Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
9,090 |
9,200 |
110 |
1.2% |
8,735 |
High |
9,230 |
9,225 |
-5 |
-0.1% |
9,105 |
Low |
9,090 |
9,100 |
10 |
0.1% |
8,625 |
Close |
9,220 |
9,225 |
5 |
0.1% |
9,100 |
Range |
140 |
125 |
-15 |
-10.7% |
480 |
ATR |
149 |
148 |
-2 |
-1.2% |
0 |
Volume |
7,057 |
6,187 |
-870 |
-12.3% |
36,249 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,558 |
9,517 |
9,294 |
|
R3 |
9,433 |
9,392 |
9,260 |
|
R2 |
9,308 |
9,308 |
9,248 |
|
R1 |
9,267 |
9,267 |
9,237 |
9,288 |
PP |
9,183 |
9,183 |
9,183 |
9,194 |
S1 |
9,142 |
9,142 |
9,214 |
9,163 |
S2 |
9,058 |
9,058 |
9,202 |
|
S3 |
8,933 |
9,017 |
9,191 |
|
S4 |
8,808 |
8,892 |
9,156 |
|
|
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 |
9,230 |
8,665 |
565 |
6.1% |
168 |
1.8% |
99% |
False |
False |
8,448 |
10 |
9,230 |
8,625 |
605 |
6.6% |
156 |
1.7% |
99% |
False |
False |
6,656 |
20 |
9,230 |
8,625 |
605 |
6.6% |
149 |
1.6% |
99% |
False |
False |
5,397 |
40 |
9,230 |
8,505 |
725 |
7.9% |
146 |
1.6% |
99% |
False |
False |
5,239 |
60 |
9,235 |
8,505 |
730 |
7.9% |
136 |
1.5% |
99% |
False |
False |
4,778 |
80 |
9,245 |
8,490 |
755 |
8.2% |
111 |
1.2% |
97% |
False |
False |
3,585 |
100 |
9,245 |
8,365 |
880 |
9.5% |
89 |
1.0% |
98% |
False |
False |
2,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,756 |
2.618 |
9,552 |
1.618 |
9,427 |
1.000 |
9,350 |
0.618 |
9,302 |
HIGH |
9,225 |
0.618 |
9,177 |
0.500 |
9,163 |
0.382 |
9,148 |
LOW |
9,100 |
0.618 |
9,023 |
1.000 |
8,975 |
1.618 |
8,898 |
2.618 |
8,773 |
4.250 |
8,569 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,204 |
9,168 |
PP |
9,183 |
9,112 |
S1 |
9,163 |
9,055 |
|