Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
8,675 |
8,880 |
205 |
2.4% |
8,735 |
High |
8,895 |
9,105 |
210 |
2.4% |
9,105 |
Low |
8,670 |
8,880 |
210 |
2.4% |
8,625 |
Close |
8,880 |
9,100 |
220 |
2.5% |
9,100 |
Range |
225 |
225 |
0 |
0.0% |
480 |
ATR |
144 |
150 |
6 |
4.0% |
0 |
Volume |
10,265 |
10,225 |
-40 |
-0.4% |
36,249 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,703 |
9,627 |
9,224 |
|
R3 |
9,478 |
9,402 |
9,162 |
|
R2 |
9,253 |
9,253 |
9,141 |
|
R1 |
9,177 |
9,177 |
9,121 |
9,215 |
PP |
9,028 |
9,028 |
9,028 |
9,048 |
S1 |
8,952 |
8,952 |
9,080 |
8,990 |
S2 |
8,803 |
8,803 |
9,059 |
|
S3 |
8,578 |
8,727 |
9,038 |
|
S4 |
8,353 |
8,502 |
8,976 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,383 |
10,222 |
9,364 |
|
R3 |
9,903 |
9,742 |
9,232 |
|
R2 |
9,423 |
9,423 |
9,188 |
|
R1 |
9,262 |
9,262 |
9,144 |
9,343 |
PP |
8,943 |
8,943 |
8,943 |
8,984 |
S1 |
8,782 |
8,782 |
9,056 |
8,863 |
S2 |
8,463 |
8,463 |
9,012 |
|
S3 |
7,983 |
8,302 |
8,968 |
|
S4 |
7,503 |
7,822 |
8,836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,105 |
8,625 |
480 |
5.3% |
150 |
1.6% |
99% |
True |
False |
7,249 |
10 |
9,105 |
8,625 |
480 |
5.3% |
147 |
1.6% |
99% |
True |
False |
5,828 |
20 |
9,135 |
8,625 |
510 |
5.6% |
157 |
1.7% |
93% |
False |
False |
5,332 |
40 |
9,135 |
8,505 |
630 |
6.9% |
145 |
1.6% |
94% |
False |
False |
5,054 |
60 |
9,245 |
8,505 |
740 |
8.1% |
136 |
1.5% |
80% |
False |
False |
4,558 |
80 |
9,245 |
8,490 |
755 |
8.3% |
107 |
1.2% |
81% |
False |
False |
3,419 |
100 |
9,245 |
8,365 |
880 |
9.7% |
87 |
1.0% |
84% |
False |
False |
2,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,061 |
2.618 |
9,694 |
1.618 |
9,469 |
1.000 |
9,330 |
0.618 |
9,244 |
HIGH |
9,105 |
0.618 |
9,019 |
0.500 |
8,993 |
0.382 |
8,966 |
LOW |
8,880 |
0.618 |
8,741 |
1.000 |
8,655 |
1.618 |
8,516 |
2.618 |
8,291 |
4.250 |
7,924 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,064 |
9,028 |
PP |
9,028 |
8,957 |
S1 |
8,993 |
8,885 |
|