Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,777 |
12,731 |
-46 |
-0.4% |
12,989 |
High |
12,855 |
12,803 |
-52 |
-0.4% |
13,251 |
Low |
12,684 |
12,509 |
-175 |
-1.4% |
12,670 |
Close |
12,717 |
12,544 |
-173 |
-1.4% |
12,764 |
Range |
171 |
294 |
123 |
71.9% |
581 |
ATR |
165 |
174 |
9 |
5.6% |
0 |
Volume |
138,310 |
167,420 |
29,110 |
21.0% |
770,053 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,501 |
13,316 |
12,706 |
|
R3 |
13,207 |
13,022 |
12,625 |
|
R2 |
12,913 |
12,913 |
12,598 |
|
R1 |
12,728 |
12,728 |
12,571 |
12,674 |
PP |
12,619 |
12,619 |
12,619 |
12,591 |
S1 |
12,434 |
12,434 |
12,517 |
12,380 |
S2 |
12,325 |
12,325 |
12,490 |
|
S3 |
12,031 |
12,140 |
12,463 |
|
S4 |
11,737 |
11,846 |
12,382 |
|
|
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 |
12,931 |
12,509 |
422 |
3.4% |
179 |
1.4% |
8% |
False |
True |
143,487 |
10 |
13,251 |
12,509 |
742 |
5.9% |
210 |
1.7% |
5% |
False |
True |
139,208 |
20 |
13,530 |
12,509 |
1,021 |
8.1% |
181 |
1.4% |
3% |
False |
True |
124,994 |
40 |
13,599 |
12,509 |
1,090 |
8.7% |
153 |
1.2% |
3% |
False |
True |
120,893 |
60 |
13,599 |
12,509 |
1,090 |
8.7% |
143 |
1.1% |
3% |
False |
True |
88,933 |
80 |
13,599 |
12,351 |
1,248 |
9.9% |
134 |
1.1% |
15% |
False |
False |
66,709 |
100 |
13,599 |
12,323 |
1,276 |
10.2% |
129 |
1.0% |
17% |
False |
False |
53,369 |
120 |
13,599 |
11,913 |
1,686 |
13.4% |
116 |
0.9% |
37% |
False |
False |
44,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,053 |
2.618 |
13,573 |
1.618 |
13,279 |
1.000 |
13,097 |
0.618 |
12,985 |
HIGH |
12,803 |
0.618 |
12,691 |
0.500 |
12,656 |
0.382 |
12,621 |
LOW |
12,509 |
0.618 |
12,327 |
1.000 |
12,215 |
1.618 |
12,033 |
2.618 |
11,739 |
4.250 |
11,260 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,656 |
12,682 |
PP |
12,619 |
12,636 |
S1 |
12,581 |
12,590 |
|