Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,734.6 |
1,730.9 |
-3.7 |
-0.2% |
1,737.0 |
High |
1,740.0 |
1,734.3 |
-5.7 |
-0.3% |
1,741.1 |
Low |
1,726.9 |
1,725.0 |
-1.9 |
-0.1% |
1,708.8 |
Close |
1,727.9 |
1,732.6 |
4.7 |
0.3% |
1,718.9 |
Range |
13.1 |
9.3 |
-3.8 |
-29.0% |
32.3 |
ATR |
16.8 |
16.2 |
-0.5 |
-3.2% |
0.0 |
Volume |
322 |
2,711 |
2,389 |
741.9% |
14,438 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.5 |
1,754.9 |
1,737.7 |
|
R3 |
1,749.2 |
1,745.6 |
1,735.2 |
|
R2 |
1,739.9 |
1,739.9 |
1,734.3 |
|
R1 |
1,736.3 |
1,736.3 |
1,733.5 |
1,738.1 |
PP |
1,730.6 |
1,730.6 |
1,730.6 |
1,731.6 |
S1 |
1,727.0 |
1,727.0 |
1,731.7 |
1,728.8 |
S2 |
1,721.3 |
1,721.3 |
1,730.9 |
|
S3 |
1,712.0 |
1,717.7 |
1,730.0 |
|
S4 |
1,702.7 |
1,708.4 |
1,727.5 |
|
|
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 |
1,740.0 |
1,708.8 |
31.2 |
1.8% |
13.6 |
0.8% |
76% |
False |
False |
1,920 |
10 |
1,742.4 |
1,708.8 |
33.6 |
1.9% |
13.3 |
0.8% |
71% |
False |
False |
2,619 |
20 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
15.4 |
0.9% |
85% |
False |
False |
1,856 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.4 |
0.9% |
44% |
False |
False |
1,394 |
60 |
1,801.8 |
1,655.0 |
146.8 |
8.5% |
16.3 |
0.9% |
53% |
False |
False |
1,249 |
80 |
1,801.8 |
1,594.7 |
207.1 |
12.0% |
15.2 |
0.9% |
67% |
False |
False |
1,065 |
100 |
1,801.8 |
1,567.0 |
234.8 |
13.6% |
13.6 |
0.8% |
71% |
False |
False |
956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,773.8 |
2.618 |
1,758.6 |
1.618 |
1,749.3 |
1.000 |
1,743.6 |
0.618 |
1,740.0 |
HIGH |
1,734.3 |
0.618 |
1,730.7 |
0.500 |
1,729.7 |
0.382 |
1,728.6 |
LOW |
1,725.0 |
0.618 |
1,719.3 |
1.000 |
1,715.7 |
1.618 |
1,710.0 |
2.618 |
1,700.7 |
4.250 |
1,685.5 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,731.6 |
1,732.6 |
PP |
1,730.6 |
1,732.5 |
S1 |
1,729.7 |
1,732.5 |
|