Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,579 |
12,733 |
154 |
1.2% |
12,764 |
High |
12,764 |
12,777 |
13 |
0.1% |
12,855 |
Low |
12,573 |
12,666 |
93 |
0.7% |
12,435 |
Close |
12,738 |
12,759 |
21 |
0.2% |
12,570 |
Range |
191 |
111 |
-80 |
-41.9% |
420 |
ATR |
170 |
165 |
-4 |
-2.5% |
0 |
Volume |
126,099 |
122,895 |
-3,204 |
-2.5% |
701,546 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,067 |
13,024 |
12,820 |
|
R3 |
12,956 |
12,913 |
12,790 |
|
R2 |
12,845 |
12,845 |
12,779 |
|
R1 |
12,802 |
12,802 |
12,769 |
12,824 |
PP |
12,734 |
12,734 |
12,734 |
12,745 |
S1 |
12,691 |
12,691 |
12,749 |
12,713 |
S2 |
12,623 |
12,623 |
12,739 |
|
S3 |
12,512 |
12,580 |
12,729 |
|
S4 |
12,401 |
12,469 |
12,698 |
|
|
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 |
12,803 |
12,435 |
368 |
2.9% |
170 |
1.3% |
88% |
False |
False |
147,424 |
10 |
13,251 |
12,435 |
816 |
6.4% |
187 |
1.5% |
40% |
False |
False |
152,996 |
20 |
13,251 |
12,435 |
816 |
6.4% |
171 |
1.3% |
40% |
False |
False |
124,219 |
40 |
13,599 |
12,435 |
1,164 |
9.1% |
155 |
1.2% |
28% |
False |
False |
124,404 |
60 |
13,599 |
12,435 |
1,164 |
9.1% |
143 |
1.1% |
28% |
False |
False |
98,423 |
80 |
13,599 |
12,435 |
1,164 |
9.1% |
133 |
1.0% |
28% |
False |
False |
73,829 |
100 |
13,599 |
12,351 |
1,248 |
9.8% |
130 |
1.0% |
33% |
False |
False |
59,066 |
120 |
13,599 |
11,913 |
1,686 |
13.2% |
120 |
0.9% |
50% |
False |
False |
49,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,249 |
2.618 |
13,068 |
1.618 |
12,957 |
1.000 |
12,888 |
0.618 |
12,846 |
HIGH |
12,777 |
0.618 |
12,735 |
0.500 |
12,722 |
0.382 |
12,709 |
LOW |
12,666 |
0.618 |
12,598 |
1.000 |
12,555 |
1.618 |
12,487 |
2.618 |
12,376 |
4.250 |
12,194 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,747 |
12,708 |
PP |
12,734 |
12,657 |
S1 |
12,722 |
12,606 |
|