Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,731 |
12,545 |
-186 |
-1.5% |
12,989 |
High |
12,803 |
12,581 |
-222 |
-1.7% |
13,251 |
Low |
12,509 |
12,464 |
-45 |
-0.4% |
12,670 |
Close |
12,544 |
12,522 |
-22 |
-0.2% |
12,764 |
Range |
294 |
117 |
-177 |
-60.2% |
581 |
ATR |
174 |
170 |
-4 |
-2.3% |
0 |
Volume |
167,420 |
152,927 |
-14,493 |
-8.7% |
770,053 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,873 |
12,815 |
12,586 |
|
R3 |
12,756 |
12,698 |
12,554 |
|
R2 |
12,639 |
12,639 |
12,544 |
|
R1 |
12,581 |
12,581 |
12,533 |
12,552 |
PP |
12,522 |
12,522 |
12,522 |
12,508 |
S1 |
12,464 |
12,464 |
12,511 |
12,435 |
S2 |
12,405 |
12,405 |
12,501 |
|
S3 |
12,288 |
12,347 |
12,490 |
|
S4 |
12,171 |
12,230 |
12,458 |
|
|
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 |
12,855 |
12,464 |
391 |
3.1% |
168 |
1.3% |
15% |
False |
True |
140,465 |
10 |
13,251 |
12,464 |
787 |
6.3% |
197 |
1.6% |
7% |
False |
True |
142,385 |
20 |
13,499 |
12,464 |
1,035 |
8.3% |
183 |
1.5% |
6% |
False |
True |
126,672 |
40 |
13,599 |
12,464 |
1,135 |
9.1% |
153 |
1.2% |
5% |
False |
True |
121,854 |
60 |
13,599 |
12,464 |
1,135 |
9.1% |
143 |
1.1% |
5% |
False |
True |
91,480 |
80 |
13,599 |
12,464 |
1,135 |
9.1% |
132 |
1.1% |
5% |
False |
True |
68,620 |
100 |
13,599 |
12,323 |
1,276 |
10.2% |
130 |
1.0% |
16% |
False |
False |
54,898 |
120 |
13,599 |
11,913 |
1,686 |
13.5% |
117 |
0.9% |
36% |
False |
False |
45,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,078 |
2.618 |
12,887 |
1.618 |
12,770 |
1.000 |
12,698 |
0.618 |
12,653 |
HIGH |
12,581 |
0.618 |
12,536 |
0.500 |
12,523 |
0.382 |
12,509 |
LOW |
12,464 |
0.618 |
12,392 |
1.000 |
12,347 |
1.618 |
12,275 |
2.618 |
12,158 |
4.250 |
11,967 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,523 |
12,660 |
PP |
12,522 |
12,614 |
S1 |
12,522 |
12,568 |
|