Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,949 |
12,940 |
-9 |
-0.1% |
12,579 |
High |
12,951 |
12,971 |
20 |
0.2% |
12,982 |
Low |
12,870 |
12,845 |
-25 |
-0.2% |
12,573 |
Close |
12,936 |
12,862 |
-74 |
-0.6% |
12,961 |
Range |
81 |
126 |
45 |
55.6% |
409 |
ATR |
158 |
156 |
-2 |
-1.5% |
0 |
Volume |
90,154 |
125,648 |
35,494 |
39.4% |
393,473 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,271 |
13,192 |
12,931 |
|
R3 |
13,145 |
13,066 |
12,897 |
|
R2 |
13,019 |
13,019 |
12,885 |
|
R1 |
12,940 |
12,940 |
12,874 |
12,917 |
PP |
12,893 |
12,893 |
12,893 |
12,881 |
S1 |
12,814 |
12,814 |
12,851 |
12,791 |
S2 |
12,767 |
12,767 |
12,839 |
|
S3 |
12,641 |
12,688 |
12,827 |
|
S4 |
12,515 |
12,562 |
12,793 |
|
|
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 |
12,666 |
316 |
2.5% |
123 |
1.0% |
62% |
False |
False |
96,635 |
10 |
12,982 |
12,435 |
547 |
4.3% |
153 |
1.2% |
78% |
False |
False |
123,571 |
20 |
13,251 |
12,435 |
816 |
6.3% |
172 |
1.3% |
52% |
False |
False |
122,543 |
40 |
13,599 |
12,435 |
1,164 |
9.0% |
154 |
1.2% |
37% |
False |
False |
119,933 |
60 |
13,599 |
12,435 |
1,164 |
9.0% |
144 |
1.1% |
37% |
False |
False |
104,415 |
80 |
13,599 |
12,435 |
1,164 |
9.0% |
132 |
1.0% |
37% |
False |
False |
78,331 |
100 |
13,599 |
12,351 |
1,248 |
9.7% |
133 |
1.0% |
41% |
False |
False |
62,668 |
120 |
13,599 |
12,235 |
1,364 |
10.6% |
124 |
1.0% |
46% |
False |
False |
52,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,507 |
2.618 |
13,301 |
1.618 |
13,175 |
1.000 |
13,097 |
0.618 |
13,049 |
HIGH |
12,971 |
0.618 |
12,923 |
0.500 |
12,908 |
0.382 |
12,893 |
LOW |
12,845 |
0.618 |
12,767 |
1.000 |
12,719 |
1.618 |
12,641 |
2.618 |
12,515 |
4.250 |
12,310 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,908 |
12,892 |
PP |
12,893 |
12,882 |
S1 |
12,877 |
12,872 |
|