Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,218.0 |
7,264.0 |
46.0 |
0.6% |
7,011.0 |
High |
7,258.0 |
7,334.0 |
76.0 |
1.0% |
7,334.0 |
Low |
7,216.5 |
7,225.5 |
9.0 |
0.1% |
7,011.0 |
Close |
7,252.5 |
7,311.0 |
58.5 |
0.8% |
7,311.0 |
Range |
41.5 |
108.5 |
67.0 |
161.4% |
323.0 |
ATR |
99.7 |
100.3 |
0.6 |
0.6% |
0.0 |
Volume |
399 |
393 |
-6 |
-1.5% |
3,749 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,615.7 |
7,571.8 |
7,370.7 |
|
R3 |
7,507.2 |
7,463.3 |
7,340.8 |
|
R2 |
7,398.7 |
7,398.7 |
7,330.9 |
|
R1 |
7,354.8 |
7,354.8 |
7,320.9 |
7,376.8 |
PP |
7,290.2 |
7,290.2 |
7,290.2 |
7,301.1 |
S1 |
7,246.3 |
7,246.3 |
7,301.1 |
7,268.3 |
S2 |
7,181.7 |
7,181.7 |
7,291.1 |
|
S3 |
7,073.2 |
7,137.8 |
7,281.2 |
|
S4 |
6,964.7 |
7,029.3 |
7,251.3 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,187.7 |
8,072.3 |
7,488.7 |
|
R3 |
7,864.7 |
7,749.3 |
7,399.8 |
|
R2 |
7,541.7 |
7,541.7 |
7,370.2 |
|
R1 |
7,426.3 |
7,426.3 |
7,340.6 |
7,484.0 |
PP |
7,218.7 |
7,218.7 |
7,218.7 |
7,247.5 |
S1 |
7,103.3 |
7,103.3 |
7,281.4 |
7,161.0 |
S2 |
6,895.7 |
6,895.7 |
7,251.8 |
|
S3 |
6,572.7 |
6,780.3 |
7,222.2 |
|
S4 |
6,249.7 |
6,457.3 |
7,133.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,334.0 |
7,011.0 |
323.0 |
4.4% |
85.6 |
1.2% |
93% |
True |
False |
749 |
10 |
7,334.0 |
6,953.0 |
381.0 |
5.2% |
90.5 |
1.2% |
94% |
True |
False |
927 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.6% |
93.9 |
1.3% |
74% |
False |
False |
1,238 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.8% |
88.9 |
1.2% |
72% |
False |
False |
946 |
60 |
7,475.0 |
6,905.0 |
570.0 |
7.8% |
88.7 |
1.2% |
71% |
False |
False |
1,366 |
80 |
7,475.0 |
6,855.0 |
620.0 |
8.5% |
82.6 |
1.1% |
74% |
False |
False |
1,035 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.5% |
85.7 |
1.2% |
86% |
False |
False |
835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,795.1 |
2.618 |
7,618.1 |
1.618 |
7,509.6 |
1.000 |
7,442.5 |
0.618 |
7,401.1 |
HIGH |
7,334.0 |
0.618 |
7,292.6 |
0.500 |
7,279.8 |
0.382 |
7,266.9 |
LOW |
7,225.5 |
0.618 |
7,158.4 |
1.000 |
7,117.0 |
1.618 |
7,049.9 |
2.618 |
6,941.4 |
4.250 |
6,764.4 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,300.6 |
7,286.4 |
PP |
7,290.2 |
7,261.8 |
S1 |
7,279.8 |
7,237.3 |
|