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 |
7,222.0 |
7,168.0 |
-54.0 |
-0.7% |
7,330.0 |
High |
7,236.0 |
7,205.0 |
-31.0 |
-0.4% |
7,436.5 |
Low |
7,070.0 |
7,151.0 |
81.0 |
1.1% |
7,070.0 |
Close |
7,173.0 |
7,174.5 |
1.5 |
0.0% |
7,173.0 |
Range |
166.0 |
54.0 |
-112.0 |
-67.5% |
366.5 |
ATR |
99.8 |
96.5 |
-3.3 |
-3.3% |
0.0 |
Volume |
2,184 |
315 |
-1,869 |
-85.6% |
10,988 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,338.8 |
7,310.7 |
7,204.2 |
|
R3 |
7,284.8 |
7,256.7 |
7,189.4 |
|
R2 |
7,230.8 |
7,230.8 |
7,184.4 |
|
R1 |
7,202.7 |
7,202.7 |
7,179.5 |
7,216.8 |
PP |
7,176.8 |
7,176.8 |
7,176.8 |
7,183.9 |
S1 |
7,148.7 |
7,148.7 |
7,169.6 |
7,162.8 |
S2 |
7,122.8 |
7,122.8 |
7,164.6 |
|
S3 |
7,068.8 |
7,094.7 |
7,159.7 |
|
S4 |
7,014.8 |
7,040.7 |
7,144.8 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,326.0 |
8,116.0 |
7,374.6 |
|
R3 |
7,959.5 |
7,749.5 |
7,273.8 |
|
R2 |
7,593.0 |
7,593.0 |
7,240.2 |
|
R1 |
7,383.0 |
7,383.0 |
7,206.6 |
7,304.8 |
PP |
7,226.5 |
7,226.5 |
7,226.5 |
7,187.4 |
S1 |
7,016.5 |
7,016.5 |
7,139.4 |
6,938.3 |
S2 |
6,860.0 |
6,860.0 |
7,105.8 |
|
S3 |
6,493.5 |
6,650.0 |
7,072.2 |
|
S4 |
6,127.0 |
6,283.5 |
6,971.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,436.5 |
7,070.0 |
366.5 |
5.1% |
121.2 |
1.7% |
29% |
False |
False |
1,952 |
10 |
7,436.5 |
7,070.0 |
366.5 |
5.1% |
98.7 |
1.4% |
29% |
False |
False |
1,571 |
20 |
7,450.5 |
7,070.0 |
380.5 |
5.3% |
91.4 |
1.3% |
27% |
False |
False |
1,198 |
40 |
7,475.0 |
7,070.0 |
405.0 |
5.6% |
85.8 |
1.2% |
26% |
False |
False |
1,453 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
85.6 |
1.2% |
48% |
False |
False |
1,224 |
80 |
7,475.0 |
6,339.5 |
1,135.5 |
15.8% |
86.6 |
1.2% |
74% |
False |
False |
928 |
100 |
7,475.0 |
6,122.0 |
1,353.0 |
18.9% |
82.9 |
1.2% |
78% |
False |
False |
749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,434.5 |
2.618 |
7,346.4 |
1.618 |
7,292.4 |
1.000 |
7,259.0 |
0.618 |
7,238.4 |
HIGH |
7,205.0 |
0.618 |
7,184.4 |
0.500 |
7,178.0 |
0.382 |
7,171.6 |
LOW |
7,151.0 |
0.618 |
7,117.6 |
1.000 |
7,097.0 |
1.618 |
7,063.6 |
2.618 |
7,009.6 |
4.250 |
6,921.5 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,178.0 |
7,180.3 |
PP |
7,176.8 |
7,178.3 |
S1 |
7,175.7 |
7,176.4 |
|