Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,438.0 |
4,439.0 |
1.0 |
0.0% |
4,366.0 |
High |
4,440.0 |
4,475.0 |
35.0 |
0.8% |
4,443.0 |
Low |
4,429.0 |
4,434.0 |
5.0 |
0.1% |
4,352.0 |
Close |
4,432.0 |
4,473.0 |
41.0 |
0.9% |
4,420.0 |
Range |
11.0 |
41.0 |
30.0 |
272.7% |
91.0 |
ATR |
36.8 |
37.2 |
0.4 |
1.2% |
0.0 |
Volume |
14,137 |
22,806 |
8,669 |
61.3% |
94,509 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,583.7 |
4,569.3 |
4,495.6 |
|
R3 |
4,542.7 |
4,528.3 |
4,484.3 |
|
R2 |
4,501.7 |
4,501.7 |
4,480.5 |
|
R1 |
4,487.3 |
4,487.3 |
4,476.8 |
4,494.5 |
PP |
4,460.7 |
4,460.7 |
4,460.7 |
4,464.3 |
S1 |
4,446.3 |
4,446.3 |
4,469.2 |
4,453.5 |
S2 |
4,419.7 |
4,419.7 |
4,465.5 |
|
S3 |
4,378.7 |
4,405.3 |
4,461.7 |
|
S4 |
4,337.7 |
4,364.3 |
4,450.5 |
|
|
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 |
4,475.0 |
4,377.0 |
98.0 |
2.2% |
27.6 |
0.6% |
98% |
True |
False |
18,359 |
10 |
4,475.0 |
4,342.0 |
133.0 |
3.0% |
26.7 |
0.6% |
98% |
True |
False |
19,988 |
20 |
4,520.0 |
4,342.0 |
178.0 |
4.0% |
35.1 |
0.8% |
74% |
False |
False |
23,053 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.4 |
0.7% |
55% |
False |
False |
22,129 |
60 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
31.0 |
0.7% |
65% |
False |
False |
22,854 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
26.1 |
0.6% |
69% |
False |
False |
17,174 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.3% |
21.9 |
0.5% |
81% |
False |
False |
13,757 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
18.7 |
0.4% |
82% |
False |
False |
11,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,649.3 |
2.618 |
4,582.3 |
1.618 |
4,541.3 |
1.000 |
4,516.0 |
0.618 |
4,500.3 |
HIGH |
4,475.0 |
0.618 |
4,459.3 |
0.500 |
4,454.5 |
0.382 |
4,449.7 |
LOW |
4,434.0 |
0.618 |
4,408.7 |
1.000 |
4,393.0 |
1.618 |
4,367.7 |
2.618 |
4,326.7 |
4.250 |
4,259.8 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,466.8 |
4,462.5 |
PP |
4,460.7 |
4,452.0 |
S1 |
4,454.5 |
4,441.5 |
|