 |
1,396.25 |
1,415.00 |
|
S3 |
1,377.75 |
1,388.75 |
1,413.50 |
|
S4 |
1,359.25 |
1,370.25 |
1,408.25 |
|
|
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 |
1,392.00 |
32.00 |
2.3% |
19.75 |
1.4% |
83% |
False |
False |
2,230 |
10 |
1,424.00 |
1,386.75 |
37.25 |
2.6% |
17.25 |
1.2% |
85% |
False |
False |
1,541 |
20 |
1,452.50 |
1,386.75 |
65.75 |
4.6% |
17.25 |
1.2% |
48% |
False |
False |
1,480 |
40 |
1,461.00 |
1,386.75 |
74.25 |
5.2% |
15.25 |
1.1% |
43% |
False |
False |
1,476 |
60 |
1,461.00 |
1,382.00 |
79.00 |
5.6% |
13.50 |
1.0% |
46% |
False |
False |
1,112 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
13.00 |
0.9% |
71% |
False |
False |
851 |
100 |
1,461.00 |
1,293.00 |
168.00 |
11.8% |
12.00 |
0.8% |
75% |
False |
False |
706 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.1% |
11.00 |
0.8% |
80% |
False |
False |
590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.50 |
2.618 |
1,470.50 |
1.618 |
1,452.00 |
1.000 |
1,440.50 |
0.618 |
1,433.50 |
HIGH |
1,422.00 |
0.618 |
1,415.00 |
0.500 |
1,412.75 |
0.382 |
1,410.50 |
LOW |
1,403.50 |
0.618 |
1,392.00 |
1.000 |
1,385.00 |
1.618 |
1,373.50 |
2.618 |
1,355.00 |
4.250 |
1,325.00 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,416.50 |
1,415.50 |
PP |
1,414.75 |
1,412.75 |
S1 |
1,412.75 |
1,410.00 |
|