Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,790.89 |
12,788.36 |
-2.53 |
0.0% |
12,815.93 |
High |
12,808.56 |
12,845.99 |
37.43 |
0.3% |
12,898.25 |
Low |
12,701.07 |
12,786.13 |
85.06 |
0.7% |
12,471.49 |
Close |
12,788.51 |
12,836.89 |
48.38 |
0.4% |
12,588.31 |
Range |
107.49 |
59.86 |
-47.63 |
-44.3% |
426.76 |
ATR |
148.38 |
142.06 |
-6.32 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,002.58 |
12,979.60 |
12,869.81 |
|
R3 |
12,942.72 |
12,919.74 |
12,853.35 |
|
R2 |
12,882.86 |
12,882.86 |
12,847.86 |
|
R1 |
12,859.88 |
12,859.88 |
12,842.38 |
12,871.37 |
PP |
12,823.00 |
12,823.00 |
12,823.00 |
12,828.75 |
S1 |
12,800.02 |
12,800.02 |
12,831.40 |
12,811.51 |
S2 |
12,763.14 |
12,763.14 |
12,825.92 |
|
S3 |
12,703.28 |
12,740.16 |
12,820.43 |
|
S4 |
12,643.42 |
12,680.30 |
12,803.97 |
|
|
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 |
12,845.99 |
12,471.49 |
374.50 |
2.9% |
122.00 |
1.0% |
98% |
True |
False |
|
10 |
12,980.23 |
12,471.49 |
508.74 |
4.0% |
140.89 |
1.1% |
72% |
False |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.4% |
144.63 |
1.1% |
45% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
134.17 |
1.0% |
31% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
124.61 |
1.0% |
31% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
119.67 |
0.9% |
31% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.3% |
126.50 |
1.0% |
31% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
12.7% |
132.87 |
1.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,100.40 |
2.618 |
13,002.70 |
1.618 |
12,942.84 |
1.000 |
12,905.85 |
0.618 |
12,882.98 |
HIGH |
12,845.99 |
0.618 |
12,823.12 |
0.500 |
12,816.06 |
0.382 |
12,809.00 |
LOW |
12,786.13 |
0.618 |
12,749.14 |
1.000 |
12,726.27 |
1.618 |
12,689.28 |
2.618 |
12,629.42 |
4.250 |
12,531.73 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,829.95 |
12,797.30 |
PP |
12,823.00 |
12,757.70 |
S1 |
12,816.06 |
12,718.11 |
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