Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,369.00 |
1,367.25 |
-1.75 |
-0.1% |
1,395.75 |
High |
1,378.75 |
1,374.75 |
-4.00 |
-0.3% |
1,424.00 |
Low |
1,360.00 |
1,343.00 |
-17.00 |
-1.3% |
1,357.00 |
Close |
1,364.00 |
1,346.00 |
-18.00 |
-1.3% |
1,369.00 |
Range |
18.75 |
31.75 |
13.00 |
69.3% |
67.00 |
ATR |
18.85 |
19.77 |
0.92 |
4.9% |
0.00 |
Volume |
644 |
2,476 |
1,832 |
284.5% |
14,277 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.75 |
1,429.75 |
1,363.50 |
|
R3 |
1,418.00 |
1,398.00 |
1,354.75 |
|
R2 |
1,386.25 |
1,386.25 |
1,351.75 |
|
R1 |
1,366.25 |
1,366.25 |
1,349.00 |
1,360.50 |
PP |
1,354.50 |
1,354.50 |
1,354.50 |
1,351.75 |
S1 |
1,334.50 |
1,334.50 |
1,343.00 |
1,328.50 |
S2 |
1,322.75 |
1,322.75 |
1,340.25 |
|
S3 |
1,291.00 |
1,302.75 |
1,337.25 |
|
S4 |
1,259.25 |
1,271.00 |
1,328.50 |
|
|
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 |
1,390.75 |
1,343.00 |
47.75 |
3.5% |
21.50 |
1.6% |
6% |
False |
True |
2,567 |
10 |
1,424.00 |
1,343.00 |
81.00 |
6.0% |
23.50 |
1.8% |
4% |
False |
True |
2,426 |
20 |
1,452.50 |
1,343.00 |
109.50 |
8.1% |
20.50 |
1.5% |
3% |
False |
True |
1,738 |
40 |
1,459.00 |
1,343.00 |
116.00 |
8.6% |
17.50 |
1.3% |
3% |
False |
True |
1,793 |
60 |
1,461.00 |
1,343.00 |
118.00 |
8.8% |
15.25 |
1.1% |
3% |
False |
True |
1,303 |
80 |
1,461.00 |
1,316.50 |
144.50 |
10.7% |
14.00 |
1.0% |
20% |
False |
False |
1,016 |
100 |
1,461.00 |
1,295.00 |
166.00 |
12.3% |
13.25 |
1.0% |
31% |
False |
False |
839 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.9% |
12.25 |
0.9% |
46% |
False |
False |
701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,509.75 |
2.618 |
1,457.75 |
1.618 |
1,426.00 |
1.000 |
1,406.50 |
0.618 |
1,394.25 |
HIGH |
1,374.75 |
0.618 |
1,362.50 |
0.500 |
1,359.00 |
0.382 |
1,355.25 |
LOW |
1,343.00 |
0.618 |
1,323.50 |
1.000 |
1,311.25 |
1.618 |
1,291.75 |
2.618 |
1,260.00 |
4.250 |
1,208.00 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,359.00 |
1,361.00 |
PP |
1,354.50 |
1,356.00 |
S1 |
1,350.25 |
1,351.00 |
|