Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,811.17 |
12,815.93 |
4.76 |
0.0% |
13,092.28 |
High |
12,890.19 |
12,861.28 |
-28.91 |
-0.2% |
13,290.75 |
Low |
12,743.39 |
12,783.00 |
39.61 |
0.3% |
12,743.39 |
Close |
12,815.39 |
12,815.08 |
-0.31 |
0.0% |
12,815.39 |
Range |
146.80 |
78.28 |
-68.52 |
-46.7% |
547.36 |
ATR |
148.31 |
143.31 |
-5.00 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,054.63 |
13,013.13 |
12,858.13 |
|
R3 |
12,976.35 |
12,934.85 |
12,836.61 |
|
R2 |
12,898.07 |
12,898.07 |
12,829.43 |
|
R1 |
12,856.57 |
12,856.57 |
12,822.26 |
12,838.18 |
PP |
12,819.79 |
12,819.79 |
12,819.79 |
12,810.59 |
S1 |
12,778.29 |
12,778.29 |
12,807.90 |
12,759.90 |
S2 |
12,741.51 |
12,741.51 |
12,800.73 |
|
S3 |
12,663.23 |
12,700.01 |
12,793.55 |
|
S4 |
12,584.95 |
12,621.73 |
12,772.03 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,591.92 |
14,251.02 |
13,116.44 |
|
R3 |
14,044.56 |
13,703.66 |
12,965.91 |
|
R2 |
13,497.20 |
13,497.20 |
12,915.74 |
|
R1 |
13,156.30 |
13,156.30 |
12,865.56 |
13,053.07 |
PP |
12,949.84 |
12,949.84 |
12,949.84 |
12,898.23 |
S1 |
12,608.94 |
12,608.94 |
12,765.22 |
12,505.71 |
S2 |
12,402.48 |
12,402.48 |
12,715.04 |
|
S3 |
11,855.12 |
12,061.58 |
12,664.87 |
|
S4 |
11,307.76 |
11,514.22 |
12,514.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,290.75 |
12,743.39 |
547.36 |
4.3% |
184.73 |
1.4% |
13% |
False |
False |
|
10 |
13,290.75 |
12,743.39 |
547.36 |
4.3% |
155.00 |
1.2% |
13% |
False |
False |
|
20 |
13,588.73 |
12,743.39 |
845.34 |
6.6% |
146.05 |
1.1% |
8% |
False |
False |
|
40 |
13,661.87 |
12,743.39 |
918.48 |
7.2% |
124.19 |
1.0% |
8% |
False |
False |
|
60 |
13,661.87 |
12,743.39 |
918.48 |
7.2% |
118.45 |
0.9% |
8% |
False |
False |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.9% |
122.71 |
1.0% |
26% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.5% |
129.03 |
1.0% |
30% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.7% |
134.63 |
1.1% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,193.97 |
2.618 |
13,066.22 |
1.618 |
12,987.94 |
1.000 |
12,939.56 |
0.618 |
12,909.66 |
HIGH |
12,861.28 |
0.618 |
12,831.38 |
0.500 |
12,822.14 |
0.382 |
12,812.90 |
LOW |
12,783.00 |
0.618 |
12,734.62 |
1.000 |
12,704.72 |
1.618 |
12,656.34 |
2.618 |
12,578.06 |
4.250 |
12,450.31 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,822.14 |
12,861.81 |
PP |
12,819.79 |
12,846.23 |
S1 |
12,817.43 |
12,830.66 |
|