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 |
1,721.6 |
1,736.5 |
14.9 |
0.9% |
1,680.4 |
High |
1,737.5 |
1,742.4 |
4.9 |
0.3% |
1,742.4 |
Low |
1,717.2 |
1,732.7 |
15.5 |
0.9% |
1,678.0 |
Close |
1,730.5 |
1,735.4 |
4.9 |
0.3% |
1,735.4 |
Range |
20.3 |
9.7 |
-10.6 |
-52.2% |
64.4 |
ATR |
18.4 |
17.9 |
-0.5 |
-2.5% |
0.0 |
Volume |
4,897 |
2,670 |
-2,227 |
-45.5% |
12,618 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.9 |
1,760.4 |
1,740.7 |
|
R3 |
1,756.2 |
1,750.7 |
1,738.1 |
|
R2 |
1,746.5 |
1,746.5 |
1,737.2 |
|
R1 |
1,741.0 |
1,741.0 |
1,736.3 |
1,738.9 |
PP |
1,736.8 |
1,736.8 |
1,736.8 |
1,735.8 |
S1 |
1,731.3 |
1,731.3 |
1,734.5 |
1,729.2 |
S2 |
1,727.1 |
1,727.1 |
1,733.6 |
|
S3 |
1,717.4 |
1,721.6 |
1,732.7 |
|
S4 |
1,707.7 |
1,711.9 |
1,730.1 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.8 |
1,888.0 |
1,770.8 |
|
R3 |
1,847.4 |
1,823.6 |
1,753.1 |
|
R2 |
1,783.0 |
1,783.0 |
1,747.2 |
|
R1 |
1,759.2 |
1,759.2 |
1,741.3 |
1,771.1 |
PP |
1,718.6 |
1,718.6 |
1,718.6 |
1,724.6 |
S1 |
1,694.8 |
1,694.8 |
1,729.5 |
1,706.7 |
S2 |
1,654.2 |
1,654.2 |
1,723.6 |
|
S3 |
1,589.8 |
1,630.4 |
1,717.7 |
|
S4 |
1,525.4 |
1,566.0 |
1,700.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
20.0 |
1.2% |
89% |
True |
False |
2,523 |
10 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
17.8 |
1.0% |
89% |
True |
False |
1,589 |
20 |
1,758.5 |
1,678.0 |
80.5 |
4.6% |
16.5 |
1.0% |
71% |
False |
False |
1,273 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
16.0 |
0.9% |
46% |
False |
False |
1,169 |
60 |
1,801.8 |
1,618.3 |
183.5 |
10.6% |
16.1 |
0.9% |
64% |
False |
False |
976 |
80 |
1,801.8 |
1,584.7 |
217.1 |
12.5% |
14.4 |
0.8% |
69% |
False |
False |
868 |
100 |
1,801.8 |
1,558.6 |
243.2 |
14.0% |
13.5 |
0.8% |
73% |
False |
False |
792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.6 |
2.618 |
1,767.8 |
1.618 |
1,758.1 |
1.000 |
1,752.1 |
0.618 |
1,748.4 |
HIGH |
1,742.4 |
0.618 |
1,738.7 |
0.500 |
1,737.6 |
0.382 |
1,736.4 |
LOW |
1,732.7 |
0.618 |
1,726.7 |
1.000 |
1,723.0 |
1.618 |
1,717.0 |
2.618 |
1,707.3 |
4.250 |
1,691.5 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,737.6 |
1,731.9 |
PP |
1,736.8 |
1,728.5 |
S1 |
1,736.1 |
1,725.0 |
|