Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,046.0 |
7,011.0 |
-35.0 |
-0.5% |
7,168.0 |
High |
7,062.0 |
7,134.5 |
72.5 |
1.0% |
7,205.0 |
Low |
6,953.0 |
7,011.0 |
58.0 |
0.8% |
6,953.0 |
Close |
6,962.5 |
7,129.0 |
166.5 |
2.4% |
6,962.5 |
Range |
109.0 |
123.5 |
14.5 |
13.3% |
252.0 |
ATR |
101.2 |
106.3 |
5.1 |
5.0% |
0.0 |
Volume |
1,449 |
702 |
-747 |
-51.6% |
5,528 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,462.0 |
7,419.0 |
7,196.9 |
|
R3 |
7,338.5 |
7,295.5 |
7,163.0 |
|
R2 |
7,215.0 |
7,215.0 |
7,151.6 |
|
R1 |
7,172.0 |
7,172.0 |
7,140.3 |
7,193.5 |
PP |
7,091.5 |
7,091.5 |
7,091.5 |
7,102.3 |
S1 |
7,048.5 |
7,048.5 |
7,117.7 |
7,070.0 |
S2 |
6,968.0 |
6,968.0 |
7,106.4 |
|
S3 |
6,844.5 |
6,925.0 |
7,095.0 |
|
S4 |
6,721.0 |
6,801.5 |
7,061.1 |
|
|
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 |
7,190.0 |
6,953.0 |
237.0 |
3.3% |
109.2 |
1.5% |
74% |
False |
False |
1,183 |
10 |
7,436.5 |
6,953.0 |
483.5 |
6.8% |
115.2 |
1.6% |
36% |
False |
False |
1,567 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.8% |
100.9 |
1.4% |
36% |
False |
False |
1,453 |
40 |
7,450.5 |
6,953.0 |
497.5 |
7.0% |
90.3 |
1.3% |
35% |
False |
False |
891 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
88.1 |
1.2% |
40% |
False |
False |
1,319 |
80 |
7,475.0 |
6,570.0 |
905.0 |
12.7% |
85.0 |
1.2% |
62% |
False |
False |
998 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.9% |
85.4 |
1.2% |
70% |
False |
False |
806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,659.4 |
2.618 |
7,457.8 |
1.618 |
7,334.3 |
1.000 |
7,258.0 |
0.618 |
7,210.8 |
HIGH |
7,134.5 |
0.618 |
7,087.3 |
0.500 |
7,072.8 |
0.382 |
7,058.2 |
LOW |
7,011.0 |
0.618 |
6,934.7 |
1.000 |
6,887.5 |
1.618 |
6,811.2 |
2.618 |
6,687.7 |
4.250 |
6,486.1 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,110.3 |
7,100.6 |
PP |
7,091.5 |
7,072.2 |
S1 |
7,072.8 |
7,043.8 |
|