Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,571.10 |
12,542.31 |
-28.79 |
-0.2% |
12,815.93 |
High |
12,600.59 |
12,604.17 |
3.58 |
0.0% |
12,898.25 |
Low |
12,496.56 |
12,471.49 |
-25.07 |
-0.2% |
12,471.49 |
Close |
12,542.38 |
12,588.31 |
45.93 |
0.4% |
12,588.31 |
Range |
104.03 |
132.68 |
28.65 |
27.5% |
426.76 |
ATR |
148.31 |
147.19 |
-1.12 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,952.70 |
12,903.18 |
12,661.28 |
|
R3 |
12,820.02 |
12,770.50 |
12,624.80 |
|
R2 |
12,687.34 |
12,687.34 |
12,612.63 |
|
R1 |
12,637.82 |
12,637.82 |
12,600.47 |
12,662.58 |
PP |
12,554.66 |
12,554.66 |
12,554.66 |
12,567.04 |
S1 |
12,505.14 |
12,505.14 |
12,576.15 |
12,529.90 |
S2 |
12,421.98 |
12,421.98 |
12,563.99 |
|
S3 |
12,289.30 |
12,372.46 |
12,551.82 |
|
S4 |
12,156.62 |
12,239.78 |
12,515.34 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,932.96 |
13,687.40 |
12,823.03 |
|
R3 |
13,506.20 |
13,260.64 |
12,705.67 |
|
R2 |
13,079.44 |
13,079.44 |
12,666.55 |
|
R1 |
12,833.88 |
12,833.88 |
12,627.43 |
12,743.28 |
PP |
12,652.68 |
12,652.68 |
12,652.68 |
12,607.39 |
S1 |
12,407.12 |
12,407.12 |
12,549.19 |
12,316.52 |
S2 |
12,225.92 |
12,225.92 |
12,510.07 |
|
S3 |
11,799.16 |
11,980.36 |
12,470.95 |
|
S4 |
11,372.40 |
11,553.60 |
12,353.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,898.25 |
12,471.49 |
426.76 |
3.4% |
143.96 |
1.1% |
27% |
False |
True |
|
10 |
13,290.75 |
12,471.49 |
819.26 |
6.5% |
166.70 |
1.3% |
14% |
False |
True |
|
20 |
13,545.49 |
12,471.49 |
1,074.00 |
8.5% |
157.38 |
1.3% |
11% |
False |
True |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.5% |
132.81 |
1.1% |
10% |
False |
True |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.5% |
123.96 |
1.0% |
10% |
False |
True |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.5% |
122.07 |
1.0% |
10% |
False |
True |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.6% |
128.43 |
1.0% |
11% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.9% |
135.09 |
1.1% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,168.06 |
2.618 |
12,951.53 |
1.618 |
12,818.85 |
1.000 |
12,736.85 |
0.618 |
12,686.17 |
HIGH |
12,604.17 |
0.618 |
12,553.49 |
0.500 |
12,537.83 |
0.382 |
12,522.17 |
LOW |
12,471.49 |
0.618 |
12,389.49 |
1.000 |
12,338.81 |
1.618 |
12,256.81 |
2.618 |
12,124.13 |
4.250 |
11,907.60 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,571.48 |
12,634.61 |
PP |
12,554.66 |
12,619.18 |
S1 |
12,537.83 |
12,603.74 |
|