Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
12,875.56 |
12,977.35 |
101.79 |
0.8% |
12,590.23 |
High |
12,989.10 |
13,062.56 |
73.46 |
0.6% |
13,011.45 |
Low |
12,765.32 |
12,961.92 |
196.60 |
1.5% |
12,590.23 |
Close |
12,985.11 |
13,021.82 |
36.71 |
0.3% |
13,009.68 |
Range |
223.78 |
100.64 |
-123.14 |
-55.0% |
421.22 |
ATR |
145.98 |
142.74 |
-3.24 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,317.35 |
13,270.23 |
13,077.17 |
|
R3 |
13,216.71 |
13,169.59 |
13,049.50 |
|
R2 |
13,116.07 |
13,116.07 |
13,040.27 |
|
R1 |
13,068.95 |
13,068.95 |
13,031.05 |
13,092.51 |
PP |
13,015.43 |
13,015.43 |
13,015.43 |
13,027.22 |
S1 |
12,968.31 |
12,968.31 |
13,012.59 |
12,991.87 |
S2 |
12,914.79 |
12,914.79 |
13,003.37 |
|
S3 |
12,814.15 |
12,867.67 |
12,994.14 |
|
S4 |
12,713.51 |
12,767.03 |
12,966.47 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,134.11 |
13,993.12 |
13,241.35 |
|
R3 |
13,712.89 |
13,571.90 |
13,125.52 |
|
R2 |
13,291.67 |
13,291.67 |
13,086.90 |
|
R1 |
13,150.68 |
13,150.68 |
13,048.29 |
13,221.18 |
PP |
12,870.45 |
12,870.45 |
12,870.45 |
12,905.70 |
S1 |
12,729.46 |
12,729.46 |
12,971.07 |
12,799.96 |
S2 |
12,449.23 |
12,449.23 |
12,932.46 |
|
S3 |
12,028.01 |
12,308.24 |
12,893.84 |
|
S4 |
11,606.79 |
11,887.02 |
12,778.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,062.56 |
12,765.32 |
297.24 |
2.3% |
144.62 |
1.1% |
86% |
True |
False |
|
10 |
13,062.56 |
12,471.49 |
591.07 |
4.5% |
133.31 |
1.0% |
93% |
True |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
157.55 |
1.2% |
67% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
137.10 |
1.1% |
46% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
128.05 |
1.0% |
46% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
119.62 |
0.9% |
46% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.85 |
1.0% |
46% |
False |
False |
|
120 |
13,661.87 |
12,398.48 |
1,263.39 |
9.7% |
132.49 |
1.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,490.28 |
2.618 |
13,326.04 |
1.618 |
13,225.40 |
1.000 |
13,163.20 |
0.618 |
13,124.76 |
HIGH |
13,062.56 |
0.618 |
13,024.12 |
0.500 |
13,012.24 |
0.382 |
13,000.36 |
LOW |
12,961.92 |
0.618 |
12,899.72 |
1.000 |
12,861.28 |
1.618 |
12,799.08 |
2.618 |
12,698.44 |
4.250 |
12,534.20 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
13,018.63 |
12,985.86 |
PP |
13,015.43 |
12,949.90 |
S1 |
13,012.24 |
12,913.94 |
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