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 |
1,734.0 |
1,722.6 |
-11.4 |
-0.7% |
1,739.1 |
High |
1,734.0 |
1,722.6 |
-11.4 |
-0.7% |
1,744.0 |
Low |
1,712.7 |
1,714.0 |
1.3 |
0.1% |
1,712.7 |
Close |
1,720.1 |
1,720.9 |
0.8 |
0.0% |
1,720.9 |
Range |
21.3 |
8.6 |
-12.7 |
-59.6% |
31.3 |
ATR |
17.2 |
16.6 |
-0.6 |
-3.6% |
0.0 |
Volume |
1,363 |
3,367 |
2,004 |
147.0% |
9,889 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.0 |
1,741.5 |
1,725.6 |
|
R3 |
1,736.4 |
1,732.9 |
1,723.3 |
|
R2 |
1,727.8 |
1,727.8 |
1,722.5 |
|
R1 |
1,724.3 |
1,724.3 |
1,721.7 |
1,721.8 |
PP |
1,719.2 |
1,719.2 |
1,719.2 |
1,717.9 |
S1 |
1,715.7 |
1,715.7 |
1,720.1 |
1,713.2 |
S2 |
1,710.6 |
1,710.6 |
1,719.3 |
|
S3 |
1,702.0 |
1,707.1 |
1,718.5 |
|
S4 |
1,693.4 |
1,698.5 |
1,716.2 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.8 |
1,801.6 |
1,738.1 |
|
R3 |
1,788.5 |
1,770.3 |
1,729.5 |
|
R2 |
1,757.2 |
1,757.2 |
1,726.6 |
|
R1 |
1,739.0 |
1,739.0 |
1,723.8 |
1,732.5 |
PP |
1,725.9 |
1,725.9 |
1,725.9 |
1,722.6 |
S1 |
1,707.7 |
1,707.7 |
1,718.0 |
1,701.2 |
S2 |
1,694.6 |
1,694.6 |
1,715.2 |
|
S3 |
1,663.3 |
1,676.4 |
1,712.3 |
|
S4 |
1,632.0 |
1,645.1 |
1,703.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,744.0 |
1,712.7 |
31.3 |
1.8% |
13.4 |
0.8% |
26% |
False |
False |
1,977 |
10 |
1,744.5 |
1,679.1 |
65.4 |
3.8% |
16.9 |
1.0% |
64% |
False |
False |
1,976 |
20 |
1,744.5 |
1,679.1 |
65.4 |
3.8% |
15.9 |
0.9% |
64% |
False |
False |
1,583 |
40 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
15.6 |
0.9% |
34% |
False |
False |
1,394 |
60 |
1,803.0 |
1,655.3 |
147.7 |
8.6% |
16.1 |
0.9% |
44% |
False |
False |
1,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.2 |
2.618 |
1,745.1 |
1.618 |
1,736.5 |
1.000 |
1,731.2 |
0.618 |
1,727.9 |
HIGH |
1,722.6 |
0.618 |
1,719.3 |
0.500 |
1,718.3 |
0.382 |
1,717.3 |
LOW |
1,714.0 |
0.618 |
1,708.7 |
1.000 |
1,705.4 |
1.618 |
1,700.1 |
2.618 |
1,691.5 |
4.250 |
1,677.5 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,720.0 |
1,725.8 |
PP |
1,719.2 |
1,724.1 |
S1 |
1,718.3 |
1,722.5 |
|