Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,736.0 |
1,755.0 |
19.0 |
1.1% |
1,725.5 |
High |
1,757.9 |
1,756.2 |
-1.7 |
-0.1% |
1,757.9 |
Low |
1,733.3 |
1,750.5 |
17.2 |
1.0% |
1,725.0 |
Close |
1,755.8 |
1,753.9 |
-1.9 |
-0.1% |
1,755.8 |
Range |
24.6 |
5.7 |
-18.9 |
-76.8% |
32.9 |
ATR |
16.9 |
16.1 |
-0.8 |
-4.7% |
0.0 |
Volume |
3,274 |
739 |
-2,535 |
-77.4% |
7,459 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.6 |
1,768.0 |
1,757.0 |
|
R3 |
1,764.9 |
1,762.3 |
1,755.5 |
|
R2 |
1,759.2 |
1,759.2 |
1,754.9 |
|
R1 |
1,756.6 |
1,756.6 |
1,754.4 |
1,755.1 |
PP |
1,753.5 |
1,753.5 |
1,753.5 |
1,752.8 |
S1 |
1,750.9 |
1,750.9 |
1,753.4 |
1,749.4 |
S2 |
1,747.8 |
1,747.8 |
1,752.9 |
|
S3 |
1,742.1 |
1,745.2 |
1,752.3 |
|
S4 |
1,736.4 |
1,739.5 |
1,750.8 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.9 |
1,833.3 |
1,773.9 |
|
R3 |
1,812.0 |
1,800.4 |
1,764.8 |
|
R2 |
1,779.1 |
1,779.1 |
1,761.8 |
|
R1 |
1,767.5 |
1,767.5 |
1,758.8 |
1,773.3 |
PP |
1,746.2 |
1,746.2 |
1,746.2 |
1,749.2 |
S1 |
1,734.6 |
1,734.6 |
1,752.8 |
1,740.4 |
S2 |
1,713.3 |
1,713.3 |
1,749.8 |
|
S3 |
1,680.4 |
1,701.7 |
1,746.8 |
|
S4 |
1,647.5 |
1,668.8 |
1,737.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,757.9 |
1,725.0 |
32.9 |
1.9% |
13.3 |
0.8% |
88% |
False |
False |
1,639 |
10 |
1,757.9 |
1,708.8 |
49.1 |
2.8% |
13.4 |
0.8% |
92% |
False |
False |
2,263 |
20 |
1,757.9 |
1,678.0 |
79.9 |
4.6% |
15.6 |
0.9% |
95% |
False |
False |
1,926 |
40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.2 |
0.9% |
61% |
False |
False |
1,428 |
60 |
1,801.8 |
1,655.0 |
146.8 |
8.4% |
16.4 |
0.9% |
67% |
False |
False |
1,305 |
80 |
1,801.8 |
1,598.8 |
203.0 |
11.6% |
15.1 |
0.9% |
76% |
False |
False |
1,073 |
100 |
1,801.8 |
1,567.0 |
234.8 |
13.4% |
13.8 |
0.8% |
80% |
False |
False |
964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.4 |
2.618 |
1,771.1 |
1.618 |
1,765.4 |
1.000 |
1,761.9 |
0.618 |
1,759.7 |
HIGH |
1,756.2 |
0.618 |
1,754.0 |
0.500 |
1,753.4 |
0.382 |
1,752.7 |
LOW |
1,750.5 |
0.618 |
1,747.0 |
1.000 |
1,744.8 |
1.618 |
1,741.3 |
2.618 |
1,735.6 |
4.250 |
1,726.3 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,753.7 |
1,749.8 |
PP |
1,753.5 |
1,745.6 |
S1 |
1,753.4 |
1,741.5 |
|