Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
9,200 |
9,200 |
0 |
0.0% |
8,735 |
High |
9,225 |
9,350 |
125 |
1.4% |
9,105 |
Low |
9,100 |
9,175 |
75 |
0.8% |
8,625 |
Close |
9,225 |
9,335 |
110 |
1.2% |
9,100 |
Range |
125 |
175 |
50 |
40.0% |
480 |
ATR |
148 |
149 |
2 |
1.3% |
0 |
Volume |
6,187 |
9,956 |
3,769 |
60.9% |
36,249 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,812 |
9,748 |
9,431 |
|
R3 |
9,637 |
9,573 |
9,383 |
|
R2 |
9,462 |
9,462 |
9,367 |
|
R1 |
9,398 |
9,398 |
9,351 |
9,430 |
PP |
9,287 |
9,287 |
9,287 |
9,303 |
S1 |
9,223 |
9,223 |
9,319 |
9,255 |
S2 |
9,112 |
9,112 |
9,303 |
|
S3 |
8,937 |
9,048 |
9,287 |
|
S4 |
8,762 |
8,873 |
9,239 |
|
|
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 |
9,350 |
8,670 |
680 |
7.3% |
178 |
1.9% |
98% |
True |
False |
8,738 |
10 |
9,350 |
8,625 |
725 |
7.8% |
148 |
1.6% |
98% |
True |
False |
7,035 |
20 |
9,350 |
8,625 |
725 |
7.8% |
150 |
1.6% |
98% |
True |
False |
5,671 |
40 |
9,350 |
8,505 |
845 |
9.1% |
147 |
1.6% |
98% |
True |
False |
5,409 |
60 |
9,350 |
8,505 |
845 |
9.1% |
138 |
1.5% |
98% |
True |
False |
4,944 |
80 |
9,350 |
8,490 |
860 |
9.2% |
113 |
1.2% |
98% |
True |
False |
3,709 |
100 |
9,350 |
8,365 |
985 |
10.6% |
91 |
1.0% |
98% |
True |
False |
2,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,094 |
2.618 |
9,808 |
1.618 |
9,633 |
1.000 |
9,525 |
0.618 |
9,458 |
HIGH |
9,350 |
0.618 |
9,283 |
0.500 |
9,263 |
0.382 |
9,242 |
LOW |
9,175 |
0.618 |
9,067 |
1.000 |
9,000 |
1.618 |
8,892 |
2.618 |
8,717 |
4.250 |
8,431 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,311 |
9,297 |
PP |
9,287 |
9,258 |
S1 |
9,263 |
9,220 |
|