Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,816 |
12,949 |
133 |
1.0% |
12,579 |
High |
12,982 |
12,951 |
-31 |
-0.2% |
12,982 |
Low |
12,801 |
12,870 |
69 |
0.5% |
12,573 |
Close |
12,961 |
12,936 |
-25 |
-0.2% |
12,961 |
Range |
181 |
81 |
-100 |
-55.2% |
409 |
ATR |
163 |
158 |
-5 |
-3.2% |
0 |
Volume |
61,917 |
90,154 |
28,237 |
45.6% |
393,473 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,162 |
13,130 |
12,981 |
|
R3 |
13,081 |
13,049 |
12,958 |
|
R2 |
13,000 |
13,000 |
12,951 |
|
R1 |
12,968 |
12,968 |
12,944 |
12,944 |
PP |
12,919 |
12,919 |
12,919 |
12,907 |
S1 |
12,887 |
12,887 |
12,929 |
12,863 |
S2 |
12,838 |
12,838 |
12,921 |
|
S3 |
12,757 |
12,806 |
12,914 |
|
S4 |
12,676 |
12,725 |
12,892 |
|
|
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 |
12,573 |
409 |
3.2% |
136 |
1.1% |
89% |
False |
False |
96,725 |
10 |
12,982 |
12,435 |
547 |
4.2% |
149 |
1.1% |
92% |
False |
False |
118,517 |
20 |
13,251 |
12,435 |
816 |
6.3% |
171 |
1.3% |
61% |
False |
False |
117,027 |
40 |
13,599 |
12,435 |
1,164 |
9.0% |
156 |
1.2% |
43% |
False |
False |
120,481 |
60 |
13,599 |
12,435 |
1,164 |
9.0% |
145 |
1.1% |
43% |
False |
False |
102,329 |
80 |
13,599 |
12,435 |
1,164 |
9.0% |
133 |
1.0% |
43% |
False |
False |
76,761 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
133 |
1.0% |
47% |
False |
False |
61,412 |
120 |
13,599 |
12,235 |
1,364 |
10.5% |
123 |
0.9% |
51% |
False |
False |
51,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,295 |
2.618 |
13,163 |
1.618 |
13,082 |
1.000 |
13,032 |
0.618 |
13,001 |
HIGH |
12,951 |
0.618 |
12,920 |
0.500 |
12,911 |
0.382 |
12,901 |
LOW |
12,870 |
0.618 |
12,820 |
1.000 |
12,789 |
1.618 |
12,739 |
2.618 |
12,658 |
4.250 |
12,526 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,928 |
12,904 |
PP |
12,919 |
12,871 |
S1 |
12,911 |
12,839 |
|