Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,258.0 |
7,292.0 |
34.0 |
0.5% |
7,012.0 |
High |
7,336.0 |
7,315.5 |
-20.5 |
-0.3% |
7,336.0 |
Low |
7,220.5 |
7,274.0 |
53.5 |
0.7% |
7,006.0 |
Close |
7,306.5 |
7,293.0 |
-13.5 |
-0.2% |
7,306.5 |
Range |
115.5 |
41.5 |
-74.0 |
-64.1% |
330.0 |
ATR |
111.4 |
106.4 |
-5.0 |
-4.5% |
0.0 |
Volume |
87,595 |
107,589 |
19,994 |
22.8% |
350,529 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,418.7 |
7,397.3 |
7,315.8 |
|
R3 |
7,377.2 |
7,355.8 |
7,304.4 |
|
R2 |
7,335.7 |
7,335.7 |
7,300.6 |
|
R1 |
7,314.3 |
7,314.3 |
7,296.8 |
7,325.0 |
PP |
7,294.2 |
7,294.2 |
7,294.2 |
7,299.5 |
S1 |
7,272.8 |
7,272.8 |
7,289.2 |
7,283.5 |
S2 |
7,252.7 |
7,252.7 |
7,285.4 |
|
S3 |
7,211.2 |
7,231.3 |
7,281.6 |
|
S4 |
7,169.7 |
7,189.8 |
7,270.2 |
|
|
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 |
7,006.0 |
330.0 |
4.5% |
87.5 |
1.2% |
87% |
False |
False |
91,623 |
10 |
7,336.0 |
6,948.0 |
388.0 |
5.3% |
94.9 |
1.3% |
89% |
False |
False |
115,443 |
20 |
7,440.0 |
6,948.0 |
492.0 |
6.7% |
101.7 |
1.4% |
70% |
False |
False |
111,550 |
40 |
7,449.5 |
6,948.0 |
501.5 |
6.9% |
97.9 |
1.3% |
69% |
False |
False |
114,933 |
60 |
7,483.5 |
6,892.0 |
591.5 |
8.1% |
97.4 |
1.3% |
68% |
False |
False |
96,489 |
80 |
7,483.5 |
6,611.0 |
872.5 |
12.0% |
95.3 |
1.3% |
78% |
False |
False |
72,466 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
16.0% |
102.5 |
1.4% |
84% |
False |
False |
58,080 |
120 |
7,483.5 |
6,061.5 |
1,422.0 |
19.5% |
105.1 |
1.4% |
87% |
False |
False |
48,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,491.9 |
2.618 |
7,424.1 |
1.618 |
7,382.6 |
1.000 |
7,357.0 |
0.618 |
7,341.1 |
HIGH |
7,315.5 |
0.618 |
7,299.6 |
0.500 |
7,294.8 |
0.382 |
7,289.9 |
LOW |
7,274.0 |
0.618 |
7,248.4 |
1.000 |
7,232.5 |
1.618 |
7,206.9 |
2.618 |
7,165.4 |
4.250 |
7,097.6 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,294.8 |
7,274.0 |
PP |
7,294.2 |
7,255.0 |
S1 |
7,293.6 |
7,236.0 |
|