Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,344.00 |
1,354.25 |
10.25 |
0.8% |
1,369.00 |
High |
1,353.50 |
1,377.75 |
24.25 |
1.8% |
1,378.75 |
Low |
1,333.75 |
1,353.75 |
20.00 |
1.5% |
1,333.75 |
Close |
1,353.00 |
1,376.00 |
23.00 |
1.7% |
1,353.00 |
Range |
19.75 |
24.00 |
4.25 |
21.5% |
45.00 |
ATR |
19.35 |
19.74 |
0.39 |
2.0% |
0.00 |
Volume |
7,104 |
8,828 |
1,724 |
24.3% |
18,727 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.25 |
1,432.50 |
1,389.25 |
|
R3 |
1,417.25 |
1,408.50 |
1,382.50 |
|
R2 |
1,393.25 |
1,393.25 |
1,380.50 |
|
R1 |
1,384.50 |
1,384.50 |
1,378.25 |
1,389.00 |
PP |
1,369.25 |
1,369.25 |
1,369.25 |
1,371.25 |
S1 |
1,360.50 |
1,360.50 |
1,373.75 |
1,365.00 |
S2 |
1,345.25 |
1,345.25 |
1,371.50 |
|
S3 |
1,321.25 |
1,336.50 |
1,369.50 |
|
S4 |
1,297.25 |
1,312.50 |
1,362.75 |
|
|
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% |
21.50 |
1.6% |
94% |
False |
False |
5,148 |
10 |
1,424.00 |
1,333.75 |
90.25 |
6.6% |
23.00 |
1.7% |
47% |
False |
False |
4,068 |
20 |
1,425.50 |
1,333.75 |
91.75 |
6.7% |
20.75 |
1.5% |
46% |
False |
False |
2,656 |
40 |
1,459.00 |
1,333.75 |
125.25 |
9.1% |
18.25 |
1.3% |
34% |
False |
False |
2,285 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
15.50 |
1.1% |
33% |
False |
False |
1,678 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
14.00 |
1.0% |
33% |
False |
False |
1,297 |
100 |
1,461.00 |
1,303.00 |
158.00 |
11.5% |
13.50 |
1.0% |
46% |
False |
False |
1,061 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.6% |
12.75 |
0.9% |
60% |
False |
False |
890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.75 |
2.618 |
1,440.50 |
1.618 |
1,416.50 |
1.000 |
1,401.75 |
0.618 |
1,392.50 |
HIGH |
1,377.75 |
0.618 |
1,368.50 |
0.500 |
1,365.75 |
0.382 |
1,363.00 |
LOW |
1,353.75 |
0.618 |
1,339.00 |
1.000 |
1,329.75 |
1.618 |
1,315.00 |
2.618 |
1,291.00 |
4.250 |
1,251.75 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,372.50 |
1,369.25 |
PP |
1,369.25 |
1,362.50 |
S1 |
1,365.75 |
1,355.75 |
|