Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,428.0 |
4,438.0 |
10.0 |
0.2% |
4,366.0 |
High |
4,428.0 |
4,440.0 |
12.0 |
0.3% |
4,443.0 |
Low |
4,408.0 |
4,429.0 |
21.0 |
0.5% |
4,352.0 |
Close |
4,420.0 |
4,432.0 |
12.0 |
0.3% |
4,420.0 |
Range |
20.0 |
11.0 |
-9.0 |
-45.0% |
91.0 |
ATR |
38.0 |
36.8 |
-1.3 |
-3.4% |
0.0 |
Volume |
11,013 |
14,137 |
3,124 |
28.4% |
94,509 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.7 |
4,460.3 |
4,438.1 |
|
R3 |
4,455.7 |
4,449.3 |
4,435.0 |
|
R2 |
4,444.7 |
4,444.7 |
4,434.0 |
|
R1 |
4,438.3 |
4,438.3 |
4,433.0 |
4,436.0 |
PP |
4,433.7 |
4,433.7 |
4,433.7 |
4,432.5 |
S1 |
4,427.3 |
4,427.3 |
4,431.0 |
4,425.0 |
S2 |
4,422.7 |
4,422.7 |
4,430.0 |
|
S3 |
4,411.7 |
4,416.3 |
4,429.0 |
|
S4 |
4,400.7 |
4,405.3 |
4,426.0 |
|
|
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 |
4,377.0 |
66.0 |
1.5% |
24.2 |
0.5% |
83% |
False |
False |
18,122 |
10 |
4,460.0 |
4,342.0 |
118.0 |
2.7% |
29.8 |
0.7% |
76% |
False |
False |
21,292 |
20 |
4,520.0 |
4,342.0 |
178.0 |
4.0% |
34.5 |
0.8% |
51% |
False |
False |
22,969 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.4% |
32.4 |
0.7% |
38% |
False |
False |
22,130 |
60 |
4,580.0 |
4,271.0 |
309.0 |
7.0% |
31.0 |
0.7% |
52% |
False |
False |
22,476 |
80 |
4,580.0 |
4,172.0 |
408.0 |
9.2% |
25.7 |
0.6% |
64% |
False |
False |
16,889 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.4% |
21.5 |
0.5% |
73% |
False |
False |
13,529 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.5% |
18.3 |
0.4% |
75% |
False |
False |
11,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,486.8 |
2.618 |
4,468.8 |
1.618 |
4,457.8 |
1.000 |
4,451.0 |
0.618 |
4,446.8 |
HIGH |
4,440.0 |
0.618 |
4,435.8 |
0.500 |
4,434.5 |
0.382 |
4,433.2 |
LOW |
4,429.0 |
0.618 |
4,422.2 |
1.000 |
4,418.0 |
1.618 |
4,411.2 |
2.618 |
4,400.2 |
4.250 |
4,382.3 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,434.5 |
4,429.2 |
PP |
4,433.7 |
4,426.3 |
S1 |
4,432.8 |
4,423.5 |
|