Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,455.0 |
4,400.0 |
-55.0 |
-1.2% |
4,436.0 |
High |
4,460.0 |
4,409.0 |
-51.0 |
-1.1% |
4,509.0 |
Low |
4,388.0 |
4,382.0 |
-6.0 |
-0.1% |
4,421.0 |
Close |
4,389.0 |
4,400.0 |
11.0 |
0.3% |
4,484.0 |
Range |
72.0 |
27.0 |
-45.0 |
-62.5% |
88.0 |
ATR |
41.6 |
40.5 |
-1.0 |
-2.5% |
0.0 |
Volume |
35,847 |
22,862 |
-12,985 |
-36.2% |
114,810 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.0 |
4,466.0 |
4,414.9 |
|
R3 |
4,451.0 |
4,439.0 |
4,407.4 |
|
R2 |
4,424.0 |
4,424.0 |
4,405.0 |
|
R1 |
4,412.0 |
4,412.0 |
4,402.5 |
4,413.5 |
PP |
4,397.0 |
4,397.0 |
4,397.0 |
4,397.8 |
S1 |
4,385.0 |
4,385.0 |
4,397.5 |
4,386.5 |
S2 |
4,370.0 |
4,370.0 |
4,395.1 |
|
S3 |
4,343.0 |
4,358.0 |
4,392.6 |
|
S4 |
4,316.0 |
4,331.0 |
4,385.2 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,735.3 |
4,697.7 |
4,532.4 |
|
R3 |
4,647.3 |
4,609.7 |
4,508.2 |
|
R2 |
4,559.3 |
4,559.3 |
4,500.1 |
|
R1 |
4,521.7 |
4,521.7 |
4,492.1 |
4,540.5 |
PP |
4,471.3 |
4,471.3 |
4,471.3 |
4,480.8 |
S1 |
4,433.7 |
4,433.7 |
4,475.9 |
4,452.5 |
S2 |
4,383.3 |
4,383.3 |
4,467.9 |
|
S3 |
4,295.3 |
4,345.7 |
4,459.8 |
|
S4 |
4,207.3 |
4,257.7 |
4,435.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,488.0 |
4,382.0 |
106.0 |
2.4% |
43.0 |
1.0% |
17% |
False |
True |
25,971 |
10 |
4,509.0 |
4,382.0 |
127.0 |
2.9% |
42.7 |
1.0% |
14% |
False |
True |
25,655 |
20 |
4,580.0 |
4,382.0 |
198.0 |
4.5% |
38.1 |
0.9% |
9% |
False |
True |
24,058 |
40 |
4,580.0 |
4,340.0 |
240.0 |
5.5% |
34.2 |
0.8% |
25% |
False |
False |
22,560 |
60 |
4,580.0 |
4,271.0 |
309.0 |
7.0% |
29.3 |
0.7% |
42% |
False |
False |
19,934 |
80 |
4,580.0 |
4,077.0 |
503.0 |
11.4% |
23.7 |
0.5% |
64% |
False |
False |
14,967 |
100 |
4,580.0 |
3,982.0 |
598.0 |
13.6% |
20.0 |
0.5% |
70% |
False |
False |
11,995 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.3% |
17.0 |
0.4% |
71% |
False |
False |
10,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,523.8 |
2.618 |
4,479.7 |
1.618 |
4,452.7 |
1.000 |
4,436.0 |
0.618 |
4,425.7 |
HIGH |
4,409.0 |
0.618 |
4,398.7 |
0.500 |
4,395.5 |
0.382 |
4,392.3 |
LOW |
4,382.0 |
0.618 |
4,365.3 |
1.000 |
4,355.0 |
1.618 |
4,338.3 |
2.618 |
4,311.3 |
4.250 |
4,267.3 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,398.5 |
4,432.0 |
PP |
4,397.0 |
4,421.3 |
S1 |
4,395.5 |
4,410.7 |
|