Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
8,790 |
8,735 |
-55 |
-0.6% |
9,020 |
High |
8,795 |
8,755 |
-40 |
-0.5% |
9,080 |
Low |
8,665 |
8,685 |
20 |
0.2% |
8,665 |
Close |
8,750 |
8,715 |
-35 |
-0.4% |
8,750 |
Range |
130 |
70 |
-60 |
-46.2% |
415 |
ATR |
147 |
142 |
-6 |
-3.7% |
0 |
Volume |
6,119 |
2,651 |
-3,468 |
-56.7% |
22,040 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,928 |
8,892 |
8,754 |
|
R3 |
8,858 |
8,822 |
8,734 |
|
R2 |
8,788 |
8,788 |
8,728 |
|
R1 |
8,752 |
8,752 |
8,722 |
8,735 |
PP |
8,718 |
8,718 |
8,718 |
8,710 |
S1 |
8,682 |
8,682 |
8,709 |
8,665 |
S2 |
8,648 |
8,648 |
8,702 |
|
S3 |
8,578 |
8,612 |
8,696 |
|
S4 |
8,508 |
8,542 |
8,677 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,077 |
9,828 |
8,978 |
|
R3 |
9,662 |
9,413 |
8,864 |
|
R2 |
9,247 |
9,247 |
8,826 |
|
R1 |
8,998 |
8,998 |
8,788 |
8,915 |
PP |
8,832 |
8,832 |
8,832 |
8,790 |
S1 |
8,583 |
8,583 |
8,712 |
8,500 |
S2 |
8,417 |
8,417 |
8,674 |
|
S3 |
8,002 |
8,168 |
8,636 |
|
S4 |
7,587 |
7,753 |
8,522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,080 |
8,665 |
415 |
4.8% |
143 |
1.6% |
12% |
False |
False |
4,430 |
10 |
9,115 |
8,665 |
450 |
5.2% |
140 |
1.6% |
11% |
False |
False |
4,074 |
20 |
9,135 |
8,635 |
500 |
5.7% |
154 |
1.8% |
16% |
False |
False |
5,324 |
40 |
9,235 |
8,505 |
730 |
8.4% |
142 |
1.6% |
29% |
False |
False |
4,665 |
60 |
9,245 |
8,505 |
740 |
8.5% |
127 |
1.5% |
28% |
False |
False |
3,998 |
80 |
9,245 |
8,365 |
880 |
10.1% |
99 |
1.1% |
40% |
False |
False |
2,999 |
100 |
9,245 |
8,365 |
880 |
10.1% |
80 |
0.9% |
40% |
False |
False |
2,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,053 |
2.618 |
8,938 |
1.618 |
8,868 |
1.000 |
8,825 |
0.618 |
8,798 |
HIGH |
8,755 |
0.618 |
8,728 |
0.500 |
8,720 |
0.382 |
8,712 |
LOW |
8,685 |
0.618 |
8,642 |
1.000 |
8,615 |
1.618 |
8,572 |
2.618 |
8,502 |
4.250 |
8,388 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
8,720 |
8,785 |
PP |
8,718 |
8,762 |
S1 |
8,717 |
8,738 |
|