Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,379.25 |
1,383.50 |
4.25 |
0.3% |
1,354.25 |
High |
1,383.00 |
1,400.50 |
17.50 |
1.3% |
1,400.50 |
Low |
1,370.75 |
1,381.00 |
10.25 |
0.7% |
1,353.75 |
Close |
1,381.75 |
1,398.75 |
17.00 |
1.2% |
1,398.75 |
Range |
12.25 |
19.50 |
7.25 |
59.2% |
46.75 |
ATR |
18.76 |
18.81 |
0.05 |
0.3% |
0.00 |
Volume |
7,173 |
4,153 |
-3,020 |
-42.1% |
27,381 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.00 |
1,444.75 |
1,409.50 |
|
R3 |
1,432.50 |
1,425.25 |
1,404.00 |
|
R2 |
1,413.00 |
1,413.00 |
1,402.25 |
|
R1 |
1,405.75 |
1,405.75 |
1,400.50 |
1,409.50 |
PP |
1,393.50 |
1,393.50 |
1,393.50 |
1,395.25 |
S1 |
1,386.25 |
1,386.25 |
1,397.00 |
1,390.00 |
S2 |
1,374.00 |
1,374.00 |
1,395.25 |
|
S3 |
1,354.50 |
1,366.75 |
1,393.50 |
|
S4 |
1,335.00 |
1,347.25 |
1,388.00 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.50 |
1,508.50 |
1,424.50 |
|
R3 |
1,477.75 |
1,461.75 |
1,411.50 |
|
R2 |
1,431.00 |
1,431.00 |
1,407.25 |
|
R1 |
1,415.00 |
1,415.00 |
1,403.00 |
1,423.00 |
PP |
1,384.25 |
1,384.25 |
1,384.25 |
1,388.50 |
S1 |
1,368.25 |
1,368.25 |
1,394.50 |
1,376.25 |
S2 |
1,337.50 |
1,337.50 |
1,390.25 |
|
S3 |
1,290.75 |
1,321.50 |
1,386.00 |
|
S4 |
1,244.00 |
1,274.75 |
1,373.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,400.50 |
1,333.75 |
66.75 |
4.8% |
17.75 |
1.3% |
97% |
True |
False |
6,897 |
10 |
1,400.50 |
1,333.75 |
66.75 |
4.8% |
18.50 |
1.3% |
97% |
True |
False |
5,016 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
20.00 |
1.4% |
72% |
False |
False |
3,407 |
40 |
1,459.00 |
1,333.75 |
125.25 |
9.0% |
18.00 |
1.3% |
52% |
False |
False |
2,681 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.00 |
1.1% |
51% |
False |
False |
1,976 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.25 |
1.0% |
51% |
False |
False |
1,520 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
13.50 |
1.0% |
58% |
False |
False |
1,245 |
120 |
1,461.00 |
1,272.00 |
189.00 |
13.5% |
13.00 |
0.9% |
67% |
False |
False |
1,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.50 |
2.618 |
1,451.50 |
1.618 |
1,432.00 |
1.000 |
1,420.00 |
0.618 |
1,412.50 |
HIGH |
1,400.50 |
0.618 |
1,393.00 |
0.500 |
1,390.75 |
0.382 |
1,388.50 |
LOW |
1,381.00 |
0.618 |
1,369.00 |
1.000 |
1,361.50 |
1.618 |
1,349.50 |
2.618 |
1,330.00 |
4.250 |
1,298.00 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,396.00 |
1,394.00 |
PP |
1,393.50 |
1,389.00 |
S1 |
1,390.75 |
1,384.00 |
|