Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,730.8 |
1,719.1 |
-11.7 |
-0.7% |
1,737.0 |
High |
1,730.8 |
1,719.9 |
-10.9 |
-0.6% |
1,741.1 |
Low |
1,708.8 |
1,710.0 |
1.2 |
0.1% |
1,708.8 |
Close |
1,718.1 |
1,718.9 |
0.8 |
0.0% |
1,718.9 |
Range |
22.0 |
9.9 |
-12.1 |
-55.0% |
32.3 |
ATR |
17.3 |
16.8 |
-0.5 |
-3.1% |
0.0 |
Volume |
2,322 |
3,093 |
771 |
33.2% |
14,438 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.0 |
1,742.3 |
1,724.3 |
|
R3 |
1,736.1 |
1,732.4 |
1,721.6 |
|
R2 |
1,726.2 |
1,726.2 |
1,720.7 |
|
R1 |
1,722.5 |
1,722.5 |
1,719.8 |
1,719.4 |
PP |
1,716.3 |
1,716.3 |
1,716.3 |
1,714.7 |
S1 |
1,712.6 |
1,712.6 |
1,718.0 |
1,709.5 |
S2 |
1,706.4 |
1,706.4 |
1,717.1 |
|
S3 |
1,696.5 |
1,702.7 |
1,716.2 |
|
S4 |
1,686.6 |
1,692.8 |
1,713.5 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.8 |
1,801.7 |
1,736.7 |
|
R3 |
1,787.5 |
1,769.4 |
1,727.8 |
|
R2 |
1,755.2 |
1,755.2 |
1,724.8 |
|
R1 |
1,737.1 |
1,737.1 |
1,721.9 |
1,730.0 |
PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,719.4 |
S1 |
1,704.8 |
1,704.8 |
1,715.9 |
1,697.7 |
S2 |
1,690.6 |
1,690.6 |
1,713.0 |
|
S3 |
1,658.3 |
1,672.5 |
1,710.0 |
|
S4 |
1,626.0 |
1,640.2 |
1,701.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,741.1 |
1,708.8 |
32.3 |
1.9% |
13.4 |
0.8% |
31% |
False |
False |
2,887 |
10 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
16.7 |
1.0% |
64% |
False |
False |
2,705 |
20 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
16.0 |
0.9% |
64% |
False |
False |
1,830 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.9 |
0.9% |
33% |
False |
False |
1,401 |
60 |
1,801.8 |
1,655.0 |
146.8 |
8.5% |
16.1 |
0.9% |
44% |
False |
False |
1,191 |
80 |
1,801.8 |
1,594.7 |
207.1 |
12.0% |
14.9 |
0.9% |
60% |
False |
False |
1,028 |
100 |
1,801.8 |
1,558.6 |
243.2 |
14.1% |
13.7 |
0.8% |
66% |
False |
False |
930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,762.0 |
2.618 |
1,745.8 |
1.618 |
1,735.9 |
1.000 |
1,729.8 |
0.618 |
1,726.0 |
HIGH |
1,719.9 |
0.618 |
1,716.1 |
0.500 |
1,715.0 |
0.382 |
1,713.8 |
LOW |
1,710.0 |
0.618 |
1,703.9 |
1.000 |
1,700.1 |
1.618 |
1,694.0 |
2.618 |
1,684.1 |
4.250 |
1,667.9 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,717.6 |
1,723.4 |
PP |
1,716.3 |
1,721.9 |
S1 |
1,715.0 |
1,720.4 |
|