Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,711.8 |
1,721.6 |
9.8 |
0.6% |
1,719.2 |
High |
1,733.8 |
1,737.5 |
3.7 |
0.2% |
1,731.3 |
Low |
1,707.6 |
1,717.2 |
9.6 |
0.6% |
1,679.3 |
Close |
1,718.3 |
1,730.5 |
12.2 |
0.7% |
1,679.3 |
Range |
26.2 |
20.3 |
-5.9 |
-22.5% |
52.0 |
ATR |
18.3 |
18.4 |
0.1 |
0.8% |
0.0 |
Volume |
2,479 |
4,897 |
2,418 |
97.5% |
3,276 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.3 |
1,780.2 |
1,741.7 |
|
R3 |
1,769.0 |
1,759.9 |
1,736.1 |
|
R2 |
1,748.7 |
1,748.7 |
1,734.2 |
|
R1 |
1,739.6 |
1,739.6 |
1,732.4 |
1,744.2 |
PP |
1,728.4 |
1,728.4 |
1,728.4 |
1,730.7 |
S1 |
1,719.3 |
1,719.3 |
1,728.6 |
1,723.9 |
S2 |
1,708.1 |
1,708.1 |
1,726.8 |
|
S3 |
1,687.8 |
1,699.0 |
1,724.9 |
|
S4 |
1,667.5 |
1,678.7 |
1,719.3 |
|
|
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 |
1,737.5 |
1,678.0 |
59.5 |
3.4% |
26.3 |
1.5% |
88% |
True |
False |
2,204 |
10 |
1,737.5 |
1,678.0 |
59.5 |
3.4% |
18.4 |
1.1% |
88% |
True |
False |
1,466 |
20 |
1,776.6 |
1,678.0 |
98.6 |
5.7% |
16.9 |
1.0% |
53% |
False |
False |
1,166 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.0 |
0.9% |
42% |
False |
False |
1,134 |
60 |
1,801.8 |
1,607.8 |
194.0 |
11.2% |
16.2 |
0.9% |
63% |
False |
False |
941 |
80 |
1,801.8 |
1,584.7 |
217.1 |
12.5% |
14.2 |
0.8% |
67% |
False |
False |
840 |
100 |
1,801.8 |
1,558.6 |
243.2 |
14.1% |
13.6 |
0.8% |
71% |
False |
False |
767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.8 |
2.618 |
1,790.6 |
1.618 |
1,770.3 |
1.000 |
1,757.8 |
0.618 |
1,750.0 |
HIGH |
1,737.5 |
0.618 |
1,729.7 |
0.500 |
1,727.4 |
0.382 |
1,725.0 |
LOW |
1,717.2 |
0.618 |
1,704.7 |
1.000 |
1,696.9 |
1.618 |
1,684.4 |
2.618 |
1,664.1 |
4.250 |
1,630.9 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,729.5 |
1,725.0 |
PP |
1,728.4 |
1,719.4 |
S1 |
1,727.4 |
1,713.9 |
|