Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,749.3 |
1,741.5 |
-7.8 |
-0.4% |
1,714.4 |
High |
1,751.9 |
1,743.1 |
-8.8 |
-0.5% |
1,755.0 |
Low |
1,740.4 |
1,705.5 |
-34.9 |
-2.0% |
1,713.4 |
Close |
1,742.3 |
1,716.5 |
-25.8 |
-1.5% |
1,751.4 |
Range |
11.5 |
37.6 |
26.1 |
227.0% |
41.6 |
ATR |
17.9 |
19.3 |
1.4 |
7.9% |
0.0 |
Volume |
198,873 |
276,136 |
77,263 |
38.9% |
548,531 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.5 |
1,813.1 |
1,737.2 |
|
R3 |
1,796.9 |
1,775.5 |
1,726.8 |
|
R2 |
1,759.3 |
1,759.3 |
1,723.4 |
|
R1 |
1,737.9 |
1,737.9 |
1,719.9 |
1,729.8 |
PP |
1,721.7 |
1,721.7 |
1,721.7 |
1,717.7 |
S1 |
1,700.3 |
1,700.3 |
1,713.1 |
1,692.2 |
S2 |
1,684.1 |
1,684.1 |
1,709.6 |
|
S3 |
1,646.5 |
1,662.7 |
1,706.2 |
|
S4 |
1,608.9 |
1,625.1 |
1,695.8 |
|
|
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 |
1,705.5 |
49.5 |
2.9% |
19.3 |
1.1% |
22% |
False |
True |
187,182 |
10 |
1,755.0 |
1,704.5 |
50.5 |
2.9% |
18.1 |
1.1% |
24% |
False |
False |
165,139 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
19.9 |
1.2% |
53% |
False |
False |
162,701 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
18.6 |
1.1% |
35% |
False |
False |
143,718 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
20.0 |
1.2% |
35% |
False |
False |
150,667 |
80 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
19.6 |
1.1% |
60% |
False |
False |
138,743 |
100 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
19.9 |
1.2% |
66% |
False |
False |
121,490 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
20.7 |
1.2% |
67% |
False |
False |
102,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.9 |
2.618 |
1,841.5 |
1.618 |
1,803.9 |
1.000 |
1,780.7 |
0.618 |
1,766.3 |
HIGH |
1,743.1 |
0.618 |
1,728.7 |
0.500 |
1,724.3 |
0.382 |
1,719.9 |
LOW |
1,705.5 |
0.618 |
1,682.3 |
1.000 |
1,667.9 |
1.618 |
1,644.7 |
2.618 |
1,607.1 |
4.250 |
1,545.7 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,724.3 |
1,728.9 |
PP |
1,721.7 |
1,724.8 |
S1 |
1,719.1 |
1,720.6 |
|