Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,734.3 |
1,730.6 |
-3.7 |
-0.2% |
1,678.2 |
High |
1,740.1 |
1,735.3 |
-4.8 |
-0.3% |
1,741.3 |
Low |
1,727.8 |
1,719.8 |
-8.0 |
-0.5% |
1,674.7 |
Close |
1,733.2 |
1,727.1 |
-6.1 |
-0.4% |
1,733.2 |
Range |
12.3 |
15.5 |
3.2 |
26.0% |
66.6 |
ATR |
19.3 |
19.0 |
-0.3 |
-1.4% |
0.0 |
Volume |
21,890 |
21,572 |
-318 |
-1.5% |
76,503 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.9 |
1,766.0 |
1,735.6 |
|
R3 |
1,758.4 |
1,750.5 |
1,731.4 |
|
R2 |
1,742.9 |
1,742.9 |
1,729.9 |
|
R1 |
1,735.0 |
1,735.0 |
1,728.5 |
1,731.2 |
PP |
1,727.4 |
1,727.4 |
1,727.4 |
1,725.5 |
S1 |
1,719.5 |
1,719.5 |
1,725.7 |
1,715.7 |
S2 |
1,711.9 |
1,711.9 |
1,724.3 |
|
S3 |
1,696.4 |
1,704.0 |
1,722.8 |
|
S4 |
1,680.9 |
1,688.5 |
1,718.6 |
|
|
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 |
1,705.7 |
35.6 |
2.1% |
18.3 |
1.1% |
60% |
False |
False |
20,191 |
10 |
1,741.3 |
1,674.7 |
66.6 |
3.9% |
21.1 |
1.2% |
79% |
False |
False |
14,077 |
20 |
1,756.5 |
1,674.7 |
81.8 |
4.7% |
18.4 |
1.1% |
64% |
False |
False |
10,306 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.1 |
1.0% |
42% |
False |
False |
6,992 |
60 |
1,800.0 |
1,623.4 |
176.6 |
10.2% |
18.9 |
1.1% |
59% |
False |
False |
5,303 |
80 |
1,800.0 |
1,581.3 |
218.7 |
12.7% |
17.7 |
1.0% |
67% |
False |
False |
4,256 |
100 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
17.8 |
1.0% |
70% |
False |
False |
3,570 |
120 |
1,800.0 |
1,540.0 |
260.0 |
15.1% |
18.6 |
1.1% |
72% |
False |
False |
3,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.2 |
2.618 |
1,775.9 |
1.618 |
1,760.4 |
1.000 |
1,750.8 |
0.618 |
1,744.9 |
HIGH |
1,735.3 |
0.618 |
1,729.4 |
0.500 |
1,727.6 |
0.382 |
1,725.7 |
LOW |
1,719.8 |
0.618 |
1,710.2 |
1.000 |
1,704.3 |
1.618 |
1,694.7 |
2.618 |
1,679.2 |
4.250 |
1,653.9 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,727.6 |
1,730.6 |
PP |
1,727.4 |
1,729.4 |
S1 |
1,727.3 |
1,728.3 |
|