Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,404.00 |
1,397.50 |
-6.50 |
-0.5% |
1,360.75 |
High |
1,407.75 |
1,408.75 |
1.00 |
0.1% |
1,407.50 |
Low |
1,395.50 |
1,383.00 |
-12.50 |
-0.9% |
1,360.25 |
Close |
1,397.50 |
1,407.00 |
9.50 |
0.7% |
1,405.25 |
Range |
12.25 |
25.75 |
13.50 |
110.2% |
47.25 |
ATR |
18.47 |
18.99 |
0.52 |
2.8% |
0.00 |
Volume |
1,639,215 |
2,128,449 |
489,234 |
29.8% |
5,272,122 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.75 |
1,467.75 |
1,421.25 |
|
R3 |
1,451.00 |
1,442.00 |
1,414.00 |
|
R2 |
1,425.25 |
1,425.25 |
1,411.75 |
|
R1 |
1,416.25 |
1,416.25 |
1,409.25 |
1,420.75 |
PP |
1,399.50 |
1,399.50 |
1,399.50 |
1,402.00 |
S1 |
1,390.50 |
1,390.50 |
1,404.75 |
1,395.00 |
S2 |
1,373.75 |
1,373.75 |
1,402.25 |
|
S3 |
1,348.00 |
1,364.75 |
1,400.00 |
|
S4 |
1,322.25 |
1,339.00 |
1,392.75 |
|
|
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 |
1,408.75 |
1,377.00 |
31.75 |
2.3% |
16.25 |
1.2% |
94% |
True |
False |
1,394,065 |
10 |
1,408.75 |
1,340.25 |
68.50 |
4.9% |
18.50 |
1.3% |
97% |
True |
False |
1,773,141 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
20.75 |
1.5% |
73% |
False |
False |
1,881,301 |
40 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
18.75 |
1.3% |
53% |
False |
False |
1,730,377 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
17.50 |
1.2% |
52% |
False |
False |
1,572,104 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
15.75 |
1.1% |
52% |
False |
False |
1,180,187 |
100 |
1,468.00 |
1,313.25 |
154.75 |
11.0% |
16.50 |
1.2% |
61% |
False |
False |
944,618 |
120 |
1,468.00 |
1,292.00 |
176.00 |
12.5% |
16.75 |
1.2% |
65% |
False |
False |
787,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.25 |
2.618 |
1,476.25 |
1.618 |
1,450.50 |
1.000 |
1,434.50 |
0.618 |
1,424.75 |
HIGH |
1,408.75 |
0.618 |
1,399.00 |
0.500 |
1,396.00 |
0.382 |
1,392.75 |
LOW |
1,383.00 |
0.618 |
1,367.00 |
1.000 |
1,357.25 |
1.618 |
1,341.25 |
2.618 |
1,315.50 |
4.250 |
1,273.50 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,403.25 |
1,403.25 |
PP |
1,399.50 |
1,399.50 |
S1 |
1,396.00 |
1,396.00 |
|