Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
9,365 |
9,435 |
70 |
0.7% |
9,090 |
High |
9,460 |
9,495 |
35 |
0.4% |
9,460 |
Low |
9,315 |
9,355 |
40 |
0.4% |
9,090 |
Close |
9,435 |
9,400 |
-35 |
-0.4% |
9,435 |
Range |
145 |
140 |
-5 |
-3.4% |
370 |
ATR |
149 |
149 |
-1 |
-0.4% |
0 |
Volume |
7,651 |
5,869 |
-1,782 |
-23.3% |
30,851 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,837 |
9,758 |
9,477 |
|
R3 |
9,697 |
9,618 |
9,439 |
|
R2 |
9,557 |
9,557 |
9,426 |
|
R1 |
9,478 |
9,478 |
9,413 |
9,448 |
PP |
9,417 |
9,417 |
9,417 |
9,401 |
S1 |
9,338 |
9,338 |
9,387 |
9,308 |
S2 |
9,277 |
9,277 |
9,374 |
|
S3 |
9,137 |
9,198 |
9,362 |
|
S4 |
8,997 |
9,058 |
9,323 |
|
|
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 |
9,495 |
9,090 |
405 |
4.3% |
145 |
1.5% |
77% |
True |
False |
7,344 |
10 |
9,495 |
8,625 |
870 |
9.3% |
148 |
1.6% |
89% |
True |
False |
7,296 |
20 |
9,495 |
8,625 |
870 |
9.3% |
146 |
1.6% |
89% |
True |
False |
5,596 |
40 |
9,495 |
8,505 |
990 |
10.5% |
146 |
1.6% |
90% |
True |
False |
5,515 |
60 |
9,495 |
8,505 |
990 |
10.5% |
142 |
1.5% |
90% |
True |
False |
5,162 |
80 |
9,495 |
8,490 |
1,005 |
10.7% |
116 |
1.2% |
91% |
True |
False |
3,878 |
100 |
9,495 |
8,365 |
1,130 |
12.0% |
93 |
1.0% |
92% |
True |
False |
3,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,090 |
2.618 |
9,862 |
1.618 |
9,722 |
1.000 |
9,635 |
0.618 |
9,582 |
HIGH |
9,495 |
0.618 |
9,442 |
0.500 |
9,425 |
0.382 |
9,409 |
LOW |
9,355 |
0.618 |
9,269 |
1.000 |
9,215 |
1.618 |
9,129 |
2.618 |
8,989 |
4.250 |
8,760 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,425 |
9,378 |
PP |
9,417 |
9,357 |
S1 |
9,408 |
9,335 |
|