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 |
1,680.4 |
1,690.6 |
10.2 |
0.6% |
1,719.2 |
High |
1,689.8 |
1,722.4 |
32.6 |
1.9% |
1,731.3 |
Low |
1,678.0 |
1,690.2 |
12.2 |
0.7% |
1,679.3 |
Close |
1,687.4 |
1,719.2 |
31.8 |
1.9% |
1,679.3 |
Range |
11.8 |
32.2 |
20.4 |
172.9% |
52.0 |
ATR |
16.3 |
17.6 |
1.3 |
8.2% |
0.0 |
Volume |
1,512 |
1,060 |
-452 |
-29.9% |
3,276 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.2 |
1,795.4 |
1,736.9 |
|
R3 |
1,775.0 |
1,763.2 |
1,728.1 |
|
R2 |
1,742.8 |
1,742.8 |
1,725.1 |
|
R1 |
1,731.0 |
1,731.0 |
1,722.2 |
1,736.9 |
PP |
1,710.6 |
1,710.6 |
1,710.6 |
1,713.6 |
S1 |
1,698.8 |
1,698.8 |
1,716.2 |
1,704.7 |
S2 |
1,678.4 |
1,678.4 |
1,713.3 |
|
S3 |
1,646.2 |
1,666.6 |
1,710.3 |
|
S4 |
1,614.0 |
1,634.4 |
1,701.5 |
|
|
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 |
3.1% |
21.2 |
1.2% |
77% |
False |
False |
969 |
10 |
1,731.3 |
1,678.0 |
53.3 |
3.1% |
16.3 |
0.9% |
77% |
False |
False |
903 |
20 |
1,779.3 |
1,678.0 |
101.3 |
5.9% |
15.6 |
0.9% |
41% |
False |
False |
855 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.5 |
1.0% |
33% |
False |
False |
1,023 |
60 |
1,801.8 |
1,598.8 |
203.0 |
11.8% |
16.0 |
0.9% |
59% |
False |
False |
838 |
80 |
1,801.8 |
1,579.4 |
222.4 |
12.9% |
13.9 |
0.8% |
63% |
False |
False |
751 |
100 |
1,801.8 |
1,558.6 |
243.2 |
14.1% |
13.2 |
0.8% |
66% |
False |
False |
702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,859.3 |
2.618 |
1,806.7 |
1.618 |
1,774.5 |
1.000 |
1,754.6 |
0.618 |
1,742.3 |
HIGH |
1,722.4 |
0.618 |
1,710.1 |
0.500 |
1,706.3 |
0.382 |
1,702.5 |
LOW |
1,690.2 |
0.618 |
1,670.3 |
1.000 |
1,658.0 |
1.618 |
1,638.1 |
2.618 |
1,605.9 |
4.250 |
1,553.4 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,714.9 |
1,712.9 |
PP |
1,710.6 |
1,706.5 |
S1 |
1,706.3 |
1,700.2 |
|