Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,302.0 |
7,335.5 |
33.5 |
0.5% |
7,011.0 |
High |
7,315.5 |
7,365.0 |
49.5 |
0.7% |
7,334.0 |
Low |
7,279.0 |
7,315.5 |
36.5 |
0.5% |
7,011.0 |
Close |
7,297.0 |
7,342.5 |
45.5 |
0.6% |
7,311.0 |
Range |
36.5 |
49.5 |
13.0 |
35.6% |
323.0 |
ATR |
95.7 |
93.8 |
-2.0 |
-2.1% |
0.0 |
Volume |
2,475 |
938 |
-1,537 |
-62.1% |
3,749 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,489.5 |
7,465.5 |
7,369.7 |
|
R3 |
7,440.0 |
7,416.0 |
7,356.1 |
|
R2 |
7,390.5 |
7,390.5 |
7,351.6 |
|
R1 |
7,366.5 |
7,366.5 |
7,347.0 |
7,378.5 |
PP |
7,341.0 |
7,341.0 |
7,341.0 |
7,347.0 |
S1 |
7,317.0 |
7,317.0 |
7,338.0 |
7,329.0 |
S2 |
7,291.5 |
7,291.5 |
7,333.4 |
|
S3 |
7,242.0 |
7,267.5 |
7,328.9 |
|
S4 |
7,192.5 |
7,218.0 |
7,315.3 |
|
|
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 |
7,365.0 |
7,140.5 |
224.5 |
3.1% |
59.2 |
0.8% |
90% |
True |
False |
929 |
10 |
7,365.0 |
6,953.0 |
412.0 |
5.6% |
82.8 |
1.1% |
95% |
True |
False |
1,171 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.6% |
92.6 |
1.3% |
81% |
False |
False |
1,362 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.8% |
86.0 |
1.2% |
78% |
False |
False |
1,019 |
60 |
7,475.0 |
6,905.0 |
570.0 |
7.8% |
87.4 |
1.2% |
77% |
False |
False |
1,412 |
80 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
81.5 |
1.1% |
77% |
False |
False |
1,076 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.5% |
85.3 |
1.2% |
88% |
False |
False |
869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,575.4 |
2.618 |
7,494.6 |
1.618 |
7,445.1 |
1.000 |
7,414.5 |
0.618 |
7,395.6 |
HIGH |
7,365.0 |
0.618 |
7,346.1 |
0.500 |
7,340.3 |
0.382 |
7,334.4 |
LOW |
7,315.5 |
0.618 |
7,284.9 |
1.000 |
7,266.0 |
1.618 |
7,235.4 |
2.618 |
7,185.9 |
4.250 |
7,105.1 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,341.8 |
7,326.8 |
PP |
7,341.0 |
7,311.0 |
S1 |
7,340.3 |
7,295.3 |
|