Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,590.23 |
12,790.89 |
200.66 |
1.6% |
12,815.93 |
High |
12,796.19 |
12,808.56 |
12.37 |
0.1% |
12,898.25 |
Low |
12,590.23 |
12,701.07 |
110.84 |
0.9% |
12,471.49 |
Close |
12,795.96 |
12,788.51 |
-7.45 |
-0.1% |
12,588.31 |
Range |
205.96 |
107.49 |
-98.47 |
-47.8% |
426.76 |
ATR |
151.53 |
148.38 |
-3.15 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,088.52 |
13,046.00 |
12,847.63 |
|
R3 |
12,981.03 |
12,938.51 |
12,818.07 |
|
R2 |
12,873.54 |
12,873.54 |
12,808.22 |
|
R1 |
12,831.02 |
12,831.02 |
12,798.36 |
12,798.54 |
PP |
12,766.05 |
12,766.05 |
12,766.05 |
12,749.80 |
S1 |
12,723.53 |
12,723.53 |
12,778.66 |
12,691.05 |
S2 |
12,658.56 |
12,658.56 |
12,768.80 |
|
S3 |
12,551.07 |
12,616.04 |
12,758.95 |
|
S4 |
12,443.58 |
12,508.55 |
12,729.39 |
|
|
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 |
12,808.56 |
12,471.49 |
337.07 |
2.6% |
161.04 |
1.3% |
94% |
True |
False |
|
10 |
13,228.32 |
12,471.49 |
756.83 |
5.9% |
170.07 |
1.3% |
42% |
False |
False |
|
20 |
13,344.90 |
12,471.49 |
873.41 |
6.8% |
154.72 |
1.2% |
36% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
136.75 |
1.1% |
27% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
124.63 |
1.0% |
27% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
119.99 |
0.9% |
27% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
128.66 |
1.0% |
27% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.7% |
134.74 |
1.1% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,265.39 |
2.618 |
13,089.97 |
1.618 |
12,982.48 |
1.000 |
12,916.05 |
0.618 |
12,874.99 |
HIGH |
12,808.56 |
0.618 |
12,767.50 |
0.500 |
12,754.82 |
0.382 |
12,742.13 |
LOW |
12,701.07 |
0.618 |
12,634.64 |
1.000 |
12,593.58 |
1.618 |
12,527.15 |
2.618 |
12,419.66 |
4.250 |
12,244.24 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,777.28 |
12,739.02 |
PP |
12,766.05 |
12,689.52 |
S1 |
12,754.82 |
12,640.03 |
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