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 |
12,783 |
12,866 |
83 |
0.6% |
12,522 |
High |
12,886 |
12,969 |
83 |
0.6% |
12,899 |
Low |
12,664 |
12,866 |
202 |
1.6% |
12,512 |
Close |
12,882 |
12,946 |
64 |
0.5% |
12,877 |
Range |
222 |
103 |
-119 |
-53.6% |
387 |
ATR |
134 |
131 |
-2 |
-1.6% |
0 |
Volume |
126 |
387 |
261 |
207.1% |
382 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,236 |
13,194 |
13,003 |
|
R3 |
13,133 |
13,091 |
12,974 |
|
R2 |
13,030 |
13,030 |
12,965 |
|
R1 |
12,988 |
12,988 |
12,956 |
13,009 |
PP |
12,927 |
12,927 |
12,927 |
12,938 |
S1 |
12,885 |
12,885 |
12,937 |
12,906 |
S2 |
12,824 |
12,824 |
12,927 |
|
S3 |
12,721 |
12,782 |
12,918 |
|
S4 |
12,618 |
12,679 |
12,889 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,924 |
13,787 |
13,090 |
|
R3 |
13,537 |
13,400 |
12,984 |
|
R2 |
13,150 |
13,150 |
12,948 |
|
R1 |
13,013 |
13,013 |
12,913 |
13,082 |
PP |
12,763 |
12,763 |
12,763 |
12,797 |
S1 |
12,626 |
12,626 |
12,842 |
12,695 |
S2 |
12,376 |
12,376 |
12,806 |
|
S3 |
11,989 |
12,239 |
12,771 |
|
S4 |
11,602 |
11,852 |
12,664 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,969 |
12,664 |
305 |
2.4% |
141 |
1.1% |
92% |
True |
False |
152 |
10 |
12,969 |
12,380 |
589 |
4.5% |
128 |
1.0% |
96% |
True |
False |
116 |
20 |
13,150 |
12,380 |
770 |
5.9% |
146 |
1.1% |
74% |
False |
False |
71 |
40 |
13,473 |
12,380 |
1,093 |
8.4% |
108 |
0.8% |
52% |
False |
False |
38 |
60 |
13,486 |
12,380 |
1,106 |
8.5% |
89 |
0.7% |
51% |
False |
False |
32 |
80 |
13,486 |
12,380 |
1,106 |
8.5% |
69 |
0.5% |
51% |
False |
False |
24 |
100 |
13,486 |
12,310 |
1,176 |
9.1% |
56 |
0.4% |
54% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,407 |
2.618 |
13,239 |
1.618 |
13,136 |
1.000 |
13,072 |
0.618 |
13,033 |
HIGH |
12,969 |
0.618 |
12,930 |
0.500 |
12,918 |
0.382 |
12,905 |
LOW |
12,866 |
0.618 |
12,802 |
1.000 |
12,763 |
1.618 |
12,699 |
2.618 |
12,596 |
4.250 |
12,428 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,937 |
12,903 |
PP |
12,927 |
12,860 |
S1 |
12,918 |
12,817 |
|