Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,403.25 |
1,404.00 |
0.75 |
0.1% |
1,360.75 |
High |
1,405.00 |
1,407.75 |
2.75 |
0.2% |
1,407.50 |
Low |
1,395.00 |
1,395.50 |
0.50 |
0.0% |
1,360.25 |
Close |
1,403.25 |
1,397.50 |
-5.75 |
-0.4% |
1,405.25 |
Range |
10.00 |
12.25 |
2.25 |
22.5% |
47.25 |
ATR |
18.95 |
18.47 |
-0.48 |
-2.5% |
0.00 |
Volume |
1,220,715 |
1,639,215 |
418,500 |
34.3% |
5,272,122 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.00 |
1,429.50 |
1,404.25 |
|
R3 |
1,424.75 |
1,417.25 |
1,400.75 |
|
R2 |
1,412.50 |
1,412.50 |
1,399.75 |
|
R1 |
1,405.00 |
1,405.00 |
1,398.50 |
1,402.50 |
PP |
1,400.25 |
1,400.25 |
1,400.25 |
1,399.00 |
S1 |
1,392.75 |
1,392.75 |
1,396.50 |
1,390.50 |
S2 |
1,388.00 |
1,388.00 |
1,395.25 |
|
S3 |
1,375.75 |
1,380.50 |
1,394.25 |
|
S4 |
1,363.50 |
1,368.25 |
1,390.75 |
|
|
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 |
1,407.75 |
1,374.00 |
33.75 |
2.4% |
13.75 |
1.0% |
70% |
True |
False |
1,278,118 |
10 |
1,407.75 |
1,340.25 |
67.50 |
4.8% |
18.00 |
1.3% |
85% |
True |
False |
1,755,357 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
20.50 |
1.5% |
63% |
False |
False |
1,783,821 |
40 |
1,466.00 |
1,340.25 |
125.75 |
9.0% |
18.25 |
1.3% |
46% |
False |
False |
1,717,422 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
17.25 |
1.2% |
45% |
False |
False |
1,537,105 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
15.75 |
1.1% |
45% |
False |
False |
1,153,610 |
100 |
1,468.00 |
1,313.25 |
154.75 |
11.1% |
16.50 |
1.2% |
54% |
False |
False |
923,346 |
120 |
1,468.00 |
1,292.00 |
176.00 |
12.6% |
17.00 |
1.2% |
60% |
False |
False |
769,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,459.75 |
2.618 |
1,439.75 |
1.618 |
1,427.50 |
1.000 |
1,420.00 |
0.618 |
1,415.25 |
HIGH |
1,407.75 |
0.618 |
1,403.00 |
0.500 |
1,401.50 |
0.382 |
1,400.25 |
LOW |
1,395.50 |
0.618 |
1,388.00 |
1.000 |
1,383.25 |
1.618 |
1,375.75 |
2.618 |
1,363.50 |
4.250 |
1,343.50 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.50 |
1,397.50 |
PP |
1,400.25 |
1,397.50 |
S1 |
1,399.00 |
1,397.50 |
|