Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
9,200 |
9,365 |
165 |
1.8% |
9,090 |
High |
9,350 |
9,460 |
110 |
1.2% |
9,460 |
Low |
9,175 |
9,315 |
140 |
1.5% |
9,090 |
Close |
9,335 |
9,435 |
100 |
1.1% |
9,435 |
Range |
175 |
145 |
-30 |
-17.1% |
370 |
ATR |
149 |
149 |
0 |
-0.2% |
0 |
Volume |
9,956 |
7,651 |
-2,305 |
-23.2% |
30,851 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,838 |
9,782 |
9,515 |
|
R3 |
9,693 |
9,637 |
9,475 |
|
R2 |
9,548 |
9,548 |
9,462 |
|
R1 |
9,492 |
9,492 |
9,448 |
9,520 |
PP |
9,403 |
9,403 |
9,403 |
9,418 |
S1 |
9,347 |
9,347 |
9,422 |
9,375 |
S2 |
9,258 |
9,258 |
9,409 |
|
S3 |
9,113 |
9,202 |
9,395 |
|
S4 |
8,968 |
9,057 |
9,355 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,438 |
10,307 |
9,639 |
|
R3 |
10,068 |
9,937 |
9,537 |
|
R2 |
9,698 |
9,698 |
9,503 |
|
R1 |
9,567 |
9,567 |
9,469 |
9,633 |
PP |
9,328 |
9,328 |
9,328 |
9,361 |
S1 |
9,197 |
9,197 |
9,401 |
9,263 |
S2 |
8,958 |
8,958 |
9,367 |
|
S3 |
8,588 |
8,827 |
9,333 |
|
S4 |
8,218 |
8,457 |
9,232 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,460 |
8,880 |
580 |
6.1% |
162 |
1.7% |
96% |
True |
False |
8,215 |
10 |
9,460 |
8,625 |
835 |
8.9% |
147 |
1.6% |
97% |
True |
False |
7,321 |
20 |
9,460 |
8,625 |
835 |
8.9% |
148 |
1.6% |
97% |
True |
False |
5,608 |
40 |
9,460 |
8,505 |
955 |
10.1% |
147 |
1.6% |
97% |
True |
False |
5,498 |
60 |
9,460 |
8,505 |
955 |
10.1% |
141 |
1.5% |
97% |
True |
False |
5,070 |
80 |
9,460 |
8,490 |
970 |
10.3% |
115 |
1.2% |
97% |
True |
False |
3,805 |
100 |
9,460 |
8,365 |
1,095 |
11.6% |
92 |
1.0% |
98% |
True |
False |
3,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,076 |
2.618 |
9,840 |
1.618 |
9,695 |
1.000 |
9,605 |
0.618 |
9,550 |
HIGH |
9,460 |
0.618 |
9,405 |
0.500 |
9,388 |
0.382 |
9,371 |
LOW |
9,315 |
0.618 |
9,226 |
1.000 |
9,170 |
1.618 |
9,081 |
2.618 |
8,936 |
4.250 |
8,699 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,419 |
9,383 |
PP |
9,403 |
9,332 |
S1 |
9,388 |
9,280 |
|