Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,386.00 |
1,390.50 |
4.50 |
0.3% |
1,360.75 |
High |
1,389.75 |
1,407.50 |
17.75 |
1.3% |
1,407.50 |
Low |
1,377.00 |
1,387.25 |
10.25 |
0.7% |
1,360.25 |
Close |
1,388.25 |
1,405.25 |
17.00 |
1.2% |
1,405.25 |
Range |
12.75 |
20.25 |
7.50 |
58.8% |
47.25 |
ATR |
19.57 |
19.62 |
0.05 |
0.2% |
0.00 |
Volume |
1,068,642 |
913,304 |
-155,338 |
-14.5% |
5,272,122 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.75 |
1,453.25 |
1,416.50 |
|
R3 |
1,440.50 |
1,433.00 |
1,410.75 |
|
R2 |
1,420.25 |
1,420.25 |
1,409.00 |
|
R1 |
1,412.75 |
1,412.75 |
1,407.00 |
1,416.50 |
PP |
1,400.00 |
1,400.00 |
1,400.00 |
1,402.00 |
S1 |
1,392.50 |
1,392.50 |
1,403.50 |
1,396.25 |
S2 |
1,379.75 |
1,379.75 |
1,401.50 |
|
S3 |
1,359.50 |
1,372.25 |
1,399.75 |
|
S4 |
1,339.25 |
1,352.00 |
1,394.00 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.75 |
1,516.25 |
1,431.25 |
|
R3 |
1,485.50 |
1,469.00 |
1,418.25 |
|
R2 |
1,438.25 |
1,438.25 |
1,414.00 |
|
R1 |
1,421.75 |
1,421.75 |
1,409.50 |
1,430.00 |
PP |
1,391.00 |
1,391.00 |
1,391.00 |
1,395.00 |
S1 |
1,374.50 |
1,374.50 |
1,401.00 |
1,382.75 |
S2 |
1,343.75 |
1,343.75 |
1,396.50 |
|
S3 |
1,296.50 |
1,327.25 |
1,392.25 |
|
S4 |
1,249.25 |
1,280.00 |
1,379.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,407.50 |
1,340.25 |
67.25 |
4.8% |
18.50 |
1.3% |
97% |
True |
False |
1,575,528 |
10 |
1,407.50 |
1,340.25 |
67.25 |
4.8% |
19.25 |
1.4% |
97% |
True |
False |
1,838,163 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
20.75 |
1.5% |
71% |
False |
False |
1,754,403 |
40 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
18.75 |
1.3% |
52% |
False |
False |
1,746,053 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
17.25 |
1.2% |
51% |
False |
False |
1,489,666 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
15.75 |
1.1% |
51% |
False |
False |
1,117,957 |
100 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
16.50 |
1.2% |
59% |
False |
False |
894,770 |
120 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
17.25 |
1.2% |
64% |
False |
False |
745,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.50 |
2.618 |
1,460.50 |
1.618 |
1,440.25 |
1.000 |
1,427.75 |
0.618 |
1,420.00 |
HIGH |
1,407.50 |
0.618 |
1,399.75 |
0.500 |
1,397.50 |
0.382 |
1,395.00 |
LOW |
1,387.25 |
0.618 |
1,374.75 |
1.000 |
1,367.00 |
1.618 |
1,354.50 |
2.618 |
1,334.25 |
4.250 |
1,301.25 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,402.50 |
1,400.50 |
PP |
1,400.00 |
1,395.50 |
S1 |
1,397.50 |
1,390.75 |
|