Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,347.25 |
1,344.00 |
-3.25 |
-0.2% |
1,369.00 |
High |
1,352.00 |
1,353.50 |
1.50 |
0.1% |
1,378.75 |
Low |
1,338.50 |
1,333.75 |
-4.75 |
-0.4% |
1,333.75 |
Close |
1,344.50 |
1,353.00 |
8.50 |
0.6% |
1,353.00 |
Range |
13.50 |
19.75 |
6.25 |
46.3% |
45.00 |
ATR |
19.32 |
19.35 |
0.03 |
0.2% |
0.00 |
Volume |
6,688 |
7,104 |
416 |
6.2% |
18,727 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.00 |
1,399.25 |
1,363.75 |
|
R3 |
1,386.25 |
1,379.50 |
1,358.50 |
|
R2 |
1,366.50 |
1,366.50 |
1,356.50 |
|
R1 |
1,359.75 |
1,359.75 |
1,354.75 |
1,363.00 |
PP |
1,346.75 |
1,346.75 |
1,346.75 |
1,348.50 |
S1 |
1,340.00 |
1,340.00 |
1,351.25 |
1,343.50 |
S2 |
1,327.00 |
1,327.00 |
1,349.50 |
|
S3 |
1,307.25 |
1,320.25 |
1,347.50 |
|
S4 |
1,287.50 |
1,300.50 |
1,342.25 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.25 |
1,466.50 |
1,377.75 |
|
R3 |
1,445.25 |
1,421.50 |
1,365.50 |
|
R2 |
1,400.25 |
1,400.25 |
1,361.25 |
|
R1 |
1,376.50 |
1,376.50 |
1,357.00 |
1,366.00 |
PP |
1,355.25 |
1,355.25 |
1,355.25 |
1,349.75 |
S1 |
1,331.50 |
1,331.50 |
1,349.00 |
1,321.00 |
S2 |
1,310.25 |
1,310.25 |
1,344.75 |
|
S3 |
1,265.25 |
1,286.50 |
1,340.50 |
|
S4 |
1,220.25 |
1,241.50 |
1,328.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,378.75 |
1,333.75 |
45.00 |
3.3% |
18.50 |
1.4% |
43% |
False |
True |
3,745 |
10 |
1,424.00 |
1,333.75 |
90.25 |
6.7% |
21.75 |
1.6% |
21% |
False |
True |
3,300 |
20 |
1,425.50 |
1,333.75 |
91.75 |
6.8% |
20.25 |
1.5% |
21% |
False |
True |
2,273 |
40 |
1,459.00 |
1,333.75 |
125.25 |
9.3% |
17.75 |
1.3% |
15% |
False |
True |
2,080 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.4% |
15.50 |
1.1% |
15% |
False |
True |
1,531 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.4% |
14.00 |
1.0% |
15% |
False |
True |
1,187 |
100 |
1,461.00 |
1,295.00 |
166.00 |
12.3% |
13.50 |
1.0% |
35% |
False |
False |
972 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.9% |
12.50 |
0.9% |
50% |
False |
False |
816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.50 |
2.618 |
1,405.25 |
1.618 |
1,385.50 |
1.000 |
1,373.25 |
0.618 |
1,365.75 |
HIGH |
1,353.50 |
0.618 |
1,346.00 |
0.500 |
1,343.50 |
0.382 |
1,341.25 |
LOW |
1,333.75 |
0.618 |
1,321.50 |
1.000 |
1,314.00 |
1.618 |
1,301.75 |
2.618 |
1,282.00 |
4.250 |
1,249.75 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,350.00 |
1,354.25 |
PP |
1,346.75 |
1,353.75 |
S1 |
1,343.50 |
1,353.50 |
|