Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,733 |
12,757 |
24 |
0.2% |
12,764 |
High |
12,777 |
12,813 |
36 |
0.3% |
12,855 |
Low |
12,666 |
12,696 |
30 |
0.2% |
12,435 |
Close |
12,759 |
12,800 |
41 |
0.3% |
12,570 |
Range |
111 |
117 |
6 |
5.4% |
420 |
ATR |
165 |
162 |
-3 |
-2.1% |
0 |
Volume |
122,895 |
82,562 |
-40,333 |
-32.8% |
701,546 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,121 |
13,077 |
12,864 |
|
R3 |
13,004 |
12,960 |
12,832 |
|
R2 |
12,887 |
12,887 |
12,822 |
|
R1 |
12,843 |
12,843 |
12,811 |
12,865 |
PP |
12,770 |
12,770 |
12,770 |
12,781 |
S1 |
12,726 |
12,726 |
12,789 |
12,748 |
S2 |
12,653 |
12,653 |
12,779 |
|
S3 |
12,536 |
12,609 |
12,768 |
|
S4 |
12,419 |
12,492 |
12,736 |
|
|
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 |
12,813 |
12,435 |
378 |
3.0% |
135 |
1.1% |
97% |
True |
False |
130,452 |
10 |
12,931 |
12,435 |
496 |
3.9% |
157 |
1.2% |
74% |
False |
False |
136,969 |
20 |
13,251 |
12,435 |
816 |
6.4% |
172 |
1.3% |
45% |
False |
False |
122,110 |
40 |
13,599 |
12,435 |
1,164 |
9.1% |
156 |
1.2% |
31% |
False |
False |
123,421 |
60 |
13,599 |
12,435 |
1,164 |
9.1% |
144 |
1.1% |
31% |
False |
False |
99,797 |
80 |
13,599 |
12,435 |
1,164 |
9.1% |
133 |
1.0% |
31% |
False |
False |
74,860 |
100 |
13,599 |
12,351 |
1,248 |
9.8% |
131 |
1.0% |
36% |
False |
False |
59,892 |
120 |
13,599 |
11,976 |
1,623 |
12.7% |
121 |
0.9% |
51% |
False |
False |
49,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,310 |
2.618 |
13,119 |
1.618 |
13,002 |
1.000 |
12,930 |
0.618 |
12,885 |
HIGH |
12,813 |
0.618 |
12,768 |
0.500 |
12,755 |
0.382 |
12,741 |
LOW |
12,696 |
0.618 |
12,624 |
1.000 |
12,579 |
1.618 |
12,507 |
2.618 |
12,390 |
4.250 |
12,199 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,785 |
12,764 |
PP |
12,770 |
12,729 |
S1 |
12,755 |
12,693 |
|