Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
8,720 |
8,685 |
-35 |
-0.4% |
9,020 |
High |
8,730 |
8,790 |
60 |
0.7% |
9,080 |
Low |
8,625 |
8,665 |
40 |
0.5% |
8,665 |
Close |
8,665 |
8,685 |
20 |
0.2% |
8,750 |
Range |
105 |
125 |
20 |
19.0% |
415 |
ATR |
139 |
138 |
-1 |
-0.7% |
0 |
Volume |
4,598 |
8,510 |
3,912 |
85.1% |
22,040 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,088 |
9,012 |
8,754 |
|
R3 |
8,963 |
8,887 |
8,720 |
|
R2 |
8,838 |
8,838 |
8,708 |
|
R1 |
8,762 |
8,762 |
8,697 |
8,748 |
PP |
8,713 |
8,713 |
8,713 |
8,706 |
S1 |
8,637 |
8,637 |
8,674 |
8,623 |
S2 |
8,588 |
8,588 |
8,662 |
|
S3 |
8,463 |
8,512 |
8,651 |
|
S4 |
8,338 |
8,387 |
8,616 |
|
|
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 |
8,905 |
8,625 |
280 |
3.2% |
118 |
1.4% |
21% |
False |
False |
5,332 |
10 |
9,115 |
8,625 |
490 |
5.6% |
135 |
1.6% |
12% |
False |
False |
4,747 |
20 |
9,135 |
8,625 |
510 |
5.9% |
151 |
1.7% |
12% |
False |
False |
5,055 |
40 |
9,165 |
8,505 |
660 |
7.6% |
140 |
1.6% |
27% |
False |
False |
4,728 |
60 |
9,245 |
8,505 |
740 |
8.5% |
130 |
1.5% |
24% |
False |
False |
4,216 |
80 |
9,245 |
8,365 |
880 |
10.1% |
102 |
1.2% |
36% |
False |
False |
3,163 |
100 |
9,245 |
8,365 |
880 |
10.1% |
82 |
0.9% |
36% |
False |
False |
2,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,321 |
2.618 |
9,117 |
1.618 |
8,992 |
1.000 |
8,915 |
0.618 |
8,867 |
HIGH |
8,790 |
0.618 |
8,742 |
0.500 |
8,728 |
0.382 |
8,713 |
LOW |
8,665 |
0.618 |
8,588 |
1.000 |
8,540 |
1.618 |
8,463 |
2.618 |
8,338 |
4.250 |
8,134 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
8,728 |
8,708 |
PP |
8,713 |
8,700 |
S1 |
8,699 |
8,693 |
|