Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,354.00 |
1,351.50 |
-2.50 |
-0.2% |
1,375.25 |
High |
1,359.00 |
1,360.50 |
1.50 |
0.1% |
1,386.25 |
Low |
1,345.25 |
1,340.25 |
-5.00 |
-0.4% |
1,340.25 |
Close |
1,351.25 |
1,359.75 |
8.50 |
0.6% |
1,359.75 |
Range |
13.75 |
20.25 |
6.50 |
47.3% |
46.00 |
ATR |
20.18 |
20.18 |
0.01 |
0.0% |
0.00 |
Volume |
2,416,674 |
2,605,521 |
188,847 |
7.8% |
10,560,185 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.25 |
1,407.25 |
1,371.00 |
|
R3 |
1,394.00 |
1,387.00 |
1,365.25 |
|
R2 |
1,373.75 |
1,373.75 |
1,363.50 |
|
R1 |
1,366.75 |
1,366.75 |
1,361.50 |
1,370.25 |
PP |
1,353.50 |
1,353.50 |
1,353.50 |
1,355.25 |
S1 |
1,346.50 |
1,346.50 |
1,358.00 |
1,350.00 |
S2 |
1,333.25 |
1,333.25 |
1,356.00 |
|
S3 |
1,313.00 |
1,326.25 |
1,354.25 |
|
S4 |
1,292.75 |
1,306.00 |
1,348.50 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.00 |
1,476.00 |
1,385.00 |
|
R3 |
1,454.00 |
1,430.00 |
1,372.50 |
|
R2 |
1,408.00 |
1,408.00 |
1,368.25 |
|
R1 |
1,384.00 |
1,384.00 |
1,364.00 |
1,373.00 |
PP |
1,362.00 |
1,362.00 |
1,362.00 |
1,356.50 |
S1 |
1,338.00 |
1,338.00 |
1,355.50 |
1,327.00 |
S2 |
1,316.00 |
1,316.00 |
1,351.25 |
|
S3 |
1,270.00 |
1,292.00 |
1,347.00 |
|
S4 |
1,224.00 |
1,246.00 |
1,334.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,386.25 |
1,340.25 |
46.00 |
3.4% |
19.25 |
1.4% |
42% |
False |
True |
2,112,037 |
10 |
1,431.75 |
1,340.25 |
91.50 |
6.7% |
22.50 |
1.7% |
21% |
False |
True |
2,179,463 |
20 |
1,433.25 |
1,340.25 |
93.00 |
6.8% |
21.00 |
1.5% |
21% |
False |
True |
1,873,153 |
40 |
1,466.00 |
1,340.25 |
125.75 |
9.2% |
18.50 |
1.4% |
16% |
False |
True |
1,779,827 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.4% |
16.50 |
1.2% |
15% |
False |
True |
1,401,930 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.4% |
15.75 |
1.2% |
15% |
False |
True |
1,052,177 |
100 |
1,468.00 |
1,309.75 |
158.25 |
11.6% |
16.50 |
1.2% |
32% |
False |
False |
842,117 |
120 |
1,468.00 |
1,250.00 |
218.00 |
16.0% |
17.25 |
1.3% |
50% |
False |
False |
701,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.50 |
2.618 |
1,413.50 |
1.618 |
1,393.25 |
1.000 |
1,380.75 |
0.618 |
1,373.00 |
HIGH |
1,360.50 |
0.618 |
1,352.75 |
0.500 |
1,350.50 |
0.382 |
1,348.00 |
LOW |
1,340.25 |
0.618 |
1,327.75 |
1.000 |
1,320.00 |
1.618 |
1,307.50 |
2.618 |
1,287.25 |
4.250 |
1,254.25 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,356.50 |
1,361.00 |
PP |
1,353.50 |
1,360.50 |
S1 |
1,350.50 |
1,360.25 |
|