Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,746.54 |
12,571.10 |
-175.44 |
-1.4% |
13,092.28 |
High |
12,797.73 |
12,600.59 |
-197.14 |
-1.5% |
13,290.75 |
Low |
12,542.68 |
12,496.56 |
-46.12 |
-0.4% |
12,743.39 |
Close |
12,570.95 |
12,542.38 |
-28.57 |
-0.2% |
12,815.39 |
Range |
255.05 |
104.03 |
-151.02 |
-59.2% |
547.36 |
ATR |
151.72 |
148.31 |
-3.41 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,858.60 |
12,804.52 |
12,599.60 |
|
R3 |
12,754.57 |
12,700.49 |
12,570.99 |
|
R2 |
12,650.54 |
12,650.54 |
12,561.45 |
|
R1 |
12,596.46 |
12,596.46 |
12,551.92 |
12,571.49 |
PP |
12,546.51 |
12,546.51 |
12,546.51 |
12,534.02 |
S1 |
12,492.43 |
12,492.43 |
12,532.84 |
12,467.46 |
S2 |
12,442.48 |
12,442.48 |
12,523.31 |
|
S3 |
12,338.45 |
12,388.40 |
12,513.77 |
|
S4 |
12,234.42 |
12,284.37 |
12,485.16 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,591.92 |
14,251.02 |
13,116.44 |
|
R3 |
14,044.56 |
13,703.66 |
12,965.91 |
|
R2 |
13,497.20 |
13,497.20 |
12,915.74 |
|
R1 |
13,156.30 |
13,156.30 |
12,865.56 |
13,053.07 |
PP |
12,949.84 |
12,949.84 |
12,949.84 |
12,898.23 |
S1 |
12,608.94 |
12,608.94 |
12,765.22 |
12,505.71 |
S2 |
12,402.48 |
12,402.48 |
12,715.04 |
|
S3 |
11,855.12 |
12,061.58 |
12,664.87 |
|
S4 |
11,307.76 |
11,514.22 |
12,514.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,898.25 |
12,496.56 |
401.69 |
3.2% |
146.78 |
1.2% |
11% |
False |
True |
|
10 |
13,290.75 |
12,496.56 |
794.19 |
6.3% |
174.72 |
1.4% |
6% |
False |
True |
|
20 |
13,588.73 |
12,496.56 |
1,092.17 |
8.7% |
154.64 |
1.2% |
4% |
False |
True |
|
40 |
13,661.87 |
12,496.56 |
1,165.31 |
9.3% |
131.89 |
1.1% |
4% |
False |
True |
|
60 |
13,661.87 |
12,496.56 |
1,165.31 |
9.3% |
123.16 |
1.0% |
4% |
False |
True |
|
80 |
13,661.87 |
12,496.56 |
1,165.31 |
9.3% |
121.85 |
1.0% |
4% |
False |
True |
|
100 |
13,661.87 |
12,450.17 |
1,211.70 |
9.7% |
128.35 |
1.0% |
8% |
False |
False |
|
120 |
13,661.87 |
12,035.09 |
1,626.78 |
13.0% |
135.30 |
1.1% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,042.72 |
2.618 |
12,872.94 |
1.618 |
12,768.91 |
1.000 |
12,704.62 |
0.618 |
12,664.88 |
HIGH |
12,600.59 |
0.618 |
12,560.85 |
0.500 |
12,548.58 |
0.382 |
12,536.30 |
LOW |
12,496.56 |
0.618 |
12,432.27 |
1.000 |
12,392.53 |
1.618 |
12,328.24 |
2.618 |
12,224.21 |
4.250 |
12,054.43 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
12,548.58 |
12,697.41 |
PP |
12,546.51 |
12,645.73 |
S1 |
12,544.45 |
12,594.06 |
|