Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,685.4 |
1,711.3 |
25.9 |
1.5% |
1,725.1 |
High |
1,722.4 |
1,718.4 |
-4.0 |
-0.2% |
1,727.4 |
Low |
1,684.0 |
1,704.0 |
20.0 |
1.2% |
1,667.1 |
Close |
1,710.8 |
1,713.4 |
2.6 |
0.2% |
1,685.7 |
Range |
38.4 |
14.4 |
-24.0 |
-62.5% |
60.3 |
ATR |
39.5 |
37.7 |
-1.8 |
-4.5% |
0.0 |
Volume |
167,323 |
53,813 |
-113,510 |
-67.8% |
644,285 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.1 |
1,748.7 |
1,721.3 |
|
R3 |
1,740.7 |
1,734.3 |
1,717.4 |
|
R2 |
1,726.3 |
1,726.3 |
1,716.0 |
|
R1 |
1,719.9 |
1,719.9 |
1,714.7 |
1,723.1 |
PP |
1,711.9 |
1,711.9 |
1,711.9 |
1,713.6 |
S1 |
1,705.5 |
1,705.5 |
1,712.1 |
1,708.7 |
S2 |
1,697.5 |
1,697.5 |
1,710.8 |
|
S3 |
1,683.1 |
1,691.1 |
1,709.4 |
|
S4 |
1,668.7 |
1,676.7 |
1,705.5 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.3 |
1,840.3 |
1,718.9 |
|
R3 |
1,814.0 |
1,780.0 |
1,702.3 |
|
R2 |
1,753.7 |
1,753.7 |
1,696.8 |
|
R1 |
1,719.7 |
1,719.7 |
1,691.2 |
1,706.6 |
PP |
1,693.4 |
1,693.4 |
1,693.4 |
1,686.8 |
S1 |
1,659.4 |
1,659.4 |
1,680.2 |
1,646.3 |
S2 |
1,633.1 |
1,633.1 |
1,674.6 |
|
S3 |
1,572.8 |
1,599.1 |
1,669.1 |
|
S4 |
1,512.5 |
1,538.8 |
1,652.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,722.4 |
1,667.5 |
54.9 |
3.2% |
31.1 |
1.8% |
84% |
False |
False |
134,667 |
10 |
1,787.8 |
1,667.1 |
120.7 |
7.0% |
35.8 |
2.1% |
38% |
False |
False |
148,179 |
20 |
1,804.4 |
1,667.1 |
137.3 |
8.0% |
35.6 |
2.1% |
34% |
False |
False |
138,097 |
40 |
1,804.4 |
1,596.6 |
207.8 |
12.1% |
37.2 |
2.2% |
56% |
False |
False |
132,425 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
46.0 |
2.7% |
46% |
False |
False |
162,285 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
48.1 |
2.8% |
46% |
False |
False |
180,052 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
43.2 |
2.5% |
46% |
False |
False |
161,478 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.8% |
39.1 |
2.3% |
52% |
False |
False |
135,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,779.6 |
2.618 |
1,756.1 |
1.618 |
1,741.7 |
1.000 |
1,732.8 |
0.618 |
1,727.3 |
HIGH |
1,718.4 |
0.618 |
1,712.9 |
0.500 |
1,711.2 |
0.382 |
1,709.5 |
LOW |
1,704.0 |
0.618 |
1,695.1 |
1.000 |
1,689.6 |
1.618 |
1,680.7 |
2.618 |
1,666.3 |
4.250 |
1,642.8 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,712.7 |
1,708.1 |
PP |
1,711.9 |
1,702.8 |
S1 |
1,711.2 |
1,697.5 |
|