Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,057.5 |
7,046.0 |
-11.5 |
-0.2% |
7,168.0 |
High |
7,080.0 |
7,062.0 |
-18.0 |
-0.3% |
7,205.0 |
Low |
7,021.0 |
6,953.0 |
-68.0 |
-1.0% |
6,953.0 |
Close |
7,048.5 |
6,962.5 |
-86.0 |
-1.2% |
6,962.5 |
Range |
59.0 |
109.0 |
50.0 |
84.7% |
252.0 |
ATR |
100.6 |
101.2 |
0.6 |
0.6% |
0.0 |
Volume |
895 |
1,449 |
554 |
61.9% |
5,528 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,319.5 |
7,250.0 |
7,022.5 |
|
R3 |
7,210.5 |
7,141.0 |
6,992.5 |
|
R2 |
7,101.5 |
7,101.5 |
6,982.5 |
|
R1 |
7,032.0 |
7,032.0 |
6,972.5 |
7,012.3 |
PP |
6,992.5 |
6,992.5 |
6,992.5 |
6,982.6 |
S1 |
6,923.0 |
6,923.0 |
6,952.5 |
6,903.3 |
S2 |
6,883.5 |
6,883.5 |
6,942.5 |
|
S3 |
6,774.5 |
6,814.0 |
6,932.5 |
|
S4 |
6,665.5 |
6,705.0 |
6,902.6 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,796.2 |
7,631.3 |
7,101.1 |
|
R3 |
7,544.2 |
7,379.3 |
7,031.8 |
|
R2 |
7,292.2 |
7,292.2 |
7,008.7 |
|
R1 |
7,127.3 |
7,127.3 |
6,985.6 |
7,083.8 |
PP |
7,040.2 |
7,040.2 |
7,040.2 |
7,018.4 |
S1 |
6,875.3 |
6,875.3 |
6,939.4 |
6,831.8 |
S2 |
6,788.2 |
6,788.2 |
6,916.3 |
|
S3 |
6,536.2 |
6,623.3 |
6,893.2 |
|
S4 |
6,284.2 |
6,371.3 |
6,823.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,205.0 |
6,953.0 |
252.0 |
3.6% |
95.3 |
1.4% |
4% |
False |
True |
1,105 |
10 |
7,436.5 |
6,953.0 |
483.5 |
6.9% |
107.0 |
1.5% |
2% |
False |
True |
1,651 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.9% |
98.9 |
1.4% |
2% |
False |
True |
1,425 |
40 |
7,450.5 |
6,953.0 |
497.5 |
7.1% |
88.5 |
1.3% |
2% |
False |
True |
879 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.3% |
87.6 |
1.3% |
12% |
False |
False |
1,307 |
80 |
7,475.0 |
6,570.0 |
905.0 |
13.0% |
84.5 |
1.2% |
43% |
False |
False |
990 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
16.3% |
84.9 |
1.2% |
55% |
False |
False |
799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,525.3 |
2.618 |
7,347.4 |
1.618 |
7,238.4 |
1.000 |
7,171.0 |
0.618 |
7,129.4 |
HIGH |
7,062.0 |
0.618 |
7,020.4 |
0.500 |
7,007.5 |
0.382 |
6,994.6 |
LOW |
6,953.0 |
0.618 |
6,885.6 |
1.000 |
6,844.0 |
1.618 |
6,776.6 |
2.618 |
6,667.6 |
4.250 |
6,489.8 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,007.5 |
7,067.8 |
PP |
6,992.5 |
7,032.7 |
S1 |
6,977.5 |
6,997.6 |
|