Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,397.75 |
1,390.00 |
-7.75 |
-0.6% |
1,354.25 |
High |
1,401.00 |
1,402.25 |
1.25 |
0.1% |
1,400.50 |
Low |
1,389.00 |
1,376.50 |
-12.50 |
-0.9% |
1,353.75 |
Close |
1,390.75 |
1,400.50 |
9.75 |
0.7% |
1,398.75 |
Range |
12.00 |
25.75 |
13.75 |
114.6% |
46.75 |
ATR |
17.74 |
18.31 |
0.57 |
3.2% |
0.00 |
Volume |
4,936 |
6,773 |
1,837 |
37.2% |
27,381 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.25 |
1,461.25 |
1,414.75 |
|
R3 |
1,444.50 |
1,435.50 |
1,407.50 |
|
R2 |
1,418.75 |
1,418.75 |
1,405.25 |
|
R1 |
1,409.75 |
1,409.75 |
1,402.75 |
1,414.25 |
PP |
1,393.00 |
1,393.00 |
1,393.00 |
1,395.50 |
S1 |
1,384.00 |
1,384.00 |
1,398.25 |
1,388.50 |
S2 |
1,367.25 |
1,367.25 |
1,395.75 |
|
S3 |
1,341.50 |
1,358.25 |
1,393.50 |
|
S4 |
1,315.75 |
1,332.50 |
1,386.25 |
|
|
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 |
1,402.25 |
1,370.75 |
31.50 |
2.2% |
15.75 |
1.1% |
94% |
True |
False |
5,351 |
10 |
1,402.25 |
1,333.75 |
68.50 |
4.9% |
18.00 |
1.3% |
97% |
True |
False |
5,907 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.4% |
20.00 |
1.4% |
74% |
False |
False |
4,055 |
40 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
18.00 |
1.3% |
53% |
False |
False |
2,705 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.50 |
1.2% |
52% |
False |
False |
2,184 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.25 |
1.0% |
52% |
False |
False |
1,711 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
13.75 |
1.0% |
59% |
False |
False |
1,398 |
120 |
1,461.00 |
1,287.50 |
173.50 |
12.4% |
13.00 |
0.9% |
65% |
False |
False |
1,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,511.75 |
2.618 |
1,469.75 |
1.618 |
1,444.00 |
1.000 |
1,428.00 |
0.618 |
1,418.25 |
HIGH |
1,402.25 |
0.618 |
1,392.50 |
0.500 |
1,389.50 |
0.382 |
1,386.25 |
LOW |
1,376.50 |
0.618 |
1,360.50 |
1.000 |
1,350.75 |
1.618 |
1,334.75 |
2.618 |
1,309.00 |
4.250 |
1,267.00 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,396.75 |
1,396.75 |
PP |
1,393.00 |
1,393.00 |
S1 |
1,389.50 |
1,389.50 |
|