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 |
1,754.7 |
1,752.1 |
-2.6 |
-0.1% |
1,716.9 |
High |
1,754.7 |
1,754.2 |
-0.5 |
0.0% |
1,757.1 |
Low |
1,748.3 |
1,742.8 |
-5.5 |
-0.3% |
1,715.6 |
Close |
1,752.0 |
1,744.8 |
-7.2 |
-0.4% |
1,753.8 |
Range |
6.4 |
11.4 |
5.0 |
78.1% |
41.5 |
ATR |
17.8 |
17.4 |
-0.5 |
-2.6% |
0.0 |
Volume |
46,051 |
69,219 |
23,168 |
50.3% |
89,986 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.5 |
1,774.5 |
1,751.1 |
|
R3 |
1,770.1 |
1,763.1 |
1,747.9 |
|
R2 |
1,758.7 |
1,758.7 |
1,746.9 |
|
R1 |
1,751.7 |
1,751.7 |
1,745.8 |
1,749.5 |
PP |
1,747.3 |
1,747.3 |
1,747.3 |
1,746.2 |
S1 |
1,740.3 |
1,740.3 |
1,743.8 |
1,738.1 |
S2 |
1,735.9 |
1,735.9 |
1,742.7 |
|
S3 |
1,724.5 |
1,728.9 |
1,741.7 |
|
S4 |
1,713.1 |
1,717.5 |
1,738.5 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.7 |
1,851.7 |
1,776.6 |
|
R3 |
1,825.2 |
1,810.2 |
1,765.2 |
|
R2 |
1,783.7 |
1,783.7 |
1,761.4 |
|
R1 |
1,768.7 |
1,768.7 |
1,757.6 |
1,776.2 |
PP |
1,742.2 |
1,742.2 |
1,742.2 |
1,745.9 |
S1 |
1,727.2 |
1,727.2 |
1,750.0 |
1,734.7 |
S2 |
1,700.7 |
1,700.7 |
1,746.2 |
|
S3 |
1,659.2 |
1,685.7 |
1,742.4 |
|
S4 |
1,617.7 |
1,644.2 |
1,731.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,757.1 |
1,720.6 |
36.5 |
2.1% |
14.5 |
0.8% |
66% |
False |
False |
35,877 |
10 |
1,757.1 |
1,707.0 |
50.1 |
2.9% |
15.7 |
0.9% |
75% |
False |
False |
27,191 |
20 |
1,757.1 |
1,674.7 |
82.4 |
4.7% |
18.1 |
1.0% |
85% |
False |
False |
19,677 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
17.1 |
1.0% |
56% |
False |
False |
12,403 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
18.5 |
1.1% |
56% |
False |
False |
9,307 |
80 |
1,800.0 |
1,598.0 |
202.0 |
11.6% |
17.5 |
1.0% |
73% |
False |
False |
7,249 |
100 |
1,800.0 |
1,564.7 |
235.3 |
13.5% |
17.2 |
1.0% |
77% |
False |
False |
6,009 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.0% |
17.7 |
1.0% |
77% |
False |
False |
5,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.7 |
2.618 |
1,784.0 |
1.618 |
1,772.6 |
1.000 |
1,765.6 |
0.618 |
1,761.2 |
HIGH |
1,754.2 |
0.618 |
1,749.8 |
0.500 |
1,748.5 |
0.382 |
1,747.2 |
LOW |
1,742.8 |
0.618 |
1,735.8 |
1.000 |
1,731.4 |
1.618 |
1,724.4 |
2.618 |
1,713.0 |
4.250 |
1,694.4 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,748.5 |
1,744.4 |
PP |
1,747.3 |
1,744.0 |
S1 |
1,746.0 |
1,743.6 |
|