Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,405.0 |
4,428.0 |
23.0 |
0.5% |
4,366.0 |
High |
4,443.0 |
4,428.0 |
-15.0 |
-0.3% |
4,443.0 |
Low |
4,404.0 |
4,408.0 |
4.0 |
0.1% |
4,352.0 |
Close |
4,423.0 |
4,420.0 |
-3.0 |
-0.1% |
4,420.0 |
Range |
39.0 |
20.0 |
-19.0 |
-48.7% |
91.0 |
ATR |
39.4 |
38.0 |
-1.4 |
-3.5% |
0.0 |
Volume |
22,460 |
11,013 |
-11,447 |
-51.0% |
94,509 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.7 |
4,469.3 |
4,431.0 |
|
R3 |
4,458.7 |
4,449.3 |
4,425.5 |
|
R2 |
4,438.7 |
4,438.7 |
4,423.7 |
|
R1 |
4,429.3 |
4,429.3 |
4,421.8 |
4,424.0 |
PP |
4,418.7 |
4,418.7 |
4,418.7 |
4,416.0 |
S1 |
4,409.3 |
4,409.3 |
4,418.2 |
4,404.0 |
S2 |
4,398.7 |
4,398.7 |
4,416.3 |
|
S3 |
4,378.7 |
4,389.3 |
4,414.5 |
|
S4 |
4,358.7 |
4,369.3 |
4,409.0 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.0 |
4,640.0 |
4,470.1 |
|
R3 |
4,587.0 |
4,549.0 |
4,445.0 |
|
R2 |
4,496.0 |
4,496.0 |
4,436.7 |
|
R1 |
4,458.0 |
4,458.0 |
4,428.3 |
4,477.0 |
PP |
4,405.0 |
4,405.0 |
4,405.0 |
4,414.5 |
S1 |
4,367.0 |
4,367.0 |
4,411.7 |
4,386.0 |
S2 |
4,314.0 |
4,314.0 |
4,403.3 |
|
S3 |
4,223.0 |
4,276.0 |
4,395.0 |
|
S4 |
4,132.0 |
4,185.0 |
4,370.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,443.0 |
4,352.0 |
91.0 |
2.1% |
27.8 |
0.6% |
75% |
False |
False |
18,901 |
10 |
4,482.0 |
4,342.0 |
140.0 |
3.2% |
31.5 |
0.7% |
56% |
False |
False |
22,124 |
20 |
4,520.0 |
4,342.0 |
178.0 |
4.0% |
35.3 |
0.8% |
44% |
False |
False |
23,349 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.4% |
33.9 |
0.8% |
33% |
False |
False |
22,270 |
60 |
4,580.0 |
4,271.0 |
309.0 |
7.0% |
31.4 |
0.7% |
48% |
False |
False |
22,254 |
80 |
4,580.0 |
4,172.0 |
408.0 |
9.2% |
25.6 |
0.6% |
61% |
False |
False |
16,712 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.4% |
21.5 |
0.5% |
71% |
False |
False |
13,391 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.5% |
18.2 |
0.4% |
73% |
False |
False |
11,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.0 |
2.618 |
4,480.4 |
1.618 |
4,460.4 |
1.000 |
4,448.0 |
0.618 |
4,440.4 |
HIGH |
4,428.0 |
0.618 |
4,420.4 |
0.500 |
4,418.0 |
0.382 |
4,415.6 |
LOW |
4,408.0 |
0.618 |
4,395.6 |
1.000 |
4,388.0 |
1.618 |
4,375.6 |
2.618 |
4,355.6 |
4.250 |
4,323.0 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,419.3 |
4,416.7 |
PP |
4,418.7 |
4,413.3 |
S1 |
4,418.0 |
4,410.0 |
|