Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,733.7 |
1,734.3 |
0.6 |
0.0% |
1,678.2 |
High |
1,741.3 |
1,740.1 |
-1.2 |
-0.1% |
1,741.3 |
Low |
1,729.2 |
1,727.8 |
-1.4 |
-0.1% |
1,674.7 |
Close |
1,733.2 |
1,733.2 |
0.0 |
0.0% |
1,733.2 |
Range |
12.1 |
12.3 |
0.2 |
1.7% |
66.6 |
ATR |
19.8 |
19.3 |
-0.5 |
-2.7% |
0.0 |
Volume |
20,292 |
21,890 |
1,598 |
7.9% |
76,503 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.6 |
1,764.2 |
1,740.0 |
|
R3 |
1,758.3 |
1,751.9 |
1,736.6 |
|
R2 |
1,746.0 |
1,746.0 |
1,735.5 |
|
R1 |
1,739.6 |
1,739.6 |
1,734.3 |
1,736.7 |
PP |
1,733.7 |
1,733.7 |
1,733.7 |
1,732.2 |
S1 |
1,727.3 |
1,727.3 |
1,732.1 |
1,724.4 |
S2 |
1,721.4 |
1,721.4 |
1,730.9 |
|
S3 |
1,709.1 |
1,715.0 |
1,729.8 |
|
S4 |
1,696.8 |
1,702.7 |
1,726.4 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.2 |
1,891.3 |
1,769.8 |
|
R3 |
1,849.6 |
1,824.7 |
1,751.5 |
|
R2 |
1,783.0 |
1,783.0 |
1,745.4 |
|
R1 |
1,758.1 |
1,758.1 |
1,739.3 |
1,770.6 |
PP |
1,716.4 |
1,716.4 |
1,716.4 |
1,722.6 |
S1 |
1,691.5 |
1,691.5 |
1,727.1 |
1,704.0 |
S2 |
1,649.8 |
1,649.8 |
1,721.0 |
|
S3 |
1,583.2 |
1,624.9 |
1,714.9 |
|
S4 |
1,516.6 |
1,558.3 |
1,696.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,741.3 |
1,686.1 |
55.2 |
3.2% |
22.4 |
1.3% |
85% |
False |
False |
16,875 |
10 |
1,741.3 |
1,674.7 |
66.6 |
3.8% |
20.4 |
1.2% |
88% |
False |
False |
12,162 |
20 |
1,756.5 |
1,674.7 |
81.8 |
4.7% |
18.3 |
1.1% |
72% |
False |
False |
9,606 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
18.3 |
1.1% |
47% |
False |
False |
6,470 |
60 |
1,800.0 |
1,617.2 |
182.8 |
10.5% |
18.8 |
1.1% |
63% |
False |
False |
4,958 |
80 |
1,800.0 |
1,569.9 |
230.1 |
13.3% |
17.7 |
1.0% |
71% |
False |
False |
3,998 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
17.7 |
1.0% |
73% |
False |
False |
3,357 |
120 |
1,800.0 |
1,540.0 |
260.0 |
15.0% |
18.6 |
1.1% |
74% |
False |
False |
2,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.4 |
2.618 |
1,772.3 |
1.618 |
1,760.0 |
1.000 |
1,752.4 |
0.618 |
1,747.7 |
HIGH |
1,740.1 |
0.618 |
1,735.4 |
0.500 |
1,734.0 |
0.382 |
1,732.5 |
LOW |
1,727.8 |
0.618 |
1,720.2 |
1.000 |
1,715.5 |
1.618 |
1,707.9 |
2.618 |
1,695.6 |
4.250 |
1,675.5 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,734.0 |
1,731.5 |
PP |
1,733.7 |
1,729.8 |
S1 |
1,733.5 |
1,728.2 |
|