Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,361.0 |
4,366.0 |
5.0 |
0.1% |
4,466.0 |
High |
4,364.0 |
4,381.0 |
17.0 |
0.4% |
4,482.0 |
Low |
4,342.0 |
4,352.0 |
10.0 |
0.2% |
4,342.0 |
Close |
4,348.0 |
4,379.0 |
31.0 |
0.7% |
4,348.0 |
Range |
22.0 |
29.0 |
7.0 |
31.8% |
140.0 |
ATR |
40.0 |
39.5 |
-0.5 |
-1.2% |
0.0 |
Volume |
17,107 |
18,032 |
925 |
5.4% |
126,735 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.7 |
4,447.3 |
4,395.0 |
|
R3 |
4,428.7 |
4,418.3 |
4,387.0 |
|
R2 |
4,399.7 |
4,399.7 |
4,384.3 |
|
R1 |
4,389.3 |
4,389.3 |
4,381.7 |
4,394.5 |
PP |
4,370.7 |
4,370.7 |
4,370.7 |
4,373.3 |
S1 |
4,360.3 |
4,360.3 |
4,376.3 |
4,365.5 |
S2 |
4,341.7 |
4,341.7 |
4,373.7 |
|
S3 |
4,312.7 |
4,331.3 |
4,371.0 |
|
S4 |
4,283.7 |
4,302.3 |
4,363.1 |
|
|
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 |
4,460.0 |
4,342.0 |
118.0 |
2.7% |
35.4 |
0.8% |
31% |
False |
False |
24,463 |
10 |
4,509.0 |
4,342.0 |
167.0 |
3.8% |
36.3 |
0.8% |
22% |
False |
False |
23,511 |
20 |
4,560.0 |
4,342.0 |
218.0 |
5.0% |
37.4 |
0.9% |
17% |
False |
False |
23,838 |
40 |
4,580.0 |
4,340.0 |
240.0 |
5.5% |
34.3 |
0.8% |
16% |
False |
False |
22,494 |
60 |
4,580.0 |
4,271.0 |
309.0 |
7.1% |
30.5 |
0.7% |
35% |
False |
False |
20,989 |
80 |
4,580.0 |
4,141.0 |
439.0 |
10.0% |
24.7 |
0.6% |
54% |
False |
False |
15,758 |
100 |
4,580.0 |
4,023.0 |
557.0 |
12.7% |
20.8 |
0.5% |
64% |
False |
False |
12,631 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.4% |
17.4 |
0.4% |
68% |
False |
False |
10,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,504.3 |
2.618 |
4,456.9 |
1.618 |
4,427.9 |
1.000 |
4,410.0 |
0.618 |
4,398.9 |
HIGH |
4,381.0 |
0.618 |
4,369.9 |
0.500 |
4,366.5 |
0.382 |
4,363.1 |
LOW |
4,352.0 |
0.618 |
4,334.1 |
1.000 |
4,323.0 |
1.618 |
4,305.1 |
2.618 |
4,276.1 |
4.250 |
4,228.8 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,374.8 |
4,373.2 |
PP |
4,370.7 |
4,367.3 |
S1 |
4,366.5 |
4,361.5 |
|