| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
9,030 |
9,075 |
45 |
0.5% |
8,990 |
| High |
9,080 |
9,075 |
-5 |
-0.1% |
9,115 |
| Low |
8,975 |
8,825 |
-150 |
-1.7% |
8,830 |
| Close |
9,065 |
8,855 |
-210 |
-2.3% |
9,020 |
| Range |
105 |
250 |
145 |
138.1% |
285 |
| ATR |
140 |
148 |
8 |
5.6% |
0 |
| Volume |
2,429 |
6,167 |
3,738 |
153.9% |
16,920 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,668 |
9,512 |
8,993 |
|
| R3 |
9,418 |
9,262 |
8,924 |
|
| R2 |
9,168 |
9,168 |
8,901 |
|
| R1 |
9,012 |
9,012 |
8,878 |
8,965 |
| PP |
8,918 |
8,918 |
8,918 |
8,895 |
| S1 |
8,762 |
8,762 |
8,832 |
8,715 |
| S2 |
8,668 |
8,668 |
8,809 |
|
| S3 |
8,418 |
8,512 |
8,786 |
|
| S4 |
8,168 |
8,262 |
8,718 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,843 |
9,717 |
9,177 |
|
| R3 |
9,558 |
9,432 |
9,099 |
|
| R2 |
9,273 |
9,273 |
9,072 |
|
| R1 |
9,147 |
9,147 |
9,046 |
9,210 |
| PP |
8,988 |
8,988 |
8,988 |
9,020 |
| S1 |
8,862 |
8,862 |
8,994 |
8,925 |
| S2 |
8,703 |
8,703 |
8,968 |
|
| S3 |
8,418 |
8,577 |
8,942 |
|
| S4 |
8,133 |
8,292 |
8,863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,115 |
8,825 |
290 |
3.3% |
152 |
1.7% |
10% |
False |
True |
4,161 |
| 10 |
9,135 |
8,825 |
310 |
3.5% |
151 |
1.7% |
10% |
False |
True |
4,307 |
| 20 |
9,135 |
8,505 |
630 |
7.1% |
154 |
1.7% |
56% |
False |
False |
5,189 |
| 40 |
9,235 |
8,505 |
730 |
8.2% |
144 |
1.6% |
48% |
False |
False |
4,836 |
| 60 |
9,245 |
8,505 |
740 |
8.4% |
123 |
1.4% |
47% |
False |
False |
3,772 |
| 80 |
9,245 |
8,365 |
880 |
9.9% |
94 |
1.1% |
56% |
False |
False |
2,830 |
| 100 |
9,245 |
8,365 |
880 |
9.9% |
76 |
0.9% |
56% |
False |
False |
2,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,138 |
|
2.618 |
9,730 |
|
1.618 |
9,480 |
|
1.000 |
9,325 |
|
0.618 |
9,230 |
|
HIGH |
9,075 |
|
0.618 |
8,980 |
|
0.500 |
8,950 |
|
0.382 |
8,921 |
|
LOW |
8,825 |
|
0.618 |
8,671 |
|
1.000 |
8,575 |
|
1.618 |
8,421 |
|
2.618 |
8,171 |
|
4.250 |
7,763 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,950 |
8,953 |
| PP |
8,918 |
8,920 |
| S1 |
8,887 |
8,888 |
|