Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,777 |
12,764 |
-13 |
-0.1% |
12,989 |
High |
12,842 |
12,816 |
-26 |
-0.2% |
13,251 |
Low |
12,670 |
12,732 |
62 |
0.5% |
12,670 |
Close |
12,764 |
12,780 |
16 |
0.1% |
12,764 |
Range |
172 |
84 |
-88 |
-51.2% |
581 |
ATR |
171 |
165 |
-6 |
-3.6% |
0 |
Volume |
168,559 |
75,110 |
-93,449 |
-55.4% |
770,053 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,028 |
12,988 |
12,826 |
|
R3 |
12,944 |
12,904 |
12,803 |
|
R2 |
12,860 |
12,860 |
12,796 |
|
R1 |
12,820 |
12,820 |
12,788 |
12,840 |
PP |
12,776 |
12,776 |
12,776 |
12,786 |
S1 |
12,736 |
12,736 |
12,772 |
12,756 |
S2 |
12,692 |
12,692 |
12,765 |
|
S3 |
12,608 |
12,652 |
12,757 |
|
S4 |
12,524 |
12,568 |
12,734 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,638 |
14,282 |
13,084 |
|
R3 |
14,057 |
13,701 |
12,924 |
|
R2 |
13,476 |
13,476 |
12,871 |
|
R1 |
13,120 |
13,120 |
12,817 |
13,008 |
PP |
12,895 |
12,895 |
12,895 |
12,839 |
S1 |
12,539 |
12,539 |
12,711 |
12,427 |
S2 |
12,314 |
12,314 |
12,658 |
|
S3 |
11,733 |
11,958 |
12,604 |
|
S4 |
11,152 |
11,377 |
12,445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,251 |
12,670 |
581 |
4.5% |
209 |
1.6% |
19% |
False |
False |
152,281 |
10 |
13,251 |
12,670 |
581 |
4.5% |
191 |
1.5% |
19% |
False |
False |
121,515 |
20 |
13,530 |
12,670 |
860 |
6.7% |
169 |
1.3% |
13% |
False |
False |
120,988 |
40 |
13,599 |
12,670 |
929 |
7.3% |
145 |
1.1% |
12% |
False |
False |
118,497 |
60 |
13,599 |
12,670 |
929 |
7.3% |
138 |
1.1% |
12% |
False |
False |
83,839 |
80 |
13,599 |
12,351 |
1,248 |
9.8% |
132 |
1.0% |
34% |
False |
False |
62,888 |
100 |
13,599 |
12,323 |
1,276 |
10.0% |
124 |
1.0% |
36% |
False |
False |
50,312 |
120 |
13,599 |
11,913 |
1,686 |
13.2% |
113 |
0.9% |
51% |
False |
False |
41,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,173 |
2.618 |
13,036 |
1.618 |
12,952 |
1.000 |
12,900 |
0.618 |
12,868 |
HIGH |
12,816 |
0.618 |
12,784 |
0.500 |
12,774 |
0.382 |
12,764 |
LOW |
12,732 |
0.618 |
12,680 |
1.000 |
12,648 |
1.618 |
12,596 |
2.618 |
12,512 |
4.250 |
12,375 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,778 |
12,801 |
PP |
12,776 |
12,794 |
S1 |
12,774 |
12,787 |
|