Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,715.5 |
1,714.4 |
-1.1 |
-0.1% |
1,731.8 |
High |
1,717.2 |
1,735.5 |
18.3 |
1.1% |
1,738.0 |
Low |
1,705.6 |
1,713.4 |
7.8 |
0.5% |
1,704.5 |
Close |
1,714.7 |
1,734.4 |
19.7 |
1.1% |
1,714.7 |
Range |
11.6 |
22.1 |
10.5 |
90.5% |
33.5 |
ATR |
19.3 |
19.5 |
0.2 |
1.0% |
0.0 |
Volume |
136,952 |
125,525 |
-11,427 |
-8.3% |
711,575 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.1 |
1,786.3 |
1,746.6 |
|
R3 |
1,772.0 |
1,764.2 |
1,740.5 |
|
R2 |
1,749.9 |
1,749.9 |
1,738.5 |
|
R1 |
1,742.1 |
1,742.1 |
1,736.4 |
1,746.0 |
PP |
1,727.8 |
1,727.8 |
1,727.8 |
1,729.7 |
S1 |
1,720.0 |
1,720.0 |
1,732.4 |
1,723.9 |
S2 |
1,705.7 |
1,705.7 |
1,730.3 |
|
S3 |
1,683.6 |
1,697.9 |
1,728.3 |
|
S4 |
1,661.5 |
1,675.8 |
1,722.2 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.6 |
1,800.6 |
1,733.1 |
|
R3 |
1,786.1 |
1,767.1 |
1,723.9 |
|
R2 |
1,752.6 |
1,752.6 |
1,720.8 |
|
R1 |
1,733.6 |
1,733.6 |
1,717.8 |
1,726.4 |
PP |
1,719.1 |
1,719.1 |
1,719.1 |
1,715.4 |
S1 |
1,700.1 |
1,700.1 |
1,711.6 |
1,692.9 |
S2 |
1,685.6 |
1,685.6 |
1,708.6 |
|
S3 |
1,652.1 |
1,666.6 |
1,705.5 |
|
S4 |
1,618.6 |
1,633.1 |
1,696.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,735.5 |
1,704.5 |
31.0 |
1.8% |
17.3 |
1.0% |
96% |
True |
False |
145,983 |
10 |
1,739.4 |
1,683.5 |
55.9 |
3.2% |
20.2 |
1.2% |
91% |
False |
False |
160,454 |
20 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
19.4 |
1.1% |
93% |
False |
False |
143,356 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.2% |
19.3 |
1.1% |
49% |
False |
False |
142,191 |
60 |
1,798.1 |
1,647.1 |
151.0 |
8.7% |
20.3 |
1.2% |
58% |
False |
False |
144,869 |
80 |
1,798.1 |
1,586.3 |
211.8 |
12.2% |
19.7 |
1.1% |
70% |
False |
False |
134,396 |
100 |
1,798.1 |
1,557.3 |
240.8 |
13.9% |
20.6 |
1.2% |
74% |
False |
False |
111,403 |
120 |
1,798.1 |
1,551.0 |
247.1 |
14.2% |
21.7 |
1.2% |
74% |
False |
False |
93,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.4 |
2.618 |
1,793.4 |
1.618 |
1,771.3 |
1.000 |
1,757.6 |
0.618 |
1,749.2 |
HIGH |
1,735.5 |
0.618 |
1,727.1 |
0.500 |
1,724.5 |
0.382 |
1,721.8 |
LOW |
1,713.4 |
0.618 |
1,699.7 |
1.000 |
1,691.3 |
1.618 |
1,677.6 |
2.618 |
1,655.5 |
4.250 |
1,619.5 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,731.1 |
1,729.6 |
PP |
1,727.8 |
1,724.8 |
S1 |
1,724.5 |
1,720.0 |
|