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 |
2,601.00 |
2,633.00 |
32.00 |
1.2% |
2,535.00 |
High |
2,638.75 |
2,650.75 |
12.00 |
0.5% |
2,638.75 |
Low |
2,596.25 |
2,623.00 |
26.75 |
1.0% |
2,534.50 |
Close |
2,634.25 |
2,645.75 |
11.50 |
0.4% |
2,634.25 |
Range |
42.50 |
27.75 |
-14.75 |
-34.7% |
104.25 |
ATR |
42.13 |
41.10 |
-1.03 |
-2.4% |
0.00 |
Volume |
132,805 |
203,339 |
70,534 |
53.1% |
796,919 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,723.00 |
2,712.25 |
2,661.00 |
|
R3 |
2,695.25 |
2,684.50 |
2,653.50 |
|
R2 |
2,667.50 |
2,667.50 |
2,650.75 |
|
R1 |
2,656.75 |
2,656.75 |
2,648.25 |
2,662.00 |
PP |
2,639.75 |
2,639.75 |
2,639.75 |
2,642.50 |
S1 |
2,629.00 |
2,629.00 |
2,643.25 |
2,634.50 |
S2 |
2,612.00 |
2,612.00 |
2,640.75 |
|
S3 |
2,584.25 |
2,601.25 |
2,638.00 |
|
S4 |
2,556.50 |
2,573.50 |
2,630.50 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,915.25 |
2,879.00 |
2,691.50 |
|
R3 |
2,811.00 |
2,774.75 |
2,663.00 |
|
R2 |
2,706.75 |
2,706.75 |
2,653.25 |
|
R1 |
2,670.50 |
2,670.50 |
2,643.75 |
2,688.50 |
PP |
2,602.50 |
2,602.50 |
2,602.50 |
2,611.50 |
S1 |
2,566.25 |
2,566.25 |
2,624.75 |
2,584.50 |
S2 |
2,498.25 |
2,498.25 |
2,615.25 |
|
S3 |
2,394.00 |
2,462.00 |
2,605.50 |
|
S4 |
2,289.75 |
2,357.75 |
2,577.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,650.75 |
2,534.50 |
116.25 |
4.4% |
36.75 |
1.4% |
96% |
True |
False |
200,051 |
10 |
2,650.75 |
2,492.00 |
158.75 |
6.0% |
37.75 |
1.4% |
97% |
True |
False |
255,428 |
20 |
2,694.00 |
2,492.00 |
202.00 |
7.6% |
43.25 |
1.6% |
76% |
False |
False |
257,204 |
40 |
2,840.75 |
2,492.00 |
348.75 |
13.2% |
41.00 |
1.6% |
44% |
False |
False |
258,929 |
60 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
38.25 |
1.5% |
40% |
False |
False |
218,391 |
80 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
34.25 |
1.3% |
40% |
False |
False |
163,824 |
100 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
33.50 |
1.3% |
40% |
False |
False |
131,064 |
120 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
31.50 |
1.2% |
40% |
False |
False |
109,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,768.75 |
2.618 |
2,723.50 |
1.618 |
2,695.75 |
1.000 |
2,678.50 |
0.618 |
2,668.00 |
HIGH |
2,650.75 |
0.618 |
2,640.25 |
0.500 |
2,637.00 |
0.382 |
2,633.50 |
LOW |
2,623.00 |
0.618 |
2,605.75 |
1.000 |
2,595.25 |
1.618 |
2,578.00 |
2.618 |
2,550.25 |
4.250 |
2,505.00 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
2,642.75 |
2,635.00 |
PP |
2,639.75 |
2,624.50 |
S1 |
2,637.00 |
2,614.00 |
|