Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,335.5 |
7,322.0 |
-13.5 |
-0.2% |
7,011.0 |
High |
7,365.0 |
7,390.0 |
25.0 |
0.3% |
7,334.0 |
Low |
7,315.5 |
7,271.5 |
-44.0 |
-0.6% |
7,011.0 |
Close |
7,342.5 |
7,353.0 |
10.5 |
0.1% |
7,311.0 |
Range |
49.5 |
118.5 |
69.0 |
139.4% |
323.0 |
ATR |
93.8 |
95.5 |
1.8 |
1.9% |
0.0 |
Volume |
938 |
2,143 |
1,205 |
128.5% |
3,749 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,693.7 |
7,641.8 |
7,418.2 |
|
R3 |
7,575.2 |
7,523.3 |
7,385.6 |
|
R2 |
7,456.7 |
7,456.7 |
7,374.7 |
|
R1 |
7,404.8 |
7,404.8 |
7,363.9 |
7,430.8 |
PP |
7,338.2 |
7,338.2 |
7,338.2 |
7,351.1 |
S1 |
7,286.3 |
7,286.3 |
7,342.1 |
7,312.3 |
S2 |
7,219.7 |
7,219.7 |
7,331.3 |
|
S3 |
7,101.2 |
7,167.8 |
7,320.4 |
|
S4 |
6,982.7 |
7,049.3 |
7,287.8 |
|
|
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 |
7,390.0 |
7,216.5 |
173.5 |
2.4% |
70.9 |
1.0% |
79% |
True |
False |
1,269 |
10 |
7,390.0 |
6,953.0 |
437.0 |
5.9% |
80.1 |
1.1% |
92% |
True |
False |
1,164 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.6% |
94.2 |
1.3% |
83% |
False |
False |
1,434 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.8% |
87.5 |
1.2% |
80% |
False |
False |
1,067 |
60 |
7,475.0 |
6,953.0 |
522.0 |
7.1% |
87.8 |
1.2% |
77% |
False |
False |
1,440 |
80 |
7,475.0 |
6,895.0 |
580.0 |
7.9% |
82.5 |
1.1% |
79% |
False |
False |
1,102 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.4% |
85.9 |
1.2% |
89% |
False |
False |
890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,893.6 |
2.618 |
7,700.2 |
1.618 |
7,581.7 |
1.000 |
7,508.5 |
0.618 |
7,463.2 |
HIGH |
7,390.0 |
0.618 |
7,344.7 |
0.500 |
7,330.8 |
0.382 |
7,316.8 |
LOW |
7,271.5 |
0.618 |
7,198.3 |
1.000 |
7,153.0 |
1.618 |
7,079.8 |
2.618 |
6,961.3 |
4.250 |
6,767.9 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,345.6 |
7,345.6 |
PP |
7,338.2 |
7,338.2 |
S1 |
7,330.8 |
7,330.8 |
|