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 |
1,752.1 |
1,743.9 |
-8.2 |
-0.5% |
1,716.9 |
High |
1,754.2 |
1,745.5 |
-8.7 |
-0.5% |
1,757.1 |
Low |
1,742.8 |
1,707.9 |
-34.9 |
-2.0% |
1,715.6 |
Close |
1,744.8 |
1,718.8 |
-26.0 |
-1.5% |
1,753.8 |
Range |
11.4 |
37.6 |
26.2 |
229.8% |
41.5 |
ATR |
17.4 |
18.8 |
1.4 |
8.3% |
0.0 |
Volume |
69,219 |
100,103 |
30,884 |
44.6% |
89,986 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.9 |
1,815.4 |
1,739.5 |
|
R3 |
1,799.3 |
1,777.8 |
1,729.1 |
|
R2 |
1,761.7 |
1,761.7 |
1,725.7 |
|
R1 |
1,740.2 |
1,740.2 |
1,722.2 |
1,732.2 |
PP |
1,724.1 |
1,724.1 |
1,724.1 |
1,720.0 |
S1 |
1,702.6 |
1,702.6 |
1,715.4 |
1,694.6 |
S2 |
1,686.5 |
1,686.5 |
1,711.9 |
|
S3 |
1,648.9 |
1,665.0 |
1,708.5 |
|
S4 |
1,611.3 |
1,627.4 |
1,698.1 |
|
|
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 |
1,707.9 |
49.2 |
2.9% |
19.2 |
1.1% |
22% |
False |
True |
53,666 |
10 |
1,757.1 |
1,707.0 |
50.1 |
2.9% |
17.9 |
1.0% |
24% |
False |
False |
35,044 |
20 |
1,757.1 |
1,674.7 |
82.4 |
4.8% |
19.5 |
1.1% |
54% |
False |
False |
24,561 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
17.8 |
1.0% |
35% |
False |
False |
14,831 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.9 |
1.1% |
35% |
False |
False |
10,961 |
80 |
1,800.0 |
1,598.0 |
202.0 |
11.8% |
17.9 |
1.0% |
60% |
False |
False |
8,492 |
100 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
17.5 |
1.0% |
65% |
False |
False |
7,007 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.8 |
1.0% |
67% |
False |
False |
5,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,905.3 |
2.618 |
1,843.9 |
1.618 |
1,806.3 |
1.000 |
1,783.1 |
0.618 |
1,768.7 |
HIGH |
1,745.5 |
0.618 |
1,731.1 |
0.500 |
1,726.7 |
0.382 |
1,722.3 |
LOW |
1,707.9 |
0.618 |
1,684.7 |
1.000 |
1,670.3 |
1.618 |
1,647.1 |
2.618 |
1,609.5 |
4.250 |
1,548.1 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,726.7 |
1,731.3 |
PP |
1,724.1 |
1,727.1 |
S1 |
1,721.4 |
1,723.0 |
|