Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,520 |
12,579 |
59 |
0.5% |
12,764 |
High |
12,573 |
12,764 |
191 |
1.5% |
12,855 |
Low |
12,435 |
12,573 |
138 |
1.1% |
12,435 |
Close |
12,570 |
12,738 |
168 |
1.3% |
12,570 |
Range |
138 |
191 |
53 |
38.4% |
420 |
ATR |
168 |
170 |
2 |
1.1% |
0 |
Volume |
167,779 |
126,099 |
-41,680 |
-24.8% |
701,546 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,265 |
13,192 |
12,843 |
|
R3 |
13,074 |
13,001 |
12,791 |
|
R2 |
12,883 |
12,883 |
12,773 |
|
R1 |
12,810 |
12,810 |
12,756 |
12,847 |
PP |
12,692 |
12,692 |
12,692 |
12,710 |
S1 |
12,619 |
12,619 |
12,721 |
12,656 |
S2 |
12,501 |
12,501 |
12,703 |
|
S3 |
12,310 |
12,428 |
12,686 |
|
S4 |
12,119 |
12,237 |
12,633 |
|
|
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% |
182 |
1.4% |
72% |
False |
False |
150,507 |
10 |
13,251 |
12,435 |
816 |
6.4% |
196 |
1.5% |
37% |
False |
False |
151,394 |
20 |
13,316 |
12,435 |
881 |
6.9% |
180 |
1.4% |
34% |
False |
False |
127,061 |
40 |
13,599 |
12,435 |
1,164 |
9.1% |
156 |
1.2% |
26% |
False |
False |
124,518 |
60 |
13,599 |
12,435 |
1,164 |
9.1% |
143 |
1.1% |
26% |
False |
False |
96,377 |
80 |
13,599 |
12,435 |
1,164 |
9.1% |
132 |
1.0% |
26% |
False |
False |
72,293 |
100 |
13,599 |
12,351 |
1,248 |
9.8% |
131 |
1.0% |
31% |
False |
False |
57,837 |
120 |
13,599 |
11,913 |
1,686 |
13.2% |
120 |
0.9% |
49% |
False |
False |
48,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,576 |
2.618 |
13,264 |
1.618 |
13,073 |
1.000 |
12,955 |
0.618 |
12,882 |
HIGH |
12,764 |
0.618 |
12,691 |
0.500 |
12,669 |
0.382 |
12,646 |
LOW |
12,573 |
0.618 |
12,455 |
1.000 |
12,382 |
1.618 |
12,264 |
2.618 |
12,073 |
4.250 |
11,761 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,715 |
12,692 |
PP |
12,692 |
12,646 |
S1 |
12,669 |
12,600 |
|