Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,727.8 |
1,731.0 |
3.2 |
0.2% |
1,714.4 |
High |
1,732.0 |
1,755.0 |
23.0 |
1.3% |
1,755.0 |
Low |
1,718.4 |
1,727.6 |
9.2 |
0.5% |
1,713.4 |
Close |
1,728.2 |
1,751.4 |
23.2 |
1.3% |
1,751.4 |
Range |
13.6 |
27.4 |
13.8 |
101.5% |
41.6 |
ATR |
18.7 |
19.3 |
0.6 |
3.3% |
0.0 |
Volume |
129,035 |
165,900 |
36,865 |
28.6% |
548,531 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.9 |
1,816.5 |
1,766.5 |
|
R3 |
1,799.5 |
1,789.1 |
1,758.9 |
|
R2 |
1,772.1 |
1,772.1 |
1,756.4 |
|
R1 |
1,761.7 |
1,761.7 |
1,753.9 |
1,766.9 |
PP |
1,744.7 |
1,744.7 |
1,744.7 |
1,747.3 |
S1 |
1,734.3 |
1,734.3 |
1,748.9 |
1,739.5 |
S2 |
1,717.3 |
1,717.3 |
1,746.4 |
|
S3 |
1,689.9 |
1,706.9 |
1,743.9 |
|
S4 |
1,662.5 |
1,679.5 |
1,736.3 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.7 |
1,849.7 |
1,774.3 |
|
R3 |
1,823.1 |
1,808.1 |
1,762.8 |
|
R2 |
1,781.5 |
1,781.5 |
1,759.0 |
|
R1 |
1,766.5 |
1,766.5 |
1,755.2 |
1,774.0 |
PP |
1,739.9 |
1,739.9 |
1,739.9 |
1,743.7 |
S1 |
1,724.9 |
1,724.9 |
1,747.6 |
1,732.4 |
S2 |
1,698.3 |
1,698.3 |
1,743.8 |
|
S3 |
1,656.7 |
1,683.3 |
1,740.0 |
|
S4 |
1,615.1 |
1,641.7 |
1,728.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.0 |
1,705.6 |
49.4 |
2.8% |
17.8 |
1.0% |
93% |
True |
False |
137,096 |
10 |
1,755.0 |
1,704.5 |
50.5 |
2.9% |
16.7 |
1.0% |
93% |
True |
False |
140,877 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.7% |
19.2 |
1.1% |
96% |
True |
False |
142,721 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.2% |
18.7 |
1.1% |
63% |
False |
False |
139,378 |
60 |
1,798.1 |
1,647.1 |
151.0 |
8.6% |
20.4 |
1.2% |
69% |
False |
False |
147,435 |
80 |
1,798.1 |
1,586.3 |
211.8 |
12.1% |
19.7 |
1.1% |
78% |
False |
False |
134,958 |
100 |
1,798.1 |
1,559.5 |
238.6 |
13.6% |
20.1 |
1.1% |
80% |
False |
False |
115,380 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.1% |
21.2 |
1.2% |
81% |
False |
False |
96,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.5 |
2.618 |
1,826.7 |
1.618 |
1,799.3 |
1.000 |
1,782.4 |
0.618 |
1,771.9 |
HIGH |
1,755.0 |
0.618 |
1,744.5 |
0.500 |
1,741.3 |
0.382 |
1,738.1 |
LOW |
1,727.6 |
0.618 |
1,710.7 |
1.000 |
1,700.2 |
1.618 |
1,683.3 |
2.618 |
1,655.9 |
4.250 |
1,611.2 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,748.0 |
1,746.5 |
PP |
1,744.7 |
1,741.6 |
S1 |
1,741.3 |
1,736.7 |
|