Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,755.8 |
1,747.8 |
-8.0 |
-0.5% |
1,724.0 |
High |
1,758.4 |
1,747.9 |
-10.5 |
-0.6% |
1,759.5 |
Low |
1,747.0 |
1,712.9 |
-34.1 |
-2.0% |
1,723.1 |
Close |
1,748.9 |
1,722.9 |
-26.0 |
-1.5% |
1,757.8 |
Range |
11.4 |
35.0 |
23.6 |
207.0% |
36.4 |
ATR |
15.5 |
17.0 |
1.5 |
9.4% |
0.0 |
Volume |
4,051 |
2,817 |
-1,234 |
-30.5% |
5,207 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.9 |
1,812.9 |
1,742.2 |
|
R3 |
1,797.9 |
1,777.9 |
1,732.5 |
|
R2 |
1,762.9 |
1,762.9 |
1,729.3 |
|
R1 |
1,742.9 |
1,742.9 |
1,726.1 |
1,735.4 |
PP |
1,727.9 |
1,727.9 |
1,727.9 |
1,724.2 |
S1 |
1,707.9 |
1,707.9 |
1,719.7 |
1,700.4 |
S2 |
1,692.9 |
1,692.9 |
1,716.5 |
|
S3 |
1,657.9 |
1,672.9 |
1,713.3 |
|
S4 |
1,622.9 |
1,637.9 |
1,703.7 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.0 |
1,843.3 |
1,777.8 |
|
R3 |
1,819.6 |
1,806.9 |
1,767.8 |
|
R2 |
1,783.2 |
1,783.2 |
1,764.5 |
|
R1 |
1,770.5 |
1,770.5 |
1,761.1 |
1,776.9 |
PP |
1,746.8 |
1,746.8 |
1,746.8 |
1,750.0 |
S1 |
1,734.1 |
1,734.1 |
1,754.5 |
1,740.5 |
S2 |
1,710.4 |
1,710.4 |
1,751.1 |
|
S3 |
1,674.0 |
1,697.7 |
1,747.8 |
|
S4 |
1,637.6 |
1,661.3 |
1,737.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,759.5 |
1,712.9 |
46.6 |
2.7% |
17.2 |
1.0% |
21% |
False |
True |
2,063 |
10 |
1,759.5 |
1,712.7 |
46.8 |
2.7% |
15.6 |
0.9% |
22% |
False |
False |
1,965 |
20 |
1,759.5 |
1,679.1 |
80.4 |
4.7% |
17.3 |
1.0% |
54% |
False |
False |
1,705 |
40 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
15.3 |
0.9% |
35% |
False |
False |
1,574 |
60 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
16.2 |
0.9% |
35% |
False |
False |
1,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.7 |
2.618 |
1,839.5 |
1.618 |
1,804.5 |
1.000 |
1,782.9 |
0.618 |
1,769.5 |
HIGH |
1,747.9 |
0.618 |
1,734.5 |
0.500 |
1,730.4 |
0.382 |
1,726.3 |
LOW |
1,712.9 |
0.618 |
1,691.3 |
1.000 |
1,677.9 |
1.618 |
1,656.3 |
2.618 |
1,621.3 |
4.250 |
1,564.2 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,730.4 |
1,735.7 |
PP |
1,727.9 |
1,731.4 |
S1 |
1,725.4 |
1,727.2 |
|