Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,751.5 |
1,749.3 |
-2.2 |
-0.1% |
1,714.4 |
High |
1,752.3 |
1,751.9 |
-0.4 |
0.0% |
1,755.0 |
Low |
1,746.0 |
1,740.4 |
-5.6 |
-0.3% |
1,713.4 |
Close |
1,749.6 |
1,742.3 |
-7.3 |
-0.4% |
1,751.4 |
Range |
6.3 |
11.5 |
5.2 |
82.5% |
41.6 |
ATR |
18.4 |
17.9 |
-0.5 |
-2.7% |
0.0 |
Volume |
165,966 |
198,873 |
32,907 |
19.8% |
548,531 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.4 |
1,772.3 |
1,748.6 |
|
R3 |
1,767.9 |
1,760.8 |
1,745.5 |
|
R2 |
1,756.4 |
1,756.4 |
1,744.4 |
|
R1 |
1,749.3 |
1,749.3 |
1,743.4 |
1,747.1 |
PP |
1,744.9 |
1,744.9 |
1,744.9 |
1,743.8 |
S1 |
1,737.8 |
1,737.8 |
1,741.2 |
1,735.6 |
S2 |
1,733.4 |
1,733.4 |
1,740.2 |
|
S3 |
1,721.9 |
1,726.3 |
1,739.1 |
|
S4 |
1,710.4 |
1,714.8 |
1,736.0 |
|
|
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 |
1,718.4 |
36.6 |
2.1% |
14.6 |
0.8% |
65% |
False |
False |
157,569 |
10 |
1,755.0 |
1,704.5 |
50.5 |
2.9% |
15.9 |
0.9% |
75% |
False |
False |
151,776 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.7% |
18.6 |
1.1% |
85% |
False |
False |
151,757 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.2% |
18.0 |
1.0% |
56% |
False |
False |
139,810 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.2% |
19.7 |
1.1% |
56% |
False |
False |
149,051 |
80 |
1,798.1 |
1,592.1 |
206.0 |
11.8% |
19.2 |
1.1% |
73% |
False |
False |
136,200 |
100 |
1,798.1 |
1,559.5 |
238.6 |
13.7% |
19.7 |
1.1% |
77% |
False |
False |
118,807 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.1% |
20.7 |
1.2% |
77% |
False |
False |
99,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,800.8 |
2.618 |
1,782.0 |
1.618 |
1,770.5 |
1.000 |
1,763.4 |
0.618 |
1,759.0 |
HIGH |
1,751.9 |
0.618 |
1,747.5 |
0.500 |
1,746.2 |
0.382 |
1,744.8 |
LOW |
1,740.4 |
0.618 |
1,733.3 |
1.000 |
1,728.9 |
1.618 |
1,721.8 |
2.618 |
1,710.3 |
4.250 |
1,691.5 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,746.2 |
1,742.0 |
PP |
1,744.9 |
1,741.6 |
S1 |
1,743.6 |
1,741.3 |
|