Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,167.5 |
7,146.5 |
-21.0 |
-0.3% |
7,322.5 |
High |
7,202.5 |
7,187.5 |
-15.0 |
-0.2% |
7,440.0 |
Low |
7,137.5 |
7,075.5 |
-62.0 |
-0.9% |
7,063.5 |
Close |
7,171.5 |
7,175.5 |
4.0 |
0.1% |
7,170.0 |
Range |
65.0 |
112.0 |
47.0 |
72.3% |
376.5 |
ATR |
105.3 |
105.7 |
0.5 |
0.5% |
0.0 |
Volume |
158,941 |
132,046 |
-26,895 |
-16.9% |
561,104 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,482.2 |
7,440.8 |
7,237.1 |
|
R3 |
7,370.2 |
7,328.8 |
7,206.3 |
|
R2 |
7,258.2 |
7,258.2 |
7,196.0 |
|
R1 |
7,216.8 |
7,216.8 |
7,185.8 |
7,237.5 |
PP |
7,146.2 |
7,146.2 |
7,146.2 |
7,156.5 |
S1 |
7,104.8 |
7,104.8 |
7,165.2 |
7,125.5 |
S2 |
7,034.2 |
7,034.2 |
7,155.0 |
|
S3 |
6,922.2 |
6,992.8 |
7,144.7 |
|
S4 |
6,810.2 |
6,880.8 |
7,113.9 |
|
|
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% |
134.7 |
1.9% |
30% |
False |
False |
130,781 |
10 |
7,440.0 |
7,063.5 |
376.5 |
5.2% |
110.9 |
1.5% |
30% |
False |
False |
118,969 |
20 |
7,449.5 |
7,063.5 |
386.0 |
5.4% |
101.4 |
1.4% |
29% |
False |
False |
116,590 |
40 |
7,483.5 |
7,063.5 |
420.0 |
5.9% |
96.9 |
1.4% |
27% |
False |
False |
115,789 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
96.2 |
1.3% |
49% |
False |
False |
82,172 |
80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
102.4 |
1.4% |
74% |
False |
False |
61,726 |
100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.1% |
103.7 |
1.4% |
78% |
False |
False |
49,490 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
107.3 |
1.5% |
80% |
False |
False |
41,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,663.5 |
2.618 |
7,480.7 |
1.618 |
7,368.7 |
1.000 |
7,299.5 |
0.618 |
7,256.7 |
HIGH |
7,187.5 |
0.618 |
7,144.7 |
0.500 |
7,131.5 |
0.382 |
7,118.3 |
LOW |
7,075.5 |
0.618 |
7,006.3 |
1.000 |
6,963.5 |
1.618 |
6,894.3 |
2.618 |
6,782.3 |
4.250 |
6,599.5 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,160.8 |
7,167.3 |
PP |
7,146.2 |
7,159.0 |
S1 |
7,131.5 |
7,150.8 |
|