Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,439.0 |
4,452.0 |
13.0 |
0.3% |
4,366.0 |
High |
4,475.0 |
4,458.0 |
-17.0 |
-0.4% |
4,443.0 |
Low |
4,434.0 |
4,442.0 |
8.0 |
0.2% |
4,352.0 |
Close |
4,473.0 |
4,451.0 |
-22.0 |
-0.5% |
4,420.0 |
Range |
41.0 |
16.0 |
-25.0 |
-61.0% |
91.0 |
ATR |
37.2 |
36.8 |
-0.4 |
-1.2% |
0.0 |
Volume |
22,806 |
13,516 |
-9,290 |
-40.7% |
94,509 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,498.3 |
4,490.7 |
4,459.8 |
|
R3 |
4,482.3 |
4,474.7 |
4,455.4 |
|
R2 |
4,466.3 |
4,466.3 |
4,453.9 |
|
R1 |
4,458.7 |
4,458.7 |
4,452.5 |
4,454.5 |
PP |
4,450.3 |
4,450.3 |
4,450.3 |
4,448.3 |
S1 |
4,442.7 |
4,442.7 |
4,449.5 |
4,438.5 |
S2 |
4,434.3 |
4,434.3 |
4,448.1 |
|
S3 |
4,418.3 |
4,426.7 |
4,446.6 |
|
S4 |
4,402.3 |
4,410.7 |
4,442.2 |
|
|
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 |
4,404.0 |
71.0 |
1.6% |
25.4 |
0.6% |
66% |
False |
False |
16,786 |
10 |
4,475.0 |
4,342.0 |
133.0 |
3.0% |
25.6 |
0.6% |
82% |
False |
False |
19,054 |
20 |
4,509.0 |
4,342.0 |
167.0 |
3.8% |
34.2 |
0.8% |
65% |
False |
False |
22,354 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.3 |
0.7% |
46% |
False |
False |
21,983 |
60 |
4,580.0 |
4,310.0 |
270.0 |
6.1% |
31.1 |
0.7% |
52% |
False |
False |
23,073 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.8% |
26.3 |
0.6% |
63% |
False |
False |
17,342 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.3% |
22.1 |
0.5% |
77% |
False |
False |
13,893 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
18.8 |
0.4% |
78% |
False |
False |
11,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,526.0 |
2.618 |
4,499.9 |
1.618 |
4,483.9 |
1.000 |
4,474.0 |
0.618 |
4,467.9 |
HIGH |
4,458.0 |
0.618 |
4,451.9 |
0.500 |
4,450.0 |
0.382 |
4,448.1 |
LOW |
4,442.0 |
0.618 |
4,432.1 |
1.000 |
4,426.0 |
1.618 |
4,416.1 |
2.618 |
4,400.1 |
4.250 |
4,374.0 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,450.7 |
4,452.0 |
PP |
4,450.3 |
4,451.7 |
S1 |
4,450.0 |
4,451.3 |
|