Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.5 |
1,727.8 |
-3.7 |
-0.2% |
1,731.8 |
High |
1,736.0 |
1,732.0 |
-4.0 |
-0.2% |
1,738.0 |
Low |
1,721.8 |
1,718.4 |
-3.4 |
-0.2% |
1,704.5 |
Close |
1,723.6 |
1,728.2 |
4.6 |
0.3% |
1,714.7 |
Range |
14.2 |
13.6 |
-0.6 |
-4.2% |
33.5 |
ATR |
19.1 |
18.7 |
-0.4 |
-2.1% |
0.0 |
Volume |
128,071 |
129,035 |
964 |
0.8% |
711,575 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.0 |
1,761.2 |
1,735.7 |
|
R3 |
1,753.4 |
1,747.6 |
1,731.9 |
|
R2 |
1,739.8 |
1,739.8 |
1,730.7 |
|
R1 |
1,734.0 |
1,734.0 |
1,729.4 |
1,736.9 |
PP |
1,726.2 |
1,726.2 |
1,726.2 |
1,727.7 |
S1 |
1,720.4 |
1,720.4 |
1,727.0 |
1,723.3 |
S2 |
1,712.6 |
1,712.6 |
1,725.7 |
|
S3 |
1,699.0 |
1,706.8 |
1,724.5 |
|
S4 |
1,685.4 |
1,693.2 |
1,720.7 |
|
|
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 |
1,736.0 |
1,704.5 |
31.5 |
1.8% |
17.0 |
1.0% |
75% |
False |
False |
140,259 |
10 |
1,739.4 |
1,704.5 |
34.9 |
2.0% |
16.2 |
0.9% |
68% |
False |
False |
140,874 |
20 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
18.7 |
1.1% |
83% |
False |
False |
141,484 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
18.8 |
1.1% |
44% |
False |
False |
139,767 |
60 |
1,798.1 |
1,647.1 |
151.0 |
8.7% |
20.2 |
1.2% |
54% |
False |
False |
146,273 |
80 |
1,798.1 |
1,586.3 |
211.8 |
12.3% |
19.7 |
1.1% |
67% |
False |
False |
134,680 |
100 |
1,798.1 |
1,559.5 |
238.6 |
13.8% |
20.2 |
1.2% |
71% |
False |
False |
113,780 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.2% |
21.0 |
1.2% |
72% |
False |
False |
95,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,789.8 |
2.618 |
1,767.6 |
1.618 |
1,754.0 |
1.000 |
1,745.6 |
0.618 |
1,740.4 |
HIGH |
1,732.0 |
0.618 |
1,726.8 |
0.500 |
1,725.2 |
0.382 |
1,723.6 |
LOW |
1,718.4 |
0.618 |
1,710.0 |
1.000 |
1,704.8 |
1.618 |
1,696.4 |
2.618 |
1,682.8 |
4.250 |
1,660.6 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,727.2 |
1,727.0 |
PP |
1,726.2 |
1,725.9 |
S1 |
1,725.2 |
1,724.7 |
|