Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,757 |
12,816 |
59 |
0.5% |
12,579 |
High |
12,813 |
12,982 |
169 |
1.3% |
12,982 |
Low |
12,696 |
12,801 |
105 |
0.8% |
12,573 |
Close |
12,800 |
12,961 |
161 |
1.3% |
12,961 |
Range |
117 |
181 |
64 |
54.7% |
409 |
ATR |
162 |
163 |
1 |
0.9% |
0 |
Volume |
82,562 |
61,917 |
-20,645 |
-25.0% |
393,473 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,458 |
13,390 |
13,061 |
|
R3 |
13,277 |
13,209 |
13,011 |
|
R2 |
13,096 |
13,096 |
12,994 |
|
R1 |
13,028 |
13,028 |
12,978 |
13,062 |
PP |
12,915 |
12,915 |
12,915 |
12,932 |
S1 |
12,847 |
12,847 |
12,945 |
12,881 |
S2 |
12,734 |
12,734 |
12,928 |
|
S3 |
12,553 |
12,666 |
12,911 |
|
S4 |
12,372 |
12,485 |
12,862 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,066 |
13,922 |
13,186 |
|
R3 |
13,657 |
13,513 |
13,074 |
|
R2 |
13,248 |
13,248 |
13,036 |
|
R1 |
13,104 |
13,104 |
12,999 |
13,176 |
PP |
12,839 |
12,839 |
12,839 |
12,875 |
S1 |
12,695 |
12,695 |
12,924 |
12,767 |
S2 |
12,430 |
12,430 |
12,886 |
|
S3 |
12,021 |
12,286 |
12,849 |
|
S4 |
11,612 |
11,877 |
12,736 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,982 |
12,435 |
547 |
4.2% |
148 |
1.1% |
96% |
True |
False |
112,250 |
10 |
12,982 |
12,435 |
547 |
4.2% |
158 |
1.2% |
96% |
True |
False |
126,357 |
20 |
13,251 |
12,435 |
816 |
6.3% |
174 |
1.3% |
64% |
False |
False |
118,959 |
40 |
13,599 |
12,435 |
1,164 |
9.0% |
158 |
1.2% |
45% |
False |
False |
121,885 |
60 |
13,599 |
12,435 |
1,164 |
9.0% |
146 |
1.1% |
45% |
False |
False |
100,828 |
80 |
13,599 |
12,435 |
1,164 |
9.0% |
135 |
1.0% |
45% |
False |
False |
75,634 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
132 |
1.0% |
49% |
False |
False |
60,511 |
120 |
13,599 |
12,235 |
1,364 |
10.5% |
122 |
0.9% |
53% |
False |
False |
50,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,751 |
2.618 |
13,456 |
1.618 |
13,275 |
1.000 |
13,163 |
0.618 |
13,094 |
HIGH |
12,982 |
0.618 |
12,913 |
0.500 |
12,892 |
0.382 |
12,870 |
LOW |
12,801 |
0.618 |
12,689 |
1.000 |
12,620 |
1.618 |
12,508 |
2.618 |
12,327 |
4.250 |
12,032 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,938 |
12,915 |
PP |
12,915 |
12,870 |
S1 |
12,892 |
12,824 |
|