Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
141.99 |
142.14 |
0.15 |
0.1% |
140.65 |
High |
142.51 |
142.42 |
-0.09 |
-0.1% |
142.51 |
Low |
141.37 |
141.66 |
0.29 |
0.2% |
139.00 |
Close |
142.12 |
142.16 |
0.04 |
0.0% |
142.16 |
Range |
1.14 |
0.76 |
-0.38 |
-33.3% |
3.51 |
ATR |
1.68 |
1.61 |
-0.07 |
-3.9% |
0.00 |
Volume |
151,085,797 |
136,568,203 |
-14,517,594 |
-9.6% |
693,510,805 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.36 |
144.02 |
142.58 |
|
R3 |
143.60 |
143.26 |
142.37 |
|
R2 |
142.84 |
142.84 |
142.30 |
|
R1 |
142.50 |
142.50 |
142.23 |
142.67 |
PP |
142.08 |
142.08 |
142.08 |
142.17 |
S1 |
141.74 |
141.74 |
142.09 |
141.91 |
S2 |
141.32 |
141.32 |
142.02 |
|
S3 |
140.56 |
140.98 |
141.95 |
|
S4 |
139.80 |
140.22 |
141.74 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.75 |
150.47 |
144.09 |
|
R3 |
148.24 |
146.96 |
143.13 |
|
R2 |
144.73 |
144.73 |
142.80 |
|
R1 |
143.45 |
143.45 |
142.48 |
144.09 |
PP |
141.22 |
141.22 |
141.22 |
141.55 |
S1 |
139.94 |
139.94 |
141.84 |
140.58 |
S2 |
137.71 |
137.71 |
141.52 |
|
S3 |
134.20 |
136.43 |
141.19 |
|
S4 |
130.69 |
132.92 |
140.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.51 |
139.00 |
3.51 |
2.5% |
1.35 |
1.0% |
90% |
False |
False |
138,702,161 |
10 |
142.51 |
134.70 |
7.81 |
5.5% |
1.47 |
1.0% |
96% |
False |
False |
135,141,740 |
20 |
143.72 |
134.70 |
9.02 |
6.3% |
1.67 |
1.2% |
83% |
False |
False |
146,588,579 |
40 |
147.16 |
134.70 |
12.46 |
8.8% |
1.50 |
1.1% |
60% |
False |
False |
137,583,694 |
60 |
148.11 |
134.70 |
13.41 |
9.4% |
1.41 |
1.0% |
56% |
False |
False |
133,728,111 |
80 |
148.11 |
134.70 |
13.41 |
9.4% |
1.30 |
0.9% |
56% |
False |
False |
124,679,811 |
100 |
148.11 |
132.60 |
15.51 |
10.9% |
1.36 |
1.0% |
62% |
False |
False |
128,300,250 |
120 |
148.11 |
130.85 |
17.26 |
12.1% |
1.41 |
1.0% |
66% |
False |
False |
132,772,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.65 |
2.618 |
144.41 |
1.618 |
143.65 |
1.000 |
143.18 |
0.618 |
142.89 |
HIGH |
142.42 |
0.618 |
142.13 |
0.500 |
142.04 |
0.382 |
141.95 |
LOW |
141.66 |
0.618 |
141.19 |
1.000 |
140.90 |
1.618 |
140.43 |
2.618 |
139.67 |
4.250 |
138.43 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.12 |
141.69 |
PP |
142.08 |
141.22 |
S1 |
142.04 |
140.76 |
|