Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,545 |
12,520 |
-25 |
-0.2% |
12,764 |
High |
12,581 |
12,573 |
-8 |
-0.1% |
12,855 |
Low |
12,464 |
12,435 |
-29 |
-0.2% |
12,435 |
Close |
12,522 |
12,570 |
48 |
0.4% |
12,570 |
Range |
117 |
138 |
21 |
17.9% |
420 |
ATR |
170 |
168 |
-2 |
-1.3% |
0 |
Volume |
152,927 |
167,779 |
14,852 |
9.7% |
701,546 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,940 |
12,893 |
12,646 |
|
R3 |
12,802 |
12,755 |
12,608 |
|
R2 |
12,664 |
12,664 |
12,595 |
|
R1 |
12,617 |
12,617 |
12,583 |
12,641 |
PP |
12,526 |
12,526 |
12,526 |
12,538 |
S1 |
12,479 |
12,479 |
12,557 |
12,503 |
S2 |
12,388 |
12,388 |
12,545 |
|
S3 |
12,250 |
12,341 |
12,532 |
|
S4 |
12,112 |
12,203 |
12,494 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,880 |
13,645 |
12,801 |
|
R3 |
13,460 |
13,225 |
12,686 |
|
R2 |
13,040 |
13,040 |
12,647 |
|
R1 |
12,805 |
12,805 |
12,609 |
12,713 |
PP |
12,620 |
12,620 |
12,620 |
12,574 |
S1 |
12,385 |
12,385 |
12,532 |
12,293 |
S2 |
12,200 |
12,200 |
12,493 |
|
S3 |
11,780 |
11,965 |
12,455 |
|
S4 |
11,360 |
11,545 |
12,339 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,855 |
12,435 |
420 |
3.3% |
161 |
1.3% |
32% |
False |
True |
140,309 |
10 |
13,251 |
12,435 |
816 |
6.5% |
187 |
1.5% |
17% |
False |
True |
147,159 |
20 |
13,316 |
12,435 |
881 |
7.0% |
178 |
1.4% |
15% |
False |
True |
126,924 |
40 |
13,599 |
12,435 |
1,164 |
9.3% |
154 |
1.2% |
12% |
False |
True |
123,713 |
60 |
13,599 |
12,435 |
1,164 |
9.3% |
142 |
1.1% |
12% |
False |
True |
94,276 |
80 |
13,599 |
12,435 |
1,164 |
9.3% |
133 |
1.1% |
12% |
False |
True |
70,717 |
100 |
13,599 |
12,323 |
1,276 |
10.2% |
130 |
1.0% |
19% |
False |
False |
56,576 |
120 |
13,599 |
11,913 |
1,686 |
13.4% |
119 |
0.9% |
39% |
False |
False |
47,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,160 |
2.618 |
12,934 |
1.618 |
12,796 |
1.000 |
12,711 |
0.618 |
12,658 |
HIGH |
12,573 |
0.618 |
12,520 |
0.500 |
12,504 |
0.382 |
12,488 |
LOW |
12,435 |
0.618 |
12,350 |
1.000 |
12,297 |
1.618 |
12,212 |
2.618 |
12,074 |
4.250 |
11,849 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,548 |
12,619 |
PP |
12,526 |
12,603 |
S1 |
12,504 |
12,586 |
|