Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,833.13 |
13,008.30 |
175.17 |
1.4% |
12,590.23 |
High |
13,011.45 |
13,008.45 |
-3.00 |
0.0% |
13,011.45 |
Low |
12,832.98 |
12,900.17 |
67.19 |
0.5% |
12,590.23 |
Close |
13,009.68 |
12,967.37 |
-42.31 |
-0.3% |
13,009.68 |
Range |
178.47 |
108.28 |
-70.19 |
-39.3% |
421.22 |
ATR |
144.66 |
142.15 |
-2.51 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,283.50 |
13,233.72 |
13,026.92 |
|
R3 |
13,175.22 |
13,125.44 |
12,997.15 |
|
R2 |
13,066.94 |
13,066.94 |
12,987.22 |
|
R1 |
13,017.16 |
13,017.16 |
12,977.30 |
12,987.91 |
PP |
12,958.66 |
12,958.66 |
12,958.66 |
12,944.04 |
S1 |
12,908.88 |
12,908.88 |
12,957.44 |
12,879.63 |
S2 |
12,850.38 |
12,850.38 |
12,947.52 |
|
S3 |
12,742.10 |
12,800.60 |
12,937.59 |
|
S4 |
12,633.82 |
12,692.32 |
12,907.82 |
|
|
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 |
12,590.23 |
421.22 |
3.2% |
132.01 |
1.0% |
90% |
False |
False |
|
10 |
13,011.45 |
12,471.49 |
539.96 |
4.2% |
137.98 |
1.1% |
92% |
False |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
148.16 |
1.1% |
61% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
136.77 |
1.1% |
42% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
127.23 |
1.0% |
42% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
120.75 |
0.9% |
42% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
127.29 |
1.0% |
42% |
False |
False |
|
120 |
13,661.87 |
12,125.00 |
1,536.87 |
11.9% |
133.73 |
1.0% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,468.64 |
2.618 |
13,291.93 |
1.618 |
13,183.65 |
1.000 |
13,116.73 |
0.618 |
13,075.37 |
HIGH |
13,008.45 |
0.618 |
12,967.09 |
0.500 |
12,954.31 |
0.382 |
12,941.53 |
LOW |
12,900.17 |
0.618 |
12,833.25 |
1.000 |
12,791.89 |
1.618 |
12,724.97 |
2.618 |
12,616.69 |
4.250 |
12,439.98 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,963.02 |
12,944.51 |
PP |
12,958.66 |
12,921.65 |
S1 |
12,954.31 |
12,898.79 |
|