Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,395.25 |
1,397.75 |
2.50 |
0.2% |
1,354.25 |
High |
1,398.25 |
1,401.00 |
2.75 |
0.2% |
1,400.50 |
Low |
1,388.75 |
1,389.00 |
0.25 |
0.0% |
1,353.75 |
Close |
1,396.75 |
1,390.75 |
-6.00 |
-0.4% |
1,398.75 |
Range |
9.50 |
12.00 |
2.50 |
26.3% |
46.75 |
ATR |
18.18 |
17.74 |
-0.44 |
-2.4% |
0.00 |
Volume |
3,721 |
4,936 |
1,215 |
32.7% |
27,381 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.50 |
1,422.25 |
1,397.25 |
|
R3 |
1,417.50 |
1,410.25 |
1,394.00 |
|
R2 |
1,405.50 |
1,405.50 |
1,393.00 |
|
R1 |
1,398.25 |
1,398.25 |
1,391.75 |
1,396.00 |
PP |
1,393.50 |
1,393.50 |
1,393.50 |
1,392.50 |
S1 |
1,386.25 |
1,386.25 |
1,389.75 |
1,384.00 |
S2 |
1,381.50 |
1,381.50 |
1,388.50 |
|
S3 |
1,369.50 |
1,374.25 |
1,387.50 |
|
S4 |
1,357.50 |
1,362.25 |
1,384.25 |
|
|
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 |
1,401.00 |
1,367.75 |
33.25 |
2.4% |
13.25 |
1.0% |
69% |
True |
False |
5,442 |
10 |
1,401.00 |
1,333.75 |
67.25 |
4.8% |
17.50 |
1.3% |
85% |
True |
False |
5,295 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
19.75 |
1.4% |
63% |
False |
False |
3,728 |
40 |
1,459.00 |
1,333.75 |
125.25 |
9.0% |
17.50 |
1.3% |
46% |
False |
False |
2,556 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.25 |
1.2% |
45% |
False |
False |
2,094 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.00 |
1.0% |
45% |
False |
False |
1,627 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
13.50 |
1.0% |
53% |
False |
False |
1,331 |
120 |
1,461.00 |
1,287.50 |
173.50 |
12.5% |
13.00 |
0.9% |
60% |
False |
False |
1,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.00 |
2.618 |
1,432.50 |
1.618 |
1,420.50 |
1.000 |
1,413.00 |
0.618 |
1,408.50 |
HIGH |
1,401.00 |
0.618 |
1,396.50 |
0.500 |
1,395.00 |
0.382 |
1,393.50 |
LOW |
1,389.00 |
0.618 |
1,381.50 |
1.000 |
1,377.00 |
1.618 |
1,369.50 |
2.618 |
1,357.50 |
4.250 |
1,338.00 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,395.00 |
1,391.00 |
PP |
1,393.50 |
1,391.00 |
S1 |
1,392.25 |
1,390.75 |
|