Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,390.0 |
4,404.0 |
14.0 |
0.3% |
4,466.0 |
High |
4,405.0 |
4,404.0 |
-1.0 |
0.0% |
4,482.0 |
Low |
4,381.0 |
4,377.0 |
-4.0 |
-0.1% |
4,342.0 |
Close |
4,398.0 |
4,381.0 |
-17.0 |
-0.4% |
4,348.0 |
Range |
24.0 |
27.0 |
3.0 |
12.5% |
140.0 |
ATR |
38.5 |
37.7 |
-0.8 |
-2.1% |
0.0 |
Volume |
21,622 |
21,382 |
-240 |
-1.1% |
126,735 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,468.3 |
4,451.7 |
4,395.9 |
|
R3 |
4,441.3 |
4,424.7 |
4,388.4 |
|
R2 |
4,414.3 |
4,414.3 |
4,386.0 |
|
R1 |
4,397.7 |
4,397.7 |
4,383.5 |
4,392.5 |
PP |
4,387.3 |
4,387.3 |
4,387.3 |
4,384.8 |
S1 |
4,370.7 |
4,370.7 |
4,378.5 |
4,365.5 |
S2 |
4,360.3 |
4,360.3 |
4,376.1 |
|
S3 |
4,333.3 |
4,343.7 |
4,373.6 |
|
S4 |
4,306.3 |
4,316.7 |
4,366.2 |
|
|
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 |
4,405.0 |
4,342.0 |
63.0 |
1.4% |
25.8 |
0.6% |
62% |
False |
False |
21,322 |
10 |
4,488.0 |
4,342.0 |
146.0 |
3.3% |
34.4 |
0.8% |
27% |
False |
False |
23,646 |
20 |
4,520.0 |
4,342.0 |
178.0 |
4.1% |
36.5 |
0.8% |
22% |
False |
False |
23,749 |
40 |
4,580.0 |
4,340.0 |
240.0 |
5.5% |
34.5 |
0.8% |
17% |
False |
False |
22,663 |
60 |
4,580.0 |
4,271.0 |
309.0 |
7.1% |
31.3 |
0.7% |
36% |
False |
False |
21,702 |
80 |
4,580.0 |
4,172.0 |
408.0 |
9.3% |
24.8 |
0.6% |
51% |
False |
False |
16,295 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.5% |
20.9 |
0.5% |
64% |
False |
False |
13,056 |
120 |
4,580.0 |
3,950.0 |
630.0 |
14.4% |
17.8 |
0.4% |
68% |
False |
False |
10,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,518.8 |
2.618 |
4,474.7 |
1.618 |
4,447.7 |
1.000 |
4,431.0 |
0.618 |
4,420.7 |
HIGH |
4,404.0 |
0.618 |
4,393.7 |
0.500 |
4,390.5 |
0.382 |
4,387.3 |
LOW |
4,377.0 |
0.618 |
4,360.3 |
1.000 |
4,350.0 |
1.618 |
4,333.3 |
2.618 |
4,306.3 |
4.250 |
4,262.3 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,390.5 |
4,380.2 |
PP |
4,387.3 |
4,379.3 |
S1 |
4,384.2 |
4,378.5 |
|