Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
9,365 |
9,370 |
5 |
0.1% |
9,090 |
High |
9,415 |
9,475 |
60 |
0.6% |
9,460 |
Low |
9,225 |
9,340 |
115 |
1.2% |
9,090 |
Close |
9,355 |
9,470 |
115 |
1.2% |
9,435 |
Range |
190 |
135 |
-55 |
-28.9% |
370 |
ATR |
149 |
148 |
-1 |
-0.7% |
0 |
Volume |
6,596 |
5,074 |
-1,522 |
-23.1% |
30,851 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,833 |
9,787 |
9,544 |
|
R3 |
9,698 |
9,652 |
9,507 |
|
R2 |
9,563 |
9,563 |
9,495 |
|
R1 |
9,517 |
9,517 |
9,483 |
9,540 |
PP |
9,428 |
9,428 |
9,428 |
9,440 |
S1 |
9,382 |
9,382 |
9,458 |
9,405 |
S2 |
9,293 |
9,293 |
9,445 |
|
S3 |
9,158 |
9,247 |
9,433 |
|
S4 |
9,023 |
9,112 |
9,396 |
|
|
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 |
9,225 |
270 |
2.9% |
144 |
1.5% |
91% |
False |
False |
6,287 |
10 |
9,495 |
8,670 |
825 |
8.7% |
161 |
1.7% |
97% |
False |
False |
7,512 |
20 |
9,495 |
8,625 |
870 |
9.2% |
148 |
1.6% |
97% |
False |
False |
6,129 |
40 |
9,495 |
8,505 |
990 |
10.5% |
150 |
1.6% |
97% |
False |
False |
5,617 |
60 |
9,495 |
8,505 |
990 |
10.5% |
143 |
1.5% |
97% |
False |
False |
5,428 |
80 |
9,495 |
8,505 |
990 |
10.5% |
121 |
1.3% |
97% |
False |
False |
4,102 |
100 |
9,495 |
8,365 |
1,130 |
11.9% |
97 |
1.0% |
98% |
False |
False |
3,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,049 |
2.618 |
9,829 |
1.618 |
9,694 |
1.000 |
9,610 |
0.618 |
9,559 |
HIGH |
9,475 |
0.618 |
9,424 |
0.500 |
9,408 |
0.382 |
9,392 |
LOW |
9,340 |
0.618 |
9,257 |
1.000 |
9,205 |
1.618 |
9,122 |
2.618 |
8,987 |
4.250 |
8,766 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,449 |
9,430 |
PP |
9,428 |
9,390 |
S1 |
9,408 |
9,350 |
|