Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,264.0 |
7,302.0 |
38.0 |
0.5% |
7,011.0 |
High |
7,334.0 |
7,315.5 |
-18.5 |
-0.3% |
7,334.0 |
Low |
7,225.5 |
7,279.0 |
53.5 |
0.7% |
7,011.0 |
Close |
7,311.0 |
7,297.0 |
-14.0 |
-0.2% |
7,311.0 |
Range |
108.5 |
36.5 |
-72.0 |
-66.4% |
323.0 |
ATR |
100.3 |
95.7 |
-4.6 |
-4.5% |
0.0 |
Volume |
393 |
2,475 |
2,082 |
529.8% |
3,749 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,406.7 |
7,388.3 |
7,317.1 |
|
R3 |
7,370.2 |
7,351.8 |
7,307.0 |
|
R2 |
7,333.7 |
7,333.7 |
7,303.7 |
|
R1 |
7,315.3 |
7,315.3 |
7,300.3 |
7,306.3 |
PP |
7,297.2 |
7,297.2 |
7,297.2 |
7,292.6 |
S1 |
7,278.8 |
7,278.8 |
7,293.7 |
7,269.8 |
S2 |
7,260.7 |
7,260.7 |
7,290.3 |
|
S3 |
7,224.2 |
7,242.3 |
7,287.0 |
|
S4 |
7,187.7 |
7,205.8 |
7,276.9 |
|
|
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 |
7,096.5 |
237.5 |
3.3% |
68.2 |
0.9% |
84% |
False |
False |
1,104 |
10 |
7,334.0 |
6,953.0 |
381.0 |
5.2% |
88.7 |
1.2% |
90% |
False |
False |
1,143 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.6% |
93.7 |
1.3% |
71% |
False |
False |
1,357 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.8% |
87.2 |
1.2% |
69% |
False |
False |
1,001 |
60 |
7,475.0 |
6,905.0 |
570.0 |
7.8% |
88.1 |
1.2% |
69% |
False |
False |
1,402 |
80 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
81.9 |
1.1% |
69% |
False |
False |
1,064 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.6% |
85.8 |
1.2% |
84% |
False |
False |
860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,470.6 |
2.618 |
7,411.1 |
1.618 |
7,374.6 |
1.000 |
7,352.0 |
0.618 |
7,338.1 |
HIGH |
7,315.5 |
0.618 |
7,301.6 |
0.500 |
7,297.3 |
0.382 |
7,292.9 |
LOW |
7,279.0 |
0.618 |
7,256.4 |
1.000 |
7,242.5 |
1.618 |
7,219.9 |
2.618 |
7,183.4 |
4.250 |
7,123.9 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,297.3 |
7,289.8 |
PP |
7,297.2 |
7,282.5 |
S1 |
7,297.1 |
7,275.3 |
|