Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,730.0 |
1,730.8 |
0.8 |
0.0% |
1,680.4 |
High |
1,738.0 |
1,730.8 |
-7.2 |
-0.4% |
1,742.4 |
Low |
1,726.5 |
1,708.8 |
-17.7 |
-1.0% |
1,678.0 |
Close |
1,734.5 |
1,718.1 |
-16.4 |
-0.9% |
1,735.4 |
Range |
11.5 |
22.0 |
10.5 |
91.3% |
64.4 |
ATR |
16.7 |
17.3 |
0.6 |
3.8% |
0.0 |
Volume |
4,388 |
2,322 |
-2,066 |
-47.1% |
12,618 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.2 |
1,773.7 |
1,730.2 |
|
R3 |
1,763.2 |
1,751.7 |
1,724.2 |
|
R2 |
1,741.2 |
1,741.2 |
1,722.1 |
|
R1 |
1,729.7 |
1,729.7 |
1,720.1 |
1,724.5 |
PP |
1,719.2 |
1,719.2 |
1,719.2 |
1,716.6 |
S1 |
1,707.7 |
1,707.7 |
1,716.1 |
1,702.5 |
S2 |
1,697.2 |
1,697.2 |
1,714.1 |
|
S3 |
1,675.2 |
1,685.7 |
1,712.1 |
|
S4 |
1,653.2 |
1,663.7 |
1,706.0 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.8 |
1,888.0 |
1,770.8 |
|
R3 |
1,847.4 |
1,823.6 |
1,753.1 |
|
R2 |
1,783.0 |
1,783.0 |
1,747.2 |
|
R1 |
1,759.2 |
1,759.2 |
1,741.3 |
1,771.1 |
PP |
1,718.6 |
1,718.6 |
1,718.6 |
1,724.6 |
S1 |
1,694.8 |
1,694.8 |
1,729.5 |
1,706.7 |
S2 |
1,654.2 |
1,654.2 |
1,723.6 |
|
S3 |
1,589.8 |
1,630.4 |
1,717.7 |
|
S4 |
1,525.4 |
1,566.0 |
1,700.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.4 |
1,708.8 |
33.6 |
2.0% |
13.4 |
0.8% |
28% |
False |
True |
2,803 |
10 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
19.9 |
1.2% |
62% |
False |
False |
2,503 |
20 |
1,748.3 |
1,678.0 |
70.3 |
4.1% |
16.8 |
1.0% |
57% |
False |
False |
1,692 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.0 |
0.9% |
32% |
False |
False |
1,343 |
60 |
1,801.8 |
1,655.0 |
146.8 |
8.5% |
16.2 |
0.9% |
43% |
False |
False |
1,144 |
80 |
1,801.8 |
1,594.7 |
207.1 |
12.1% |
14.8 |
0.9% |
60% |
False |
False |
993 |
100 |
1,801.8 |
1,558.6 |
243.2 |
14.2% |
13.7 |
0.8% |
66% |
False |
False |
899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.3 |
2.618 |
1,788.4 |
1.618 |
1,766.4 |
1.000 |
1,752.8 |
0.618 |
1,744.4 |
HIGH |
1,730.8 |
0.618 |
1,722.4 |
0.500 |
1,719.8 |
0.382 |
1,717.2 |
LOW |
1,708.8 |
0.618 |
1,695.2 |
1.000 |
1,686.8 |
1.618 |
1,673.2 |
2.618 |
1,651.2 |
4.250 |
1,615.3 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,719.8 |
1,723.4 |
PP |
1,719.2 |
1,721.6 |
S1 |
1,718.7 |
1,719.9 |
|