Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,808.71 |
12,746.54 |
-62.17 |
-0.5% |
13,092.28 |
High |
12,898.25 |
12,797.73 |
-100.52 |
-0.8% |
13,290.75 |
Low |
12,748.51 |
12,542.68 |
-205.83 |
-1.6% |
12,743.39 |
Close |
12,756.18 |
12,570.95 |
-185.23 |
-1.5% |
12,815.39 |
Range |
149.74 |
255.05 |
105.31 |
70.3% |
547.36 |
ATR |
143.77 |
151.72 |
7.95 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,402.27 |
13,241.66 |
12,711.23 |
|
R3 |
13,147.22 |
12,986.61 |
12,641.09 |
|
R2 |
12,892.17 |
12,892.17 |
12,617.71 |
|
R1 |
12,731.56 |
12,731.56 |
12,594.33 |
12,684.34 |
PP |
12,637.12 |
12,637.12 |
12,637.12 |
12,613.51 |
S1 |
12,476.51 |
12,476.51 |
12,547.57 |
12,429.29 |
S2 |
12,382.07 |
12,382.07 |
12,524.19 |
|
S3 |
12,127.02 |
12,221.46 |
12,500.81 |
|
S4 |
11,871.97 |
11,966.41 |
12,430.67 |
|
|
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 |
12,980.23 |
12,542.68 |
437.55 |
3.5% |
159.77 |
1.3% |
6% |
False |
True |
|
10 |
13,290.75 |
12,542.68 |
748.07 |
6.0% |
181.78 |
1.4% |
4% |
False |
True |
|
20 |
13,588.73 |
12,542.68 |
1,046.05 |
8.3% |
154.07 |
1.2% |
3% |
False |
True |
|
40 |
13,661.87 |
12,542.68 |
1,119.19 |
8.9% |
131.04 |
1.0% |
3% |
False |
True |
|
60 |
13,661.87 |
12,542.68 |
1,119.19 |
8.9% |
123.82 |
1.0% |
3% |
False |
True |
|
80 |
13,661.87 |
12,521.84 |
1,140.03 |
9.1% |
123.15 |
1.0% |
4% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.6% |
129.12 |
1.0% |
10% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.9% |
135.36 |
1.1% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,881.69 |
2.618 |
13,465.45 |
1.618 |
13,210.40 |
1.000 |
13,052.78 |
0.618 |
12,955.35 |
HIGH |
12,797.73 |
0.618 |
12,700.30 |
0.500 |
12,670.21 |
0.382 |
12,640.11 |
LOW |
12,542.68 |
0.618 |
12,385.06 |
1.000 |
12,287.63 |
1.618 |
12,130.01 |
2.618 |
11,874.96 |
4.250 |
11,458.72 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,670.21 |
12,720.47 |
PP |
12,637.12 |
12,670.63 |
S1 |
12,604.04 |
12,620.79 |
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