Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,963.38 |
12,875.56 |
-87.82 |
-0.7% |
12,590.23 |
High |
12,980.19 |
12,989.10 |
8.91 |
0.1% |
13,011.45 |
Low |
12,868.26 |
12,765.32 |
-102.94 |
-0.8% |
12,590.23 |
Close |
12,878.13 |
12,985.11 |
106.98 |
0.8% |
13,009.68 |
Range |
111.93 |
223.78 |
111.85 |
99.9% |
421.22 |
ATR |
139.99 |
145.98 |
5.98 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,584.52 |
13,508.59 |
13,108.19 |
|
R3 |
13,360.74 |
13,284.81 |
13,046.65 |
|
R2 |
13,136.96 |
13,136.96 |
13,026.14 |
|
R1 |
13,061.03 |
13,061.03 |
13,005.62 |
13,099.00 |
PP |
12,913.18 |
12,913.18 |
12,913.18 |
12,932.16 |
S1 |
12,837.25 |
12,837.25 |
12,964.60 |
12,875.22 |
S2 |
12,689.40 |
12,689.40 |
12,944.08 |
|
S3 |
12,465.62 |
12,613.47 |
12,923.57 |
|
S4 |
12,241.84 |
12,389.69 |
12,862.03 |
|
|
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 |
12,765.32 |
246.13 |
1.9% |
136.46 |
1.1% |
89% |
False |
True |
|
10 |
13,011.45 |
12,471.49 |
539.96 |
4.2% |
148.75 |
1.1% |
95% |
False |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
159.36 |
1.2% |
63% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
138.14 |
1.1% |
43% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
128.30 |
1.0% |
43% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
119.46 |
0.9% |
43% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
127.69 |
1.0% |
43% |
False |
False |
|
120 |
13,661.87 |
12,398.44 |
1,263.43 |
9.7% |
132.95 |
1.0% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,940.17 |
2.618 |
13,574.96 |
1.618 |
13,351.18 |
1.000 |
13,212.88 |
0.618 |
13,127.40 |
HIGH |
12,989.10 |
0.618 |
12,903.62 |
0.500 |
12,877.21 |
0.382 |
12,850.80 |
LOW |
12,765.32 |
0.618 |
12,627.02 |
1.000 |
12,541.54 |
1.618 |
12,403.24 |
2.618 |
12,179.46 |
4.250 |
11,814.26 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,949.14 |
12,952.37 |
PP |
12,913.18 |
12,919.63 |
S1 |
12,877.21 |
12,886.89 |
|