Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,110.0 |
7,151.5 |
41.5 |
0.6% |
7,168.0 |
High |
7,191.0 |
7,200.5 |
9.5 |
0.1% |
7,205.0 |
Low |
7,096.5 |
7,140.5 |
44.0 |
0.6% |
6,953.0 |
Close |
7,179.0 |
7,191.5 |
12.5 |
0.2% |
6,962.5 |
Range |
94.5 |
60.0 |
-34.5 |
-36.5% |
252.0 |
ATR |
105.5 |
102.2 |
-3.2 |
-3.1% |
0.0 |
Volume |
1,812 |
443 |
-1,369 |
-75.6% |
5,528 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,357.5 |
7,334.5 |
7,224.5 |
|
R3 |
7,297.5 |
7,274.5 |
7,208.0 |
|
R2 |
7,237.5 |
7,237.5 |
7,202.5 |
|
R1 |
7,214.5 |
7,214.5 |
7,197.0 |
7,226.0 |
PP |
7,177.5 |
7,177.5 |
7,177.5 |
7,183.3 |
S1 |
7,154.5 |
7,154.5 |
7,186.0 |
7,166.0 |
S2 |
7,117.5 |
7,117.5 |
7,180.5 |
|
S3 |
7,057.5 |
7,094.5 |
7,175.0 |
|
S4 |
6,997.5 |
7,034.5 |
7,158.5 |
|
|
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 |
7,200.5 |
6,953.0 |
247.5 |
3.4% |
89.2 |
1.2% |
96% |
True |
False |
1,060 |
10 |
7,290.5 |
6,953.0 |
337.5 |
4.7% |
101.7 |
1.4% |
71% |
False |
False |
1,148 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.7% |
95.1 |
1.3% |
49% |
False |
False |
1,346 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.9% |
89.9 |
1.3% |
48% |
False |
False |
939 |
60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
89.5 |
1.2% |
51% |
False |
False |
1,355 |
80 |
7,475.0 |
6,570.0 |
905.0 |
12.6% |
85.8 |
1.2% |
69% |
False |
False |
1,026 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.8% |
86.0 |
1.2% |
75% |
False |
False |
828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,455.5 |
2.618 |
7,357.6 |
1.618 |
7,297.6 |
1.000 |
7,260.5 |
0.618 |
7,237.6 |
HIGH |
7,200.5 |
0.618 |
7,177.6 |
0.500 |
7,170.5 |
0.382 |
7,163.4 |
LOW |
7,140.5 |
0.618 |
7,103.4 |
1.000 |
7,080.5 |
1.618 |
7,043.4 |
2.618 |
6,983.4 |
4.250 |
6,885.5 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,184.5 |
7,162.9 |
PP |
7,177.5 |
7,134.3 |
S1 |
7,170.5 |
7,105.8 |
|