Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,364.0 |
4,361.0 |
-3.0 |
-0.1% |
4,466.0 |
High |
4,375.0 |
4,364.0 |
-11.0 |
-0.3% |
4,482.0 |
Low |
4,348.0 |
4,342.0 |
-6.0 |
-0.1% |
4,342.0 |
Close |
4,351.0 |
4,348.0 |
-3.0 |
-0.1% |
4,348.0 |
Range |
27.0 |
22.0 |
-5.0 |
-18.5% |
140.0 |
ATR |
41.4 |
40.0 |
-1.4 |
-3.3% |
0.0 |
Volume |
28,467 |
17,107 |
-11,360 |
-39.9% |
126,735 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,417.3 |
4,404.7 |
4,360.1 |
|
R3 |
4,395.3 |
4,382.7 |
4,354.1 |
|
R2 |
4,373.3 |
4,373.3 |
4,352.0 |
|
R1 |
4,360.7 |
4,360.7 |
4,350.0 |
4,356.0 |
PP |
4,351.3 |
4,351.3 |
4,351.3 |
4,349.0 |
S1 |
4,338.7 |
4,338.7 |
4,346.0 |
4,334.0 |
S2 |
4,329.3 |
4,329.3 |
4,344.0 |
|
S3 |
4,307.3 |
4,316.7 |
4,342.0 |
|
S4 |
4,285.3 |
4,294.7 |
4,335.9 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,810.7 |
4,719.3 |
4,425.0 |
|
R3 |
4,670.7 |
4,579.3 |
4,386.5 |
|
R2 |
4,530.7 |
4,530.7 |
4,373.7 |
|
R1 |
4,439.3 |
4,439.3 |
4,360.8 |
4,415.0 |
PP |
4,390.7 |
4,390.7 |
4,390.7 |
4,378.5 |
S1 |
4,299.3 |
4,299.3 |
4,335.2 |
4,275.0 |
S2 |
4,250.7 |
4,250.7 |
4,322.3 |
|
S3 |
4,110.7 |
4,159.3 |
4,309.5 |
|
S4 |
3,970.7 |
4,019.3 |
4,271.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,482.0 |
4,342.0 |
140.0 |
3.2% |
35.2 |
0.8% |
4% |
False |
True |
25,347 |
10 |
4,509.0 |
4,342.0 |
167.0 |
3.8% |
38.0 |
0.9% |
4% |
False |
True |
24,154 |
20 |
4,560.0 |
4,342.0 |
218.0 |
5.0% |
37.1 |
0.9% |
3% |
False |
True |
23,802 |
40 |
4,580.0 |
4,340.0 |
240.0 |
5.5% |
34.3 |
0.8% |
3% |
False |
False |
22,585 |
60 |
4,580.0 |
4,271.0 |
309.0 |
7.1% |
30.1 |
0.7% |
25% |
False |
False |
20,688 |
80 |
4,580.0 |
4,100.0 |
480.0 |
11.0% |
24.3 |
0.6% |
52% |
False |
False |
15,533 |
100 |
4,580.0 |
4,016.0 |
564.0 |
13.0% |
20.5 |
0.5% |
59% |
False |
False |
12,451 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.5% |
17.1 |
0.4% |
63% |
False |
False |
10,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,457.5 |
2.618 |
4,421.6 |
1.618 |
4,399.6 |
1.000 |
4,386.0 |
0.618 |
4,377.6 |
HIGH |
4,364.0 |
0.618 |
4,355.6 |
0.500 |
4,353.0 |
0.382 |
4,350.4 |
LOW |
4,342.0 |
0.618 |
4,328.4 |
1.000 |
4,320.0 |
1.618 |
4,306.4 |
2.618 |
4,284.4 |
4.250 |
4,248.5 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,353.0 |
4,375.5 |
PP |
4,351.3 |
4,366.3 |
S1 |
4,349.7 |
4,357.2 |
|