Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,233.0 |
7,167.5 |
-65.5 |
-0.9% |
7,322.5 |
High |
7,238.0 |
7,202.5 |
-35.5 |
-0.5% |
7,440.0 |
Low |
7,063.5 |
7,137.5 |
74.0 |
1.0% |
7,063.5 |
Close |
7,170.0 |
7,171.5 |
1.5 |
0.0% |
7,170.0 |
Range |
174.5 |
65.0 |
-109.5 |
-62.8% |
376.5 |
ATR |
108.3 |
105.3 |
-3.1 |
-2.9% |
0.0 |
Volume |
80,434 |
158,941 |
78,507 |
97.6% |
561,104 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,365.5 |
7,333.5 |
7,207.3 |
|
R3 |
7,300.5 |
7,268.5 |
7,189.4 |
|
R2 |
7,235.5 |
7,235.5 |
7,183.4 |
|
R1 |
7,203.5 |
7,203.5 |
7,177.5 |
7,219.5 |
PP |
7,170.5 |
7,170.5 |
7,170.5 |
7,178.5 |
S1 |
7,138.5 |
7,138.5 |
7,165.5 |
7,154.5 |
S2 |
7,105.5 |
7,105.5 |
7,159.6 |
|
S3 |
7,040.5 |
7,073.5 |
7,153.6 |
|
S4 |
6,975.5 |
7,008.5 |
7,135.8 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,354.0 |
8,138.5 |
7,377.1 |
|
R3 |
7,977.5 |
7,762.0 |
7,273.5 |
|
R2 |
7,601.0 |
7,601.0 |
7,239.0 |
|
R1 |
7,385.5 |
7,385.5 |
7,204.5 |
7,305.0 |
PP |
7,224.5 |
7,224.5 |
7,224.5 |
7,184.3 |
S1 |
7,009.0 |
7,009.0 |
7,135.5 |
6,928.5 |
S2 |
6,848.0 |
6,848.0 |
7,101.0 |
|
S3 |
6,471.5 |
6,632.5 |
7,066.5 |
|
S4 |
6,095.0 |
6,256.0 |
6,962.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,440.0 |
7,063.5 |
376.5 |
5.2% |
132.3 |
1.8% |
29% |
False |
False |
124,190 |
10 |
7,440.0 |
7,063.5 |
376.5 |
5.2% |
109.4 |
1.5% |
29% |
False |
False |
117,370 |
20 |
7,449.5 |
7,063.5 |
386.0 |
5.4% |
100.7 |
1.4% |
28% |
False |
False |
115,549 |
40 |
7,483.5 |
7,063.5 |
420.0 |
5.9% |
96.2 |
1.3% |
26% |
False |
False |
114,856 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
95.6 |
1.3% |
49% |
False |
False |
79,978 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
103.7 |
1.4% |
73% |
False |
False |
60,081 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.1% |
103.9 |
1.4% |
77% |
False |
False |
48,172 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
107.3 |
1.5% |
80% |
False |
False |
40,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,478.8 |
2.618 |
7,372.7 |
1.618 |
7,307.7 |
1.000 |
7,267.5 |
0.618 |
7,242.7 |
HIGH |
7,202.5 |
0.618 |
7,177.7 |
0.500 |
7,170.0 |
0.382 |
7,162.3 |
LOW |
7,137.5 |
0.618 |
7,097.3 |
1.000 |
7,072.5 |
1.618 |
7,032.3 |
2.618 |
6,967.3 |
4.250 |
6,861.3 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,171.0 |
7,176.5 |
PP |
7,170.5 |
7,174.8 |
S1 |
7,170.0 |
7,173.2 |
|