Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,867 |
12,961 |
94 |
0.7% |
12,579 |
High |
12,967 |
13,049 |
82 |
0.6% |
12,982 |
Low |
12,740 |
12,939 |
199 |
1.6% |
12,573 |
Close |
12,957 |
13,021 |
64 |
0.5% |
12,961 |
Range |
227 |
110 |
-117 |
-51.5% |
409 |
ATR |
161 |
157 |
-4 |
-2.3% |
0 |
Volume |
171,456 |
136,755 |
-34,701 |
-20.2% |
393,473 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,333 |
13,287 |
13,082 |
|
R3 |
13,223 |
13,177 |
13,051 |
|
R2 |
13,113 |
13,113 |
13,041 |
|
R1 |
13,067 |
13,067 |
13,031 |
13,090 |
PP |
13,003 |
13,003 |
13,003 |
13,015 |
S1 |
12,957 |
12,957 |
13,011 |
12,980 |
S2 |
12,893 |
12,893 |
13,001 |
|
S3 |
12,783 |
12,847 |
12,991 |
|
S4 |
12,673 |
12,737 |
12,961 |
|
|
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 |
13,049 |
12,740 |
309 |
2.4% |
145 |
1.1% |
91% |
True |
False |
117,186 |
10 |
13,049 |
12,435 |
614 |
4.7% |
140 |
1.1% |
95% |
True |
False |
123,819 |
20 |
13,251 |
12,435 |
816 |
6.3% |
175 |
1.3% |
72% |
False |
False |
131,514 |
40 |
13,599 |
12,435 |
1,164 |
8.9% |
156 |
1.2% |
50% |
False |
False |
121,265 |
60 |
13,599 |
12,435 |
1,164 |
8.9% |
146 |
1.1% |
50% |
False |
False |
109,533 |
80 |
13,599 |
12,435 |
1,164 |
8.9% |
134 |
1.0% |
50% |
False |
False |
82,183 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
134 |
1.0% |
54% |
False |
False |
65,750 |
120 |
13,599 |
12,323 |
1,276 |
9.8% |
124 |
1.0% |
55% |
False |
False |
54,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,517 |
2.618 |
13,337 |
1.618 |
13,227 |
1.000 |
13,159 |
0.618 |
13,117 |
HIGH |
13,049 |
0.618 |
13,007 |
0.500 |
12,994 |
0.382 |
12,981 |
LOW |
12,939 |
0.618 |
12,871 |
1.000 |
12,829 |
1.618 |
12,761 |
2.618 |
12,651 |
4.250 |
12,472 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,012 |
12,979 |
PP |
13,003 |
12,937 |
S1 |
12,994 |
12,895 |
|