Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,390.50 |
1,403.25 |
12.75 |
0.9% |
1,360.75 |
High |
1,407.50 |
1,405.00 |
-2.50 |
-0.2% |
1,407.50 |
Low |
1,387.25 |
1,395.00 |
7.75 |
0.6% |
1,360.25 |
Close |
1,405.25 |
1,403.25 |
-2.00 |
-0.1% |
1,405.25 |
Range |
20.25 |
10.00 |
-10.25 |
-50.6% |
47.25 |
ATR |
19.62 |
18.95 |
-0.67 |
-3.4% |
0.00 |
Volume |
913,304 |
1,220,715 |
307,411 |
33.7% |
5,272,122 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.00 |
1,427.25 |
1,408.75 |
|
R3 |
1,421.00 |
1,417.25 |
1,406.00 |
|
R2 |
1,411.00 |
1,411.00 |
1,405.00 |
|
R1 |
1,407.25 |
1,407.25 |
1,404.25 |
1,408.25 |
PP |
1,401.00 |
1,401.00 |
1,401.00 |
1,401.50 |
S1 |
1,397.25 |
1,397.25 |
1,402.25 |
1,398.25 |
S2 |
1,391.00 |
1,391.00 |
1,401.50 |
|
S3 |
1,381.00 |
1,387.25 |
1,400.50 |
|
S4 |
1,371.00 |
1,377.25 |
1,397.75 |
|
|
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 |
1,360.25 |
47.25 |
3.4% |
16.50 |
1.2% |
91% |
False |
False |
1,298,567 |
10 |
1,407.50 |
1,340.25 |
67.25 |
4.8% |
17.75 |
1.3% |
94% |
False |
False |
1,705,302 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
20.50 |
1.5% |
69% |
False |
False |
1,710,944 |
40 |
1,466.00 |
1,340.25 |
125.75 |
9.0% |
18.75 |
1.3% |
50% |
False |
False |
1,724,023 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
17.00 |
1.2% |
49% |
False |
False |
1,509,898 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
15.50 |
1.1% |
49% |
False |
False |
1,133,164 |
100 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
16.25 |
1.2% |
58% |
False |
False |
906,963 |
120 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
17.00 |
1.2% |
63% |
False |
False |
755,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.50 |
2.618 |
1,431.25 |
1.618 |
1,421.25 |
1.000 |
1,415.00 |
0.618 |
1,411.25 |
HIGH |
1,405.00 |
0.618 |
1,401.25 |
0.500 |
1,400.00 |
0.382 |
1,398.75 |
LOW |
1,395.00 |
0.618 |
1,388.75 |
1.000 |
1,385.00 |
1.618 |
1,378.75 |
2.618 |
1,368.75 |
4.250 |
1,352.50 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,402.25 |
1,399.50 |
PP |
1,401.00 |
1,396.00 |
S1 |
1,400.00 |
1,392.25 |
|