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 |
1,720.5 |
1,680.4 |
-40.1 |
-2.3% |
1,719.2 |
High |
1,720.5 |
1,689.8 |
-30.7 |
-1.8% |
1,731.3 |
Low |
1,679.3 |
1,678.0 |
-1.3 |
-0.1% |
1,679.3 |
Close |
1,679.3 |
1,687.4 |
8.1 |
0.5% |
1,679.3 |
Range |
41.2 |
11.8 |
-29.4 |
-71.4% |
52.0 |
ATR |
16.7 |
16.3 |
-0.3 |
-2.1% |
0.0 |
Volume |
1,073 |
1,512 |
439 |
40.9% |
3,276 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.5 |
1,715.7 |
1,693.9 |
|
R3 |
1,708.7 |
1,703.9 |
1,690.6 |
|
R2 |
1,696.9 |
1,696.9 |
1,689.6 |
|
R1 |
1,692.1 |
1,692.1 |
1,688.5 |
1,694.5 |
PP |
1,685.1 |
1,685.1 |
1,685.1 |
1,686.3 |
S1 |
1,680.3 |
1,680.3 |
1,686.3 |
1,682.7 |
S2 |
1,673.3 |
1,673.3 |
1,685.2 |
|
S3 |
1,661.5 |
1,668.5 |
1,684.2 |
|
S4 |
1,649.7 |
1,656.7 |
1,680.9 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.6 |
1,818.0 |
1,707.9 |
|
R3 |
1,800.6 |
1,766.0 |
1,693.6 |
|
R2 |
1,748.6 |
1,748.6 |
1,688.8 |
|
R1 |
1,714.0 |
1,714.0 |
1,684.1 |
1,705.3 |
PP |
1,696.6 |
1,696.6 |
1,696.6 |
1,692.3 |
S1 |
1,662.0 |
1,662.0 |
1,674.5 |
1,653.3 |
S2 |
1,644.6 |
1,644.6 |
1,669.8 |
|
S3 |
1,592.6 |
1,610.0 |
1,665.0 |
|
S4 |
1,540.6 |
1,558.0 |
1,650.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.3 |
1,678.0 |
53.3 |
3.2% |
16.5 |
1.0% |
18% |
False |
True |
805 |
10 |
1,731.3 |
1,678.0 |
53.3 |
3.2% |
15.0 |
0.9% |
18% |
False |
True |
907 |
20 |
1,784.5 |
1,678.0 |
106.5 |
6.3% |
14.8 |
0.9% |
9% |
False |
True |
824 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
15.9 |
0.9% |
8% |
False |
True |
1,004 |
60 |
1,801.8 |
1,598.8 |
203.0 |
12.0% |
15.7 |
0.9% |
44% |
False |
False |
828 |
80 |
1,801.8 |
1,579.4 |
222.4 |
13.2% |
13.5 |
0.8% |
49% |
False |
False |
743 |
100 |
1,801.8 |
1,558.6 |
243.2 |
14.4% |
12.9 |
0.8% |
53% |
False |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.0 |
2.618 |
1,720.7 |
1.618 |
1,708.9 |
1.000 |
1,701.6 |
0.618 |
1,697.1 |
HIGH |
1,689.8 |
0.618 |
1,685.3 |
0.500 |
1,683.9 |
0.382 |
1,682.5 |
LOW |
1,678.0 |
0.618 |
1,670.7 |
1.000 |
1,666.2 |
1.618 |
1,658.9 |
2.618 |
1,647.1 |
4.250 |
1,627.9 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,686.2 |
1,704.7 |
PP |
1,685.1 |
1,698.9 |
S1 |
1,683.9 |
1,693.2 |
|