Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,373.25 |
1,354.00 |
-19.25 |
-1.4% |
1,402.75 |
High |
1,381.75 |
1,359.00 |
-22.75 |
-1.6% |
1,431.75 |
Low |
1,349.50 |
1,345.25 |
-4.25 |
-0.3% |
1,363.50 |
Close |
1,353.00 |
1,351.25 |
-1.75 |
-0.1% |
1,375.75 |
Range |
32.25 |
13.75 |
-18.50 |
-57.4% |
68.25 |
ATR |
20.67 |
20.18 |
-0.49 |
-2.4% |
0.00 |
Volume |
2,448,722 |
2,416,674 |
-32,048 |
-1.3% |
11,234,453 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.00 |
1,386.00 |
1,358.75 |
|
R3 |
1,379.25 |
1,372.25 |
1,355.00 |
|
R2 |
1,365.50 |
1,365.50 |
1,353.75 |
|
R1 |
1,358.50 |
1,358.50 |
1,352.50 |
1,355.00 |
PP |
1,351.75 |
1,351.75 |
1,351.75 |
1,350.25 |
S1 |
1,344.75 |
1,344.75 |
1,350.00 |
1,341.50 |
S2 |
1,338.00 |
1,338.00 |
1,348.75 |
|
S3 |
1,324.25 |
1,331.00 |
1,347.50 |
|
S4 |
1,310.50 |
1,317.25 |
1,343.75 |
|
|
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 |
1,388.00 |
1,345.25 |
42.75 |
3.2% |
20.00 |
1.5% |
14% |
False |
True |
2,100,797 |
10 |
1,431.75 |
1,345.25 |
86.50 |
6.4% |
23.25 |
1.7% |
7% |
False |
True |
2,127,812 |
20 |
1,453.50 |
1,345.25 |
108.25 |
8.0% |
21.50 |
1.6% |
6% |
False |
True |
1,862,925 |
40 |
1,466.00 |
1,345.25 |
120.75 |
8.9% |
18.25 |
1.4% |
5% |
False |
True |
1,754,822 |
60 |
1,468.00 |
1,345.25 |
122.75 |
9.1% |
16.50 |
1.2% |
5% |
False |
True |
1,358,526 |
80 |
1,468.00 |
1,343.00 |
125.00 |
9.3% |
16.00 |
1.2% |
7% |
False |
False |
1,019,629 |
100 |
1,468.00 |
1,300.50 |
167.50 |
12.4% |
16.50 |
1.2% |
30% |
False |
False |
816,071 |
120 |
1,468.00 |
1,250.00 |
218.00 |
16.1% |
17.25 |
1.3% |
46% |
False |
False |
680,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.50 |
2.618 |
1,395.00 |
1.618 |
1,381.25 |
1.000 |
1,372.75 |
0.618 |
1,367.50 |
HIGH |
1,359.00 |
0.618 |
1,353.75 |
0.500 |
1,352.00 |
0.382 |
1,350.50 |
LOW |
1,345.25 |
0.618 |
1,336.75 |
1.000 |
1,331.50 |
1.618 |
1,323.00 |
2.618 |
1,309.25 |
4.250 |
1,286.75 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,352.00 |
1,365.75 |
PP |
1,351.75 |
1,361.00 |
S1 |
1,351.50 |
1,356.00 |
|