Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,012.0 |
7,103.5 |
91.5 |
1.3% |
7,167.5 |
High |
7,131.0 |
7,188.0 |
57.0 |
0.8% |
7,202.5 |
Low |
7,006.0 |
7,092.5 |
86.5 |
1.2% |
6,948.0 |
Close |
7,125.0 |
7,174.5 |
49.5 |
0.7% |
6,958.5 |
Range |
125.0 |
95.5 |
-29.5 |
-23.6% |
254.5 |
ATR |
113.6 |
112.3 |
-1.3 |
-1.1% |
0.0 |
Volume |
119,078 |
84,270 |
-34,808 |
-29.2% |
696,316 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,438.2 |
7,401.8 |
7,227.0 |
|
R3 |
7,342.7 |
7,306.3 |
7,200.8 |
|
R2 |
7,247.2 |
7,247.2 |
7,192.0 |
|
R1 |
7,210.8 |
7,210.8 |
7,183.3 |
7,229.0 |
PP |
7,151.7 |
7,151.7 |
7,151.7 |
7,160.8 |
S1 |
7,115.3 |
7,115.3 |
7,165.7 |
7,133.5 |
S2 |
7,056.2 |
7,056.2 |
7,157.0 |
|
S3 |
6,960.7 |
7,019.8 |
7,148.2 |
|
S4 |
6,865.2 |
6,924.3 |
7,122.0 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,799.8 |
7,633.7 |
7,098.5 |
|
R3 |
7,545.3 |
7,379.2 |
7,028.5 |
|
R2 |
7,290.8 |
7,290.8 |
7,005.2 |
|
R1 |
7,124.7 |
7,124.7 |
6,981.8 |
7,080.5 |
PP |
7,036.3 |
7,036.3 |
7,036.3 |
7,014.3 |
S1 |
6,870.2 |
6,870.2 |
6,935.2 |
6,826.0 |
S2 |
6,781.8 |
6,781.8 |
6,911.8 |
|
S3 |
6,527.3 |
6,615.7 |
6,888.5 |
|
S4 |
6,272.8 |
6,361.2 |
6,818.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,188.0 |
6,948.0 |
240.0 |
3.3% |
110.9 |
1.5% |
94% |
True |
False |
121,735 |
10 |
7,440.0 |
6,948.0 |
492.0 |
6.9% |
122.8 |
1.7% |
46% |
False |
False |
126,258 |
20 |
7,440.0 |
6,948.0 |
492.0 |
6.9% |
105.2 |
1.5% |
46% |
False |
False |
113,947 |
40 |
7,449.5 |
6,948.0 |
501.5 |
7.0% |
100.7 |
1.4% |
45% |
False |
False |
118,170 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
97.7 |
1.4% |
49% |
False |
False |
92,291 |
80 |
7,483.5 |
6,554.5 |
929.0 |
12.9% |
98.1 |
1.4% |
67% |
False |
False |
69,301 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
103.2 |
1.4% |
73% |
False |
False |
55,558 |
120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.7% |
106.4 |
1.5% |
80% |
False |
False |
46,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,593.9 |
2.618 |
7,438.0 |
1.618 |
7,342.5 |
1.000 |
7,283.5 |
0.618 |
7,247.0 |
HIGH |
7,188.0 |
0.618 |
7,151.5 |
0.500 |
7,140.3 |
0.382 |
7,129.0 |
LOW |
7,092.5 |
0.618 |
7,033.5 |
1.000 |
6,997.0 |
1.618 |
6,938.0 |
2.618 |
6,842.5 |
4.250 |
6,686.6 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,163.1 |
7,139.0 |
PP |
7,151.7 |
7,103.5 |
S1 |
7,140.3 |
7,068.0 |
|