Trading Metrics calculated at close of trading on 22-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
22-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,151.5 |
7,218.0 |
66.5 |
0.9% |
7,168.0 |
High |
7,200.5 |
7,258.0 |
57.5 |
0.8% |
7,205.0 |
Low |
7,140.5 |
7,216.5 |
76.0 |
1.1% |
6,953.0 |
Close |
7,191.5 |
7,252.5 |
61.0 |
0.8% |
6,962.5 |
Range |
60.0 |
41.5 |
-18.5 |
-30.8% |
252.0 |
ATR |
102.2 |
99.7 |
-2.6 |
-2.5% |
0.0 |
Volume |
443 |
399 |
-44 |
-9.9% |
5,528 |
|
Daily Pivots for day following 22-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,366.8 |
7,351.2 |
7,275.3 |
|
R3 |
7,325.3 |
7,309.7 |
7,263.9 |
|
R2 |
7,283.8 |
7,283.8 |
7,260.1 |
|
R1 |
7,268.2 |
7,268.2 |
7,256.3 |
7,276.0 |
PP |
7,242.3 |
7,242.3 |
7,242.3 |
7,246.3 |
S1 |
7,226.7 |
7,226.7 |
7,248.7 |
7,234.5 |
S2 |
7,200.8 |
7,200.8 |
7,244.9 |
|
S3 |
7,159.3 |
7,185.2 |
7,241.1 |
|
S4 |
7,117.8 |
7,143.7 |
7,229.7 |
|
|
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 |
7,258.0 |
6,953.0 |
305.0 |
4.2% |
85.7 |
1.2% |
98% |
True |
False |
961 |
10 |
7,258.0 |
6,953.0 |
305.0 |
4.2% |
96.2 |
1.3% |
98% |
True |
False |
1,106 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.7% |
93.9 |
1.3% |
62% |
False |
False |
1,248 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.9% |
89.1 |
1.2% |
60% |
False |
False |
943 |
60 |
7,475.0 |
6,898.0 |
577.0 |
8.0% |
88.7 |
1.2% |
61% |
False |
False |
1,360 |
80 |
7,475.0 |
6,705.0 |
770.0 |
10.6% |
83.3 |
1.1% |
71% |
False |
False |
1,031 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.7% |
85.7 |
1.2% |
80% |
False |
False |
832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,434.4 |
2.618 |
7,366.6 |
1.618 |
7,325.1 |
1.000 |
7,299.5 |
0.618 |
7,283.6 |
HIGH |
7,258.0 |
0.618 |
7,242.1 |
0.500 |
7,237.3 |
0.382 |
7,232.4 |
LOW |
7,216.5 |
0.618 |
7,190.9 |
1.000 |
7,175.0 |
1.618 |
7,149.4 |
2.618 |
7,107.9 |
4.250 |
7,040.1 |
|
|
Fisher Pivots for day following 22-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,247.4 |
7,227.4 |
PP |
7,242.3 |
7,202.3 |
S1 |
7,237.3 |
7,177.3 |
|