Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,788.36 |
12,833.13 |
44.77 |
0.4% |
12,590.23 |
High |
12,845.99 |
13,011.45 |
165.46 |
1.3% |
13,011.45 |
Low |
12,786.13 |
12,832.98 |
46.85 |
0.4% |
12,590.23 |
Close |
12,836.89 |
13,009.68 |
172.79 |
1.3% |
13,009.68 |
Range |
59.86 |
178.47 |
118.61 |
198.1% |
421.22 |
ATR |
142.06 |
144.66 |
2.60 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,486.78 |
13,426.70 |
13,107.84 |
|
R3 |
13,308.31 |
13,248.23 |
13,058.76 |
|
R2 |
13,129.84 |
13,129.84 |
13,042.40 |
|
R1 |
13,069.76 |
13,069.76 |
13,026.04 |
13,099.80 |
PP |
12,951.37 |
12,951.37 |
12,951.37 |
12,966.39 |
S1 |
12,891.29 |
12,891.29 |
12,993.32 |
12,921.33 |
S2 |
12,772.90 |
12,772.90 |
12,976.96 |
|
S3 |
12,594.43 |
12,712.82 |
12,960.60 |
|
S4 |
12,415.96 |
12,534.35 |
12,911.52 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,134.11 |
13,993.12 |
13,241.35 |
|
R3 |
13,712.89 |
13,571.90 |
13,125.52 |
|
R2 |
13,291.67 |
13,291.67 |
13,086.90 |
|
R1 |
13,150.68 |
13,150.68 |
13,048.29 |
13,221.18 |
PP |
12,870.45 |
12,870.45 |
12,870.45 |
12,905.70 |
S1 |
12,729.46 |
12,729.46 |
12,971.07 |
12,799.96 |
S2 |
12,449.23 |
12,449.23 |
12,932.46 |
|
S3 |
12,028.01 |
12,308.24 |
12,893.84 |
|
S4 |
11,606.79 |
11,887.02 |
12,778.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,011.45 |
12,471.49 |
539.96 |
4.2% |
136.89 |
1.1% |
100% |
True |
False |
|
10 |
13,011.45 |
12,471.49 |
539.96 |
4.2% |
141.84 |
1.1% |
100% |
True |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
148.97 |
1.1% |
66% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
136.80 |
1.1% |
45% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
126.48 |
1.0% |
45% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
120.94 |
0.9% |
45% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.22 |
1.0% |
45% |
False |
False |
|
120 |
13,661.87 |
12,072.17 |
1,589.70 |
12.2% |
133.45 |
1.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,769.95 |
2.618 |
13,478.68 |
1.618 |
13,300.21 |
1.000 |
13,189.92 |
0.618 |
13,121.74 |
HIGH |
13,011.45 |
0.618 |
12,943.27 |
0.500 |
12,922.22 |
0.382 |
12,901.16 |
LOW |
12,832.98 |
0.618 |
12,722.69 |
1.000 |
12,654.51 |
1.618 |
12,544.22 |
2.618 |
12,365.75 |
4.250 |
12,074.48 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,980.53 |
12,958.54 |
PP |
12,951.37 |
12,907.40 |
S1 |
12,922.22 |
12,856.26 |
|