Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,542.31 |
12,590.23 |
47.92 |
0.4% |
12,815.93 |
High |
12,604.17 |
12,796.19 |
192.02 |
1.5% |
12,898.25 |
Low |
12,471.49 |
12,590.23 |
118.74 |
1.0% |
12,471.49 |
Close |
12,588.31 |
12,795.96 |
207.65 |
1.6% |
12,588.31 |
Range |
132.68 |
205.96 |
73.28 |
55.2% |
426.76 |
ATR |
147.19 |
151.53 |
4.33 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,345.34 |
13,276.61 |
12,909.24 |
|
R3 |
13,139.38 |
13,070.65 |
12,852.60 |
|
R2 |
12,933.42 |
12,933.42 |
12,833.72 |
|
R1 |
12,864.69 |
12,864.69 |
12,814.84 |
12,899.06 |
PP |
12,727.46 |
12,727.46 |
12,727.46 |
12,744.64 |
S1 |
12,658.73 |
12,658.73 |
12,777.08 |
12,693.10 |
S2 |
12,521.50 |
12,521.50 |
12,758.20 |
|
S3 |
12,315.54 |
12,452.77 |
12,739.32 |
|
S4 |
12,109.58 |
12,246.81 |
12,682.68 |
|
|
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 |
3.3% |
169.49 |
1.3% |
76% |
False |
False |
|
10 |
13,290.75 |
12,471.49 |
819.26 |
6.4% |
177.11 |
1.4% |
40% |
False |
False |
|
20 |
13,368.55 |
12,471.49 |
897.06 |
7.0% |
156.01 |
1.2% |
36% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
136.07 |
1.1% |
27% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
125.31 |
1.0% |
27% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
121.51 |
0.9% |
27% |
False |
False |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.5% |
129.35 |
1.0% |
29% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.7% |
135.29 |
1.1% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,671.52 |
2.618 |
13,335.39 |
1.618 |
13,129.43 |
1.000 |
13,002.15 |
0.618 |
12,923.47 |
HIGH |
12,796.19 |
0.618 |
12,717.51 |
0.500 |
12,693.21 |
0.382 |
12,668.91 |
LOW |
12,590.23 |
0.618 |
12,462.95 |
1.000 |
12,384.27 |
1.618 |
12,256.99 |
2.618 |
12,051.03 |
4.250 |
11,714.90 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,761.71 |
12,741.92 |
PP |
12,727.46 |
12,687.88 |
S1 |
12,693.21 |
12,633.84 |
|