Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,142.5 |
7,258.0 |
115.5 |
1.6% |
7,012.0 |
High |
7,196.0 |
7,336.0 |
140.0 |
1.9% |
7,336.0 |
Low |
7,136.0 |
7,220.5 |
84.5 |
1.2% |
7,006.0 |
Close |
7,187.5 |
7,306.5 |
119.0 |
1.7% |
7,306.5 |
Range |
60.0 |
115.5 |
55.5 |
92.5% |
330.0 |
ATR |
108.5 |
111.4 |
2.9 |
2.6% |
0.0 |
Volume |
59,586 |
87,595 |
28,009 |
47.0% |
350,529 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.2 |
7,585.8 |
7,370.0 |
|
R3 |
7,518.7 |
7,470.3 |
7,338.3 |
|
R2 |
7,403.2 |
7,403.2 |
7,327.7 |
|
R1 |
7,354.8 |
7,354.8 |
7,317.1 |
7,379.0 |
PP |
7,287.7 |
7,287.7 |
7,287.7 |
7,299.8 |
S1 |
7,239.3 |
7,239.3 |
7,295.9 |
7,263.5 |
S2 |
7,172.2 |
7,172.2 |
7,285.3 |
|
S3 |
7,056.7 |
7,123.8 |
7,274.7 |
|
S4 |
6,941.2 |
7,008.3 |
7,243.0 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,206.2 |
8,086.3 |
7,488.0 |
|
R3 |
7,876.2 |
7,756.3 |
7,397.3 |
|
R2 |
7,546.2 |
7,546.2 |
7,367.0 |
|
R1 |
7,426.3 |
7,426.3 |
7,336.8 |
7,486.3 |
PP |
7,216.2 |
7,216.2 |
7,216.2 |
7,246.1 |
S1 |
7,096.3 |
7,096.3 |
7,276.3 |
7,156.3 |
S2 |
6,886.2 |
6,886.2 |
7,246.0 |
|
S3 |
6,556.2 |
6,766.3 |
7,215.8 |
|
S4 |
6,226.2 |
6,436.3 |
7,125.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,336.0 |
6,948.0 |
388.0 |
5.3% |
101.6 |
1.4% |
92% |
True |
False |
92,776 |
10 |
7,336.0 |
6,948.0 |
388.0 |
5.3% |
108.2 |
1.5% |
92% |
True |
False |
112,727 |
20 |
7,440.0 |
6,948.0 |
492.0 |
6.7% |
105.3 |
1.4% |
73% |
False |
False |
109,164 |
40 |
7,449.5 |
6,948.0 |
501.5 |
6.9% |
100.2 |
1.4% |
71% |
False |
False |
115,630 |
60 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
98.5 |
1.3% |
71% |
False |
False |
94,703 |
80 |
7,483.5 |
6,554.5 |
929.0 |
12.7% |
98.5 |
1.3% |
81% |
False |
False |
71,128 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
103.6 |
1.4% |
85% |
False |
False |
57,028 |
120 |
7,483.5 |
6,061.5 |
1,422.0 |
19.5% |
105.8 |
1.4% |
88% |
False |
False |
47,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,826.9 |
2.618 |
7,638.4 |
1.618 |
7,522.9 |
1.000 |
7,451.5 |
0.618 |
7,407.4 |
HIGH |
7,336.0 |
0.618 |
7,291.9 |
0.500 |
7,278.3 |
0.382 |
7,264.6 |
LOW |
7,220.5 |
0.618 |
7,149.1 |
1.000 |
7,105.0 |
1.618 |
7,033.6 |
2.618 |
6,918.1 |
4.250 |
6,729.6 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,297.1 |
7,275.8 |
PP |
7,287.7 |
7,245.0 |
S1 |
7,278.3 |
7,214.3 |
|