Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
7,322.0 |
7,390.5 |
68.5 |
0.9% |
7,011.0 |
High |
7,390.0 |
7,423.0 |
33.0 |
0.4% |
7,334.0 |
Low |
7,271.5 |
7,377.0 |
105.5 |
1.5% |
7,011.0 |
Close |
7,353.0 |
7,405.0 |
52.0 |
0.7% |
7,311.0 |
Range |
118.5 |
46.0 |
-72.5 |
-61.2% |
323.0 |
ATR |
95.5 |
93.7 |
-1.8 |
-1.9% |
0.0 |
Volume |
2,143 |
559 |
-1,584 |
-73.9% |
3,749 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,539.7 |
7,518.3 |
7,430.3 |
|
R3 |
7,493.7 |
7,472.3 |
7,417.7 |
|
R2 |
7,447.7 |
7,447.7 |
7,413.4 |
|
R1 |
7,426.3 |
7,426.3 |
7,409.2 |
7,437.0 |
PP |
7,401.7 |
7,401.7 |
7,401.7 |
7,407.0 |
S1 |
7,380.3 |
7,380.3 |
7,400.8 |
7,391.0 |
S2 |
7,355.7 |
7,355.7 |
7,396.6 |
|
S3 |
7,309.7 |
7,334.3 |
7,392.4 |
|
S4 |
7,263.7 |
7,288.3 |
7,379.7 |
|
|
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 |
7,423.0 |
7,225.5 |
197.5 |
2.7% |
71.8 |
1.0% |
91% |
True |
False |
1,301 |
10 |
7,423.0 |
6,953.0 |
470.0 |
6.3% |
78.8 |
1.1% |
96% |
True |
False |
1,131 |
20 |
7,436.5 |
6,953.0 |
483.5 |
6.5% |
91.3 |
1.2% |
93% |
False |
False |
1,361 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.7% |
86.5 |
1.2% |
91% |
False |
False |
1,066 |
60 |
7,475.0 |
6,953.0 |
522.0 |
7.0% |
85.3 |
1.2% |
87% |
False |
False |
1,432 |
80 |
7,475.0 |
6,895.0 |
580.0 |
7.8% |
82.0 |
1.1% |
88% |
False |
False |
1,109 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.3% |
85.9 |
1.2% |
94% |
False |
False |
894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,618.5 |
2.618 |
7,543.4 |
1.618 |
7,497.4 |
1.000 |
7,469.0 |
0.618 |
7,451.4 |
HIGH |
7,423.0 |
0.618 |
7,405.4 |
0.500 |
7,400.0 |
0.382 |
7,394.6 |
LOW |
7,377.0 |
0.618 |
7,348.6 |
1.000 |
7,331.0 |
1.618 |
7,302.6 |
2.618 |
7,256.6 |
4.250 |
7,181.5 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,403.3 |
7,385.8 |
PP |
7,401.7 |
7,366.5 |
S1 |
7,400.0 |
7,347.3 |
|