Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,815.93 |
12,808.71 |
-7.22 |
-0.1% |
13,092.28 |
High |
12,861.28 |
12,898.25 |
36.97 |
0.3% |
13,290.75 |
Low |
12,783.00 |
12,748.51 |
-34.49 |
-0.3% |
12,743.39 |
Close |
12,815.08 |
12,756.18 |
-58.90 |
-0.5% |
12,815.39 |
Range |
78.28 |
149.74 |
71.46 |
91.3% |
547.36 |
ATR |
143.31 |
143.77 |
0.46 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,250.20 |
13,152.93 |
12,838.54 |
|
R3 |
13,100.46 |
13,003.19 |
12,797.36 |
|
R2 |
12,950.72 |
12,950.72 |
12,783.63 |
|
R1 |
12,853.45 |
12,853.45 |
12,769.91 |
12,827.22 |
PP |
12,800.98 |
12,800.98 |
12,800.98 |
12,787.86 |
S1 |
12,703.71 |
12,703.71 |
12,742.45 |
12,677.48 |
S2 |
12,651.24 |
12,651.24 |
12,728.73 |
|
S3 |
12,501.50 |
12,553.97 |
12,715.00 |
|
S4 |
12,351.76 |
12,404.23 |
12,673.82 |
|
|
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 |
13,228.32 |
12,743.39 |
484.93 |
3.8% |
179.11 |
1.4% |
3% |
False |
False |
|
10 |
13,290.75 |
12,743.39 |
547.36 |
4.3% |
169.97 |
1.3% |
2% |
False |
False |
|
20 |
13,588.73 |
12,743.39 |
845.34 |
6.6% |
147.95 |
1.2% |
2% |
False |
False |
|
40 |
13,661.87 |
12,743.39 |
918.48 |
7.2% |
126.27 |
1.0% |
1% |
False |
False |
|
60 |
13,661.87 |
12,743.39 |
918.48 |
7.2% |
120.34 |
0.9% |
1% |
False |
False |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
8.9% |
122.93 |
1.0% |
21% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.5% |
127.57 |
1.0% |
25% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.8% |
134.23 |
1.1% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,534.65 |
2.618 |
13,290.27 |
1.618 |
13,140.53 |
1.000 |
13,047.99 |
0.618 |
12,990.79 |
HIGH |
12,898.25 |
0.618 |
12,841.05 |
0.500 |
12,823.38 |
0.382 |
12,805.71 |
LOW |
12,748.51 |
0.618 |
12,655.97 |
1.000 |
12,598.77 |
1.618 |
12,506.23 |
2.618 |
12,356.49 |
4.250 |
12,112.12 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,823.38 |
12,820.82 |
PP |
12,800.98 |
12,799.27 |
S1 |
12,778.58 |
12,777.73 |
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