Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,764 |
12,777 |
13 |
0.1% |
12,989 |
High |
12,816 |
12,855 |
39 |
0.3% |
13,251 |
Low |
12,732 |
12,684 |
-48 |
-0.4% |
12,670 |
Close |
12,780 |
12,717 |
-63 |
-0.5% |
12,764 |
Range |
84 |
171 |
87 |
103.6% |
581 |
ATR |
165 |
165 |
0 |
0.3% |
0 |
Volume |
75,110 |
138,310 |
63,200 |
84.1% |
770,053 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,265 |
13,162 |
12,811 |
|
R3 |
13,094 |
12,991 |
12,764 |
|
R2 |
12,923 |
12,923 |
12,748 |
|
R1 |
12,820 |
12,820 |
12,733 |
12,786 |
PP |
12,752 |
12,752 |
12,752 |
12,735 |
S1 |
12,649 |
12,649 |
12,701 |
12,615 |
S2 |
12,581 |
12,581 |
12,686 |
|
S3 |
12,410 |
12,478 |
12,670 |
|
S4 |
12,239 |
12,307 |
12,623 |
|
|
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 |
4.6% |
205 |
1.6% |
8% |
False |
False |
158,568 |
10 |
13,251 |
12,670 |
581 |
4.6% |
194 |
1.5% |
8% |
False |
False |
133,661 |
20 |
13,530 |
12,670 |
860 |
6.8% |
170 |
1.3% |
5% |
False |
False |
122,165 |
40 |
13,599 |
12,670 |
929 |
7.3% |
147 |
1.2% |
5% |
False |
False |
119,324 |
60 |
13,599 |
12,670 |
929 |
7.3% |
140 |
1.1% |
5% |
False |
False |
86,144 |
80 |
13,599 |
12,351 |
1,248 |
9.8% |
132 |
1.0% |
29% |
False |
False |
64,616 |
100 |
13,599 |
12,323 |
1,276 |
10.0% |
126 |
1.0% |
31% |
False |
False |
51,695 |
120 |
13,599 |
11,913 |
1,686 |
13.3% |
114 |
0.9% |
48% |
False |
False |
43,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,582 |
2.618 |
13,303 |
1.618 |
13,132 |
1.000 |
13,026 |
0.618 |
12,961 |
HIGH |
12,855 |
0.618 |
12,790 |
0.500 |
12,770 |
0.382 |
12,749 |
LOW |
12,684 |
0.618 |
12,578 |
1.000 |
12,513 |
1.618 |
12,407 |
2.618 |
12,236 |
4.250 |
11,957 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,770 |
12,763 |
PP |
12,752 |
12,747 |
S1 |
12,735 |
12,732 |
|