Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.0 |
1,751.5 |
20.5 |
1.2% |
1,714.4 |
High |
1,755.0 |
1,752.3 |
-2.7 |
-0.2% |
1,755.0 |
Low |
1,727.6 |
1,746.0 |
18.4 |
1.1% |
1,713.4 |
Close |
1,751.4 |
1,749.6 |
-1.8 |
-0.1% |
1,751.4 |
Range |
27.4 |
6.3 |
-21.1 |
-77.0% |
41.6 |
ATR |
19.3 |
18.4 |
-0.9 |
-4.8% |
0.0 |
Volume |
165,900 |
165,966 |
66 |
0.0% |
548,531 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.2 |
1,765.2 |
1,753.1 |
|
R3 |
1,761.9 |
1,758.9 |
1,751.3 |
|
R2 |
1,755.6 |
1,755.6 |
1,750.8 |
|
R1 |
1,752.6 |
1,752.6 |
1,750.2 |
1,751.0 |
PP |
1,749.3 |
1,749.3 |
1,749.3 |
1,748.5 |
S1 |
1,746.3 |
1,746.3 |
1,749.0 |
1,744.7 |
S2 |
1,743.0 |
1,743.0 |
1,748.4 |
|
S3 |
1,736.7 |
1,740.0 |
1,747.9 |
|
S4 |
1,730.4 |
1,733.7 |
1,746.1 |
|
|
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 |
1,713.4 |
41.6 |
2.4% |
16.7 |
1.0% |
87% |
False |
False |
142,899 |
10 |
1,755.0 |
1,704.5 |
50.5 |
2.9% |
16.1 |
0.9% |
89% |
False |
False |
142,607 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.7% |
18.6 |
1.1% |
93% |
False |
False |
144,693 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.2% |
18.5 |
1.1% |
61% |
False |
False |
139,603 |
60 |
1,798.1 |
1,647.1 |
151.0 |
8.6% |
20.3 |
1.2% |
68% |
False |
False |
149,000 |
80 |
1,798.1 |
1,588.5 |
209.6 |
12.0% |
19.4 |
1.1% |
77% |
False |
False |
135,163 |
100 |
1,798.1 |
1,559.5 |
238.6 |
13.6% |
19.9 |
1.1% |
80% |
False |
False |
116,924 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.1% |
21.0 |
1.2% |
80% |
False |
False |
98,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,779.1 |
2.618 |
1,768.8 |
1.618 |
1,762.5 |
1.000 |
1,758.6 |
0.618 |
1,756.2 |
HIGH |
1,752.3 |
0.618 |
1,749.9 |
0.500 |
1,749.2 |
0.382 |
1,748.4 |
LOW |
1,746.0 |
0.618 |
1,742.1 |
1.000 |
1,739.7 |
1.618 |
1,735.8 |
2.618 |
1,729.5 |
4.250 |
1,719.2 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,749.5 |
1,745.3 |
PP |
1,749.3 |
1,741.0 |
S1 |
1,749.2 |
1,736.7 |
|