Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,375.25 |
1,378.25 |
3.00 |
0.2% |
1,402.75 |
High |
1,381.75 |
1,386.25 |
4.50 |
0.3% |
1,431.75 |
Low |
1,372.50 |
1,365.75 |
-6.75 |
-0.5% |
1,363.50 |
Close |
1,378.25 |
1,371.00 |
-7.25 |
-0.5% |
1,375.75 |
Range |
9.25 |
20.50 |
11.25 |
121.6% |
68.25 |
ATR |
19.73 |
19.78 |
0.06 |
0.3% |
0.00 |
Volume |
1,138,665 |
1,950,603 |
811,938 |
71.3% |
11,234,453 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.75 |
1,424.00 |
1,382.25 |
|
R3 |
1,415.25 |
1,403.50 |
1,376.75 |
|
R2 |
1,394.75 |
1,394.75 |
1,374.75 |
|
R1 |
1,383.00 |
1,383.00 |
1,373.00 |
1,378.50 |
PP |
1,374.25 |
1,374.25 |
1,374.25 |
1,372.25 |
S1 |
1,362.50 |
1,362.50 |
1,369.00 |
1,358.00 |
S2 |
1,353.75 |
1,353.75 |
1,367.25 |
|
S3 |
1,333.25 |
1,342.00 |
1,365.25 |
|
S4 |
1,312.75 |
1,321.50 |
1,359.75 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.00 |
1,553.75 |
1,413.25 |
|
R3 |
1,526.75 |
1,485.50 |
1,394.50 |
|
R2 |
1,458.50 |
1,458.50 |
1,388.25 |
|
R1 |
1,417.25 |
1,417.25 |
1,382.00 |
1,403.75 |
PP |
1,390.25 |
1,390.25 |
1,390.25 |
1,383.50 |
S1 |
1,349.00 |
1,349.00 |
1,369.50 |
1,335.50 |
S2 |
1,322.00 |
1,322.00 |
1,363.25 |
|
S3 |
1,253.75 |
1,280.75 |
1,357.00 |
|
S4 |
1,185.50 |
1,212.50 |
1,338.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,431.75 |
1,363.50 |
68.25 |
5.0% |
25.50 |
1.9% |
11% |
False |
False |
2,290,707 |
10 |
1,431.75 |
1,363.50 |
68.25 |
5.0% |
23.00 |
1.7% |
11% |
False |
False |
1,989,461 |
20 |
1,459.75 |
1,363.50 |
96.25 |
7.0% |
20.50 |
1.5% |
8% |
False |
False |
1,786,673 |
40 |
1,466.00 |
1,363.50 |
102.50 |
7.5% |
17.75 |
1.3% |
7% |
False |
False |
1,718,251 |
60 |
1,468.00 |
1,363.50 |
104.50 |
7.6% |
16.25 |
1.2% |
7% |
False |
False |
1,277,638 |
80 |
1,468.00 |
1,314.25 |
153.75 |
11.2% |
16.00 |
1.2% |
37% |
False |
False |
958,852 |
100 |
1,468.00 |
1,297.00 |
171.00 |
12.5% |
16.50 |
1.2% |
43% |
False |
False |
767,441 |
120 |
1,468.00 |
1,250.00 |
218.00 |
15.9% |
17.00 |
1.2% |
56% |
False |
False |
639,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.50 |
2.618 |
1,440.00 |
1.618 |
1,419.50 |
1.000 |
1,406.75 |
0.618 |
1,399.00 |
HIGH |
1,386.25 |
0.618 |
1,378.50 |
0.500 |
1,376.00 |
0.382 |
1,373.50 |
LOW |
1,365.75 |
0.618 |
1,353.00 |
1.000 |
1,345.25 |
1.618 |
1,332.50 |
2.618 |
1,312.00 |
4.250 |
1,278.50 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,376.00 |
1,375.75 |
PP |
1,374.25 |
1,374.25 |
S1 |
1,372.75 |
1,372.50 |
|