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 |
1,385.00 |
1,369.25 |
-15.75 |
-1.1% |
1,395.75 |
High |
1,390.75 |
1,381.25 |
-9.50 |
-0.7% |
1,424.00 |
Low |
1,366.00 |
1,357.00 |
-9.00 |
-0.7% |
1,357.00 |
Close |
1,368.50 |
1,369.00 |
0.50 |
0.0% |
1,369.00 |
Range |
24.75 |
24.25 |
-0.50 |
-2.0% |
67.00 |
ATR |
19.30 |
19.66 |
0.35 |
1.8% |
0.00 |
Volume |
3,842 |
4,059 |
217 |
5.6% |
14,277 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.75 |
1,429.75 |
1,382.25 |
|
R3 |
1,417.50 |
1,405.50 |
1,375.75 |
|
R2 |
1,393.25 |
1,393.25 |
1,373.50 |
|
R1 |
1,381.25 |
1,381.25 |
1,371.25 |
1,375.00 |
PP |
1,369.00 |
1,369.00 |
1,369.00 |
1,366.00 |
S1 |
1,357.00 |
1,357.00 |
1,366.75 |
1,351.00 |
S2 |
1,344.75 |
1,344.75 |
1,364.50 |
|
S3 |
1,320.50 |
1,332.75 |
1,362.25 |
|
S4 |
1,296.25 |
1,308.50 |
1,355.75 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,584.25 |
1,543.75 |
1,405.75 |
|
R3 |
1,517.25 |
1,476.75 |
1,387.50 |
|
R2 |
1,450.25 |
1,450.25 |
1,381.25 |
|
R1 |
1,409.75 |
1,409.75 |
1,375.25 |
1,396.50 |
PP |
1,383.25 |
1,383.25 |
1,383.25 |
1,376.75 |
S1 |
1,342.75 |
1,342.75 |
1,362.75 |
1,329.50 |
S2 |
1,316.25 |
1,316.25 |
1,356.75 |
|
S3 |
1,249.25 |
1,275.75 |
1,350.50 |
|
S4 |
1,182.25 |
1,208.75 |
1,332.25 |
|
|
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 |
1,357.00 |
67.00 |
4.9% |
25.00 |
1.8% |
18% |
False |
True |
2,855 |
10 |
1,424.00 |
1,357.00 |
67.00 |
4.9% |
22.25 |
1.6% |
18% |
False |
True |
2,098 |
20 |
1,452.50 |
1,357.00 |
95.50 |
7.0% |
20.00 |
1.5% |
13% |
False |
True |
1,697 |
40 |
1,459.00 |
1,357.00 |
102.00 |
7.5% |
16.50 |
1.2% |
12% |
False |
True |
1,679 |
60 |
1,461.00 |
1,357.00 |
104.00 |
7.6% |
14.75 |
1.1% |
12% |
False |
True |
1,224 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.8% |
13.75 |
1.0% |
38% |
False |
False |
956 |
100 |
1,461.00 |
1,293.00 |
168.00 |
12.3% |
12.75 |
0.9% |
45% |
False |
False |
790 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.7% |
11.75 |
0.9% |
57% |
False |
False |
660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.25 |
2.618 |
1,444.75 |
1.618 |
1,420.50 |
1.000 |
1,405.50 |
0.618 |
1,396.25 |
HIGH |
1,381.25 |
0.618 |
1,372.00 |
0.500 |
1,369.00 |
0.382 |
1,366.25 |
LOW |
1,357.00 |
0.618 |
1,342.00 |
1.000 |
1,332.75 |
1.618 |
1,317.75 |
2.618 |
1,293.50 |
4.250 |
1,254.00 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,369.00 |
1,390.50 |
PP |
1,369.00 |
1,383.25 |
S1 |
1,369.00 |
1,376.25 |
|