Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,292.0 |
7,330.5 |
38.5 |
0.5% |
7,012.0 |
High |
7,315.5 |
7,365.0 |
49.5 |
0.7% |
7,336.0 |
Low |
7,274.0 |
7,306.5 |
32.5 |
0.4% |
7,006.0 |
Close |
7,293.0 |
7,338.5 |
45.5 |
0.6% |
7,306.5 |
Range |
41.5 |
58.5 |
17.0 |
41.0% |
330.0 |
ATR |
106.4 |
104.0 |
-2.5 |
-2.3% |
0.0 |
Volume |
107,589 |
133,909 |
26,320 |
24.5% |
350,529 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,512.2 |
7,483.8 |
7,370.7 |
|
R3 |
7,453.7 |
7,425.3 |
7,354.6 |
|
R2 |
7,395.2 |
7,395.2 |
7,349.2 |
|
R1 |
7,366.8 |
7,366.8 |
7,343.9 |
7,381.0 |
PP |
7,336.7 |
7,336.7 |
7,336.7 |
7,343.8 |
S1 |
7,308.3 |
7,308.3 |
7,333.1 |
7,322.5 |
S2 |
7,278.2 |
7,278.2 |
7,327.8 |
|
S3 |
7,219.7 |
7,249.8 |
7,322.4 |
|
S4 |
7,161.2 |
7,191.3 |
7,306.3 |
|
|
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 |
7,365.0 |
7,092.5 |
272.5 |
3.7% |
74.2 |
1.0% |
90% |
True |
False |
94,589 |
10 |
7,365.0 |
6,948.0 |
417.0 |
5.7% |
94.2 |
1.3% |
94% |
True |
False |
112,940 |
20 |
7,440.0 |
6,948.0 |
492.0 |
6.7% |
101.8 |
1.4% |
79% |
False |
False |
115,155 |
40 |
7,449.5 |
6,948.0 |
501.5 |
6.8% |
96.0 |
1.3% |
78% |
False |
False |
114,911 |
60 |
7,483.5 |
6,898.0 |
585.5 |
8.0% |
96.4 |
1.3% |
75% |
False |
False |
98,709 |
80 |
7,483.5 |
6,856.5 |
627.0 |
8.5% |
92.6 |
1.3% |
77% |
False |
False |
74,135 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
15.9% |
101.8 |
1.4% |
88% |
False |
False |
59,412 |
120 |
7,483.5 |
6,086.0 |
1,397.5 |
19.0% |
104.6 |
1.4% |
90% |
False |
False |
49,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,613.6 |
2.618 |
7,518.2 |
1.618 |
7,459.7 |
1.000 |
7,423.5 |
0.618 |
7,401.2 |
HIGH |
7,365.0 |
0.618 |
7,342.7 |
0.500 |
7,335.8 |
0.382 |
7,328.8 |
LOW |
7,306.5 |
0.618 |
7,270.3 |
1.000 |
7,248.0 |
1.618 |
7,211.8 |
2.618 |
7,153.3 |
4.250 |
7,057.9 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,337.6 |
7,323.3 |
PP |
7,336.7 |
7,308.0 |
S1 |
7,335.8 |
7,292.8 |
|