Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,369.00 |
1,369.00 |
0.00 |
0.0% |
1,395.75 |
High |
1,374.75 |
1,378.75 |
4.00 |
0.3% |
1,424.00 |
Low |
1,366.25 |
1,360.00 |
-6.25 |
-0.5% |
1,357.00 |
Close |
1,371.50 |
1,364.00 |
-7.50 |
-0.5% |
1,369.00 |
Range |
8.50 |
18.75 |
10.25 |
120.6% |
67.00 |
ATR |
18.86 |
18.85 |
-0.01 |
0.0% |
0.00 |
Volume |
1,815 |
644 |
-1,171 |
-64.5% |
14,277 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.75 |
1,412.75 |
1,374.25 |
|
R3 |
1,405.00 |
1,394.00 |
1,369.25 |
|
R2 |
1,386.25 |
1,386.25 |
1,367.50 |
|
R1 |
1,375.25 |
1,375.25 |
1,365.75 |
1,371.50 |
PP |
1,367.50 |
1,367.50 |
1,367.50 |
1,365.75 |
S1 |
1,356.50 |
1,356.50 |
1,362.25 |
1,352.50 |
S2 |
1,348.75 |
1,348.75 |
1,360.50 |
|
S3 |
1,330.00 |
1,337.75 |
1,358.75 |
|
S4 |
1,311.25 |
1,319.00 |
1,353.75 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,584.25 |
1,543.75 |
1,405.75 |
|
R3 |
1,517.25 |
1,476.75 |
1,387.50 |
|
R2 |
1,450.25 |
1,450.25 |
1,381.25 |
|
R1 |
1,409.75 |
1,409.75 |
1,375.25 |
1,396.50 |
PP |
1,383.25 |
1,383.25 |
1,383.25 |
1,376.75 |
S1 |
1,342.75 |
1,342.75 |
1,362.75 |
1,329.50 |
S2 |
1,316.25 |
1,316.25 |
1,356.75 |
|
S3 |
1,249.25 |
1,275.75 |
1,350.50 |
|
S4 |
1,182.25 |
1,208.75 |
1,332.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.00 |
1,357.00 |
67.00 |
4.9% |
24.50 |
1.8% |
10% |
False |
False |
2,175 |
10 |
1,424.00 |
1,357.00 |
67.00 |
4.9% |
22.00 |
1.6% |
10% |
False |
False |
2,202 |
20 |
1,452.50 |
1,357.00 |
95.50 |
7.0% |
19.50 |
1.4% |
7% |
False |
False |
1,660 |
40 |
1,459.00 |
1,357.00 |
102.00 |
7.5% |
17.00 |
1.2% |
7% |
False |
False |
1,733 |
60 |
1,461.00 |
1,357.00 |
104.00 |
7.6% |
15.00 |
1.1% |
7% |
False |
False |
1,262 |
80 |
1,461.00 |
1,313.00 |
148.00 |
10.9% |
13.75 |
1.0% |
34% |
False |
False |
986 |
100 |
1,461.00 |
1,293.00 |
168.00 |
12.3% |
13.00 |
1.0% |
42% |
False |
False |
814 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.7% |
12.00 |
0.9% |
55% |
False |
False |
680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.50 |
2.618 |
1,427.75 |
1.618 |
1,409.00 |
1.000 |
1,397.50 |
0.618 |
1,390.25 |
HIGH |
1,378.75 |
0.618 |
1,371.50 |
0.500 |
1,369.50 |
0.382 |
1,367.25 |
LOW |
1,360.00 |
0.618 |
1,348.50 |
1.000 |
1,341.25 |
1.618 |
1,329.75 |
2.618 |
1,311.00 |
4.250 |
1,280.25 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,369.50 |
1,369.00 |
PP |
1,367.50 |
1,367.50 |
S1 |
1,365.75 |
1,365.75 |
|