Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,330.5 |
7,315.0 |
-15.5 |
-0.2% |
7,012.0 |
High |
7,365.0 |
7,387.0 |
22.0 |
0.3% |
7,336.0 |
Low |
7,306.5 |
7,265.0 |
-41.5 |
-0.6% |
7,006.0 |
Close |
7,338.5 |
7,349.0 |
10.5 |
0.1% |
7,306.5 |
Range |
58.5 |
122.0 |
63.5 |
108.5% |
330.0 |
ATR |
104.0 |
105.2 |
1.3 |
1.2% |
0.0 |
Volume |
133,909 |
121,984 |
-11,925 |
-8.9% |
350,529 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,699.7 |
7,646.3 |
7,416.1 |
|
R3 |
7,577.7 |
7,524.3 |
7,382.6 |
|
R2 |
7,455.7 |
7,455.7 |
7,371.4 |
|
R1 |
7,402.3 |
7,402.3 |
7,360.2 |
7,429.0 |
PP |
7,333.7 |
7,333.7 |
7,333.7 |
7,347.0 |
S1 |
7,280.3 |
7,280.3 |
7,337.8 |
7,307.0 |
S2 |
7,211.7 |
7,211.7 |
7,326.6 |
|
S3 |
7,089.7 |
7,158.3 |
7,315.5 |
|
S4 |
6,967.7 |
7,036.3 |
7,281.9 |
|
|
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 |
7,387.0 |
7,136.0 |
251.0 |
3.4% |
79.5 |
1.1% |
85% |
True |
False |
102,132 |
10 |
7,387.0 |
6,948.0 |
439.0 |
6.0% |
95.2 |
1.3% |
91% |
True |
False |
111,934 |
20 |
7,440.0 |
6,948.0 |
492.0 |
6.7% |
103.1 |
1.4% |
82% |
False |
False |
115,451 |
40 |
7,449.5 |
6,948.0 |
501.5 |
6.8% |
96.3 |
1.3% |
80% |
False |
False |
115,081 |
60 |
7,483.5 |
6,898.0 |
585.5 |
8.0% |
96.9 |
1.3% |
77% |
False |
False |
100,669 |
80 |
7,483.5 |
6,875.0 |
608.5 |
8.3% |
93.1 |
1.3% |
78% |
False |
False |
75,656 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
15.8% |
102.6 |
1.4% |
88% |
False |
False |
60,628 |
120 |
7,483.5 |
6,086.0 |
1,397.5 |
19.0% |
103.9 |
1.4% |
90% |
False |
False |
50,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,905.5 |
2.618 |
7,706.4 |
1.618 |
7,584.4 |
1.000 |
7,509.0 |
0.618 |
7,462.4 |
HIGH |
7,387.0 |
0.618 |
7,340.4 |
0.500 |
7,326.0 |
0.382 |
7,311.6 |
LOW |
7,265.0 |
0.618 |
7,189.6 |
1.000 |
7,143.0 |
1.618 |
7,067.6 |
2.618 |
6,945.6 |
4.250 |
6,746.5 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,341.3 |
7,341.3 |
PP |
7,333.7 |
7,333.7 |
S1 |
7,326.0 |
7,326.0 |
|