Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
8,735 |
8,720 |
-15 |
-0.2% |
9,020 |
High |
8,755 |
8,730 |
-25 |
-0.3% |
9,080 |
Low |
8,685 |
8,625 |
-60 |
-0.7% |
8,665 |
Close |
8,715 |
8,665 |
-50 |
-0.6% |
8,750 |
Range |
70 |
105 |
35 |
50.0% |
415 |
ATR |
142 |
139 |
-3 |
-1.8% |
0 |
Volume |
2,651 |
4,598 |
1,947 |
73.4% |
22,040 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,988 |
8,932 |
8,723 |
|
R3 |
8,883 |
8,827 |
8,694 |
|
R2 |
8,778 |
8,778 |
8,684 |
|
R1 |
8,722 |
8,722 |
8,675 |
8,698 |
PP |
8,673 |
8,673 |
8,673 |
8,661 |
S1 |
8,617 |
8,617 |
8,656 |
8,593 |
S2 |
8,568 |
8,568 |
8,646 |
|
S3 |
8,463 |
8,512 |
8,636 |
|
S4 |
8,358 |
8,407 |
8,607 |
|
|
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 |
9,075 |
8,625 |
450 |
5.2% |
143 |
1.7% |
9% |
False |
True |
4,864 |
10 |
9,115 |
8,625 |
490 |
5.7% |
133 |
1.5% |
8% |
False |
True |
4,363 |
20 |
9,135 |
8,625 |
510 |
5.9% |
150 |
1.7% |
8% |
False |
True |
4,985 |
40 |
9,235 |
8,505 |
730 |
8.4% |
140 |
1.6% |
22% |
False |
False |
4,666 |
60 |
9,245 |
8,505 |
740 |
8.5% |
129 |
1.5% |
22% |
False |
False |
4,075 |
80 |
9,245 |
8,365 |
880 |
10.2% |
100 |
1.2% |
34% |
False |
False |
3,057 |
100 |
9,245 |
8,365 |
880 |
10.2% |
81 |
0.9% |
34% |
False |
False |
2,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,176 |
2.618 |
9,005 |
1.618 |
8,900 |
1.000 |
8,835 |
0.618 |
8,795 |
HIGH |
8,730 |
0.618 |
8,690 |
0.500 |
8,678 |
0.382 |
8,665 |
LOW |
8,625 |
0.618 |
8,560 |
1.000 |
8,520 |
1.618 |
8,455 |
2.618 |
8,350 |
4.250 |
8,179 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
8,678 |
8,710 |
PP |
8,673 |
8,695 |
S1 |
8,669 |
8,680 |
|