Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.8 |
1,729.0 |
-2.8 |
-0.2% |
1,676.7 |
High |
1,738.0 |
1,733.3 |
-4.7 |
-0.3% |
1,739.4 |
Low |
1,725.2 |
1,717.6 |
-7.6 |
-0.4% |
1,672.5 |
Close |
1,730.9 |
1,724.8 |
-6.1 |
-0.4% |
1,730.9 |
Range |
12.8 |
15.7 |
2.9 |
22.7% |
66.9 |
ATR |
20.2 |
19.9 |
-0.3 |
-1.6% |
0.0 |
Volume |
107,182 |
142,502 |
35,320 |
33.0% |
887,991 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.3 |
1,764.3 |
1,733.4 |
|
R3 |
1,756.6 |
1,748.6 |
1,729.1 |
|
R2 |
1,740.9 |
1,740.9 |
1,727.7 |
|
R1 |
1,732.9 |
1,732.9 |
1,726.2 |
1,729.1 |
PP |
1,725.2 |
1,725.2 |
1,725.2 |
1,723.3 |
S1 |
1,717.2 |
1,717.2 |
1,723.4 |
1,713.4 |
S2 |
1,709.5 |
1,709.5 |
1,721.9 |
|
S3 |
1,693.8 |
1,701.5 |
1,720.5 |
|
S4 |
1,678.1 |
1,685.8 |
1,716.2 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.0 |
1,889.8 |
1,767.7 |
|
R3 |
1,848.1 |
1,822.9 |
1,749.3 |
|
R2 |
1,781.2 |
1,781.2 |
1,743.2 |
|
R1 |
1,756.0 |
1,756.0 |
1,737.0 |
1,768.6 |
PP |
1,714.3 |
1,714.3 |
1,714.3 |
1,720.6 |
S1 |
1,689.1 |
1,689.1 |
1,724.8 |
1,701.7 |
S2 |
1,647.4 |
1,647.4 |
1,718.6 |
|
S3 |
1,580.5 |
1,622.2 |
1,712.5 |
|
S4 |
1,513.6 |
1,555.3 |
1,694.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,739.4 |
1,703.0 |
36.4 |
2.1% |
18.7 |
1.1% |
60% |
False |
False |
165,981 |
10 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
21.8 |
1.3% |
78% |
False |
False |
160,262 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
19.4 |
1.1% |
63% |
False |
False |
138,277 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.3 |
1.1% |
42% |
False |
False |
143,806 |
60 |
1,798.1 |
1,620.8 |
177.3 |
10.3% |
20.4 |
1.2% |
59% |
False |
False |
143,149 |
80 |
1,798.1 |
1,572.7 |
225.4 |
13.1% |
19.9 |
1.2% |
67% |
False |
False |
129,266 |
100 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
20.7 |
1.2% |
70% |
False |
False |
105,685 |
120 |
1,798.1 |
1,537.3 |
260.8 |
15.1% |
22.0 |
1.3% |
72% |
False |
False |
88,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,800.0 |
2.618 |
1,774.4 |
1.618 |
1,758.7 |
1.000 |
1,749.0 |
0.618 |
1,743.0 |
HIGH |
1,733.3 |
0.618 |
1,727.3 |
0.500 |
1,725.5 |
0.382 |
1,723.6 |
LOW |
1,717.6 |
0.618 |
1,707.9 |
1.000 |
1,701.9 |
1.618 |
1,692.2 |
2.618 |
1,676.5 |
4.250 |
1,650.9 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.5 |
1,728.5 |
PP |
1,725.2 |
1,727.3 |
S1 |
1,725.0 |
1,726.0 |
|