Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,378.25 |
1,373.25 |
-5.00 |
-0.4% |
1,402.75 |
High |
1,386.25 |
1,381.75 |
-4.50 |
-0.3% |
1,431.75 |
Low |
1,365.75 |
1,349.50 |
-16.25 |
-1.2% |
1,363.50 |
Close |
1,371.00 |
1,353.00 |
-18.00 |
-1.3% |
1,375.75 |
Range |
20.50 |
32.25 |
11.75 |
57.3% |
68.25 |
ATR |
19.78 |
20.67 |
0.89 |
4.5% |
0.00 |
Volume |
1,950,603 |
2,448,722 |
498,119 |
25.5% |
11,234,453 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.25 |
1,437.75 |
1,370.75 |
|
R3 |
1,426.00 |
1,405.50 |
1,361.75 |
|
R2 |
1,393.75 |
1,393.75 |
1,359.00 |
|
R1 |
1,373.25 |
1,373.25 |
1,356.00 |
1,367.50 |
PP |
1,361.50 |
1,361.50 |
1,361.50 |
1,358.50 |
S1 |
1,341.00 |
1,341.00 |
1,350.00 |
1,335.00 |
S2 |
1,329.25 |
1,329.25 |
1,347.00 |
|
S3 |
1,297.00 |
1,308.75 |
1,344.25 |
|
S4 |
1,264.75 |
1,276.50 |
1,335.25 |
|
|
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 |
1,397.50 |
1,349.50 |
48.00 |
3.5% |
22.25 |
1.6% |
7% |
False |
True |
2,140,538 |
10 |
1,431.75 |
1,349.50 |
82.25 |
6.1% |
24.50 |
1.8% |
4% |
False |
True |
2,056,742 |
20 |
1,459.75 |
1,349.50 |
110.25 |
8.1% |
21.50 |
1.6% |
3% |
False |
True |
1,832,389 |
40 |
1,466.00 |
1,349.50 |
116.50 |
8.6% |
18.25 |
1.4% |
3% |
False |
True |
1,738,010 |
60 |
1,468.00 |
1,349.50 |
118.50 |
8.8% |
16.75 |
1.2% |
3% |
False |
True |
1,318,413 |
80 |
1,468.00 |
1,321.25 |
146.75 |
10.8% |
16.25 |
1.2% |
22% |
False |
False |
989,445 |
100 |
1,468.00 |
1,300.50 |
167.50 |
12.4% |
16.50 |
1.2% |
31% |
False |
False |
791,922 |
120 |
1,468.00 |
1,250.00 |
218.00 |
16.1% |
17.25 |
1.3% |
47% |
False |
False |
660,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.75 |
2.618 |
1,466.25 |
1.618 |
1,434.00 |
1.000 |
1,414.00 |
0.618 |
1,401.75 |
HIGH |
1,381.75 |
0.618 |
1,369.50 |
0.500 |
1,365.50 |
0.382 |
1,361.75 |
LOW |
1,349.50 |
0.618 |
1,329.50 |
1.000 |
1,317.25 |
1.618 |
1,297.25 |
2.618 |
1,265.00 |
4.250 |
1,212.50 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,365.50 |
1,368.00 |
PP |
1,361.50 |
1,363.00 |
S1 |
1,357.25 |
1,358.00 |
|