Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,940 |
12,867 |
-73 |
-0.6% |
12,579 |
High |
12,971 |
12,967 |
-4 |
0.0% |
12,982 |
Low |
12,845 |
12,740 |
-105 |
-0.8% |
12,573 |
Close |
12,862 |
12,957 |
95 |
0.7% |
12,961 |
Range |
126 |
227 |
101 |
80.2% |
409 |
ATR |
156 |
161 |
5 |
3.3% |
0 |
Volume |
125,648 |
171,456 |
45,808 |
36.5% |
393,473 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,569 |
13,490 |
13,082 |
|
R3 |
13,342 |
13,263 |
13,020 |
|
R2 |
13,115 |
13,115 |
12,999 |
|
R1 |
13,036 |
13,036 |
12,978 |
13,076 |
PP |
12,888 |
12,888 |
12,888 |
12,908 |
S1 |
12,809 |
12,809 |
12,936 |
12,849 |
S2 |
12,661 |
12,661 |
12,916 |
|
S3 |
12,434 |
12,582 |
12,895 |
|
S4 |
12,207 |
12,355 |
12,832 |
|
|
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 |
12,696 |
286 |
2.2% |
147 |
1.1% |
91% |
False |
False |
106,347 |
10 |
12,982 |
12,435 |
547 |
4.2% |
158 |
1.2% |
95% |
False |
False |
126,885 |
20 |
13,251 |
12,435 |
816 |
6.3% |
176 |
1.4% |
64% |
False |
False |
130,273 |
40 |
13,599 |
12,435 |
1,164 |
9.0% |
156 |
1.2% |
45% |
False |
False |
120,828 |
60 |
13,599 |
12,435 |
1,164 |
9.0% |
145 |
1.1% |
45% |
False |
False |
107,258 |
80 |
13,599 |
12,435 |
1,164 |
9.0% |
134 |
1.0% |
45% |
False |
False |
80,474 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
134 |
1.0% |
49% |
False |
False |
64,383 |
120 |
13,599 |
12,235 |
1,364 |
10.5% |
126 |
1.0% |
53% |
False |
False |
53,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,932 |
2.618 |
13,561 |
1.618 |
13,334 |
1.000 |
13,194 |
0.618 |
13,107 |
HIGH |
12,967 |
0.618 |
12,880 |
0.500 |
12,854 |
0.382 |
12,827 |
LOW |
12,740 |
0.618 |
12,600 |
1.000 |
12,513 |
1.618 |
12,373 |
2.618 |
12,146 |
4.250 |
11,775 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,923 |
12,923 |
PP |
12,888 |
12,889 |
S1 |
12,854 |
12,856 |
|