Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,354.25 |
1,374.50 |
20.25 |
1.5% |
1,369.00 |
High |
1,377.75 |
1,380.75 |
3.00 |
0.2% |
1,378.75 |
Low |
1,353.75 |
1,367.75 |
14.00 |
1.0% |
1,333.75 |
Close |
1,376.00 |
1,379.50 |
3.50 |
0.3% |
1,353.00 |
Range |
24.00 |
13.00 |
-11.00 |
-45.8% |
45.00 |
ATR |
19.74 |
19.26 |
-0.48 |
-2.4% |
0.00 |
Volume |
8,828 |
7,227 |
-1,601 |
-18.1% |
18,727 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.00 |
1,410.25 |
1,386.75 |
|
R3 |
1,402.00 |
1,397.25 |
1,383.00 |
|
R2 |
1,389.00 |
1,389.00 |
1,382.00 |
|
R1 |
1,384.25 |
1,384.25 |
1,380.75 |
1,386.50 |
PP |
1,376.00 |
1,376.00 |
1,376.00 |
1,377.25 |
S1 |
1,371.25 |
1,371.25 |
1,378.25 |
1,373.50 |
S2 |
1,363.00 |
1,363.00 |
1,377.00 |
|
S3 |
1,350.00 |
1,358.25 |
1,376.00 |
|
S4 |
1,337.00 |
1,345.25 |
1,372.25 |
|
|
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 |
1,380.75 |
1,333.75 |
47.00 |
3.4% |
20.50 |
1.5% |
97% |
True |
False |
6,464 |
10 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
22.50 |
1.6% |
51% |
False |
False |
4,319 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
19.75 |
1.4% |
51% |
False |
False |
2,930 |
40 |
1,459.00 |
1,333.75 |
125.25 |
9.1% |
18.00 |
1.3% |
37% |
False |
False |
2,451 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
15.75 |
1.1% |
36% |
False |
False |
1,789 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
14.00 |
1.0% |
36% |
False |
False |
1,383 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.7% |
13.25 |
1.0% |
45% |
False |
False |
1,132 |
120 |
1,461.00 |
1,246.50 |
214.50 |
15.5% |
12.75 |
0.9% |
62% |
False |
False |
950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,436.00 |
2.618 |
1,414.75 |
1.618 |
1,401.75 |
1.000 |
1,393.75 |
0.618 |
1,388.75 |
HIGH |
1,380.75 |
0.618 |
1,375.75 |
0.500 |
1,374.25 |
0.382 |
1,372.75 |
LOW |
1,367.75 |
0.618 |
1,359.75 |
1.000 |
1,354.75 |
1.618 |
1,346.75 |
2.618 |
1,333.75 |
4.250 |
1,312.50 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,377.75 |
1,372.00 |
PP |
1,376.00 |
1,364.75 |
S1 |
1,374.25 |
1,357.25 |
|