Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,725.5 |
1,734.6 |
9.1 |
0.5% |
1,737.0 |
High |
1,739.0 |
1,740.0 |
1.0 |
0.1% |
1,741.1 |
Low |
1,725.3 |
1,726.9 |
1.6 |
0.1% |
1,708.8 |
Close |
1,738.7 |
1,727.9 |
-10.8 |
-0.6% |
1,718.9 |
Range |
13.7 |
13.1 |
-0.6 |
-4.4% |
32.3 |
ATR |
17.0 |
16.8 |
-0.3 |
-1.7% |
0.0 |
Volume |
1,152 |
322 |
-830 |
-72.0% |
14,438 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.9 |
1,762.5 |
1,735.1 |
|
R3 |
1,757.8 |
1,749.4 |
1,731.5 |
|
R2 |
1,744.7 |
1,744.7 |
1,730.3 |
|
R1 |
1,736.3 |
1,736.3 |
1,729.1 |
1,734.0 |
PP |
1,731.6 |
1,731.6 |
1,731.6 |
1,730.4 |
S1 |
1,723.2 |
1,723.2 |
1,726.7 |
1,720.9 |
S2 |
1,718.5 |
1,718.5 |
1,725.5 |
|
S3 |
1,705.4 |
1,710.1 |
1,724.3 |
|
S4 |
1,692.3 |
1,697.0 |
1,720.7 |
|
|
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 |
1,740.0 |
1,708.8 |
31.2 |
1.8% |
14.0 |
0.8% |
61% |
True |
False |
2,255 |
10 |
1,742.4 |
1,707.6 |
34.8 |
2.0% |
15.0 |
0.9% |
58% |
False |
False |
2,595 |
20 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
15.7 |
0.9% |
77% |
False |
False |
1,749 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.8 |
0.9% |
40% |
False |
False |
1,346 |
60 |
1,801.8 |
1,655.0 |
146.8 |
8.5% |
16.4 |
0.9% |
50% |
False |
False |
1,206 |
80 |
1,801.8 |
1,594.7 |
207.1 |
12.0% |
15.2 |
0.9% |
64% |
False |
False |
1,031 |
100 |
1,801.8 |
1,567.0 |
234.8 |
13.6% |
13.5 |
0.8% |
69% |
False |
False |
937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.7 |
2.618 |
1,774.3 |
1.618 |
1,761.2 |
1.000 |
1,753.1 |
0.618 |
1,748.1 |
HIGH |
1,740.0 |
0.618 |
1,735.0 |
0.500 |
1,733.5 |
0.382 |
1,731.9 |
LOW |
1,726.9 |
0.618 |
1,718.8 |
1.000 |
1,713.8 |
1.618 |
1,705.7 |
2.618 |
1,692.6 |
4.250 |
1,671.2 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,733.5 |
1,726.9 |
PP |
1,731.6 |
1,726.0 |
S1 |
1,729.8 |
1,725.0 |
|