Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,435.0 |
5,595.5 |
160.5 |
3.0% |
5,750.0 |
High |
5,532.0 |
5,757.5 |
225.5 |
4.1% |
5,783.5 |
Low |
5,366.0 |
5,567.0 |
201.0 |
3.7% |
5,366.0 |
Close |
5,462.5 |
5,726.0 |
263.5 |
4.8% |
5,462.5 |
Range |
166.0 |
190.5 |
24.5 |
14.8% |
417.5 |
ATR |
206.0 |
212.4 |
6.4 |
3.1% |
0.0 |
Volume |
139,987 |
167,232 |
27,245 |
19.5% |
684,951 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,255.0 |
6,181.0 |
5,830.8 |
|
R3 |
6,064.5 |
5,990.5 |
5,778.4 |
|
R2 |
5,874.0 |
5,874.0 |
5,760.9 |
|
R1 |
5,800.0 |
5,800.0 |
5,743.5 |
5,837.0 |
PP |
5,683.5 |
5,683.5 |
5,683.5 |
5,702.0 |
S1 |
5,609.5 |
5,609.5 |
5,708.5 |
5,646.5 |
S2 |
5,493.0 |
5,493.0 |
5,691.1 |
|
S3 |
5,302.5 |
5,419.0 |
5,673.6 |
|
S4 |
5,112.0 |
5,228.5 |
5,621.2 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,789.8 |
6,543.7 |
5,692.1 |
|
R3 |
6,372.3 |
6,126.2 |
5,577.3 |
|
R2 |
5,954.8 |
5,954.8 |
5,539.0 |
|
R1 |
5,708.7 |
5,708.7 |
5,500.8 |
5,623.0 |
PP |
5,537.3 |
5,537.3 |
5,537.3 |
5,494.5 |
S1 |
5,291.2 |
5,291.2 |
5,424.2 |
5,205.5 |
S2 |
5,119.8 |
5,119.8 |
5,386.0 |
|
S3 |
4,702.3 |
4,873.7 |
5,347.7 |
|
S4 |
4,284.8 |
4,456.2 |
5,232.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,783.5 |
5,366.0 |
417.5 |
7.3% |
166.8 |
2.9% |
86% |
False |
False |
170,436 |
10 |
6,135.0 |
5,366.0 |
769.0 |
13.4% |
176.2 |
3.1% |
47% |
False |
False |
178,632 |
20 |
6,314.5 |
5,366.0 |
948.5 |
16.6% |
215.8 |
3.8% |
38% |
False |
False |
184,845 |
40 |
6,442.0 |
5,132.0 |
1,310.0 |
22.9% |
204.6 |
3.6% |
45% |
False |
False |
182,965 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
25.7% |
208.2 |
3.6% |
51% |
False |
False |
167,535 |
80 |
6,470.0 |
4,971.0 |
1,499.0 |
26.2% |
224.6 |
3.9% |
50% |
False |
False |
125,935 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
45.5% |
212.0 |
3.7% |
29% |
False |
False |
100,840 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
45.5% |
192.7 |
3.4% |
29% |
False |
False |
84,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,567.1 |
2.618 |
6,256.2 |
1.618 |
6,065.7 |
1.000 |
5,948.0 |
0.618 |
5,875.2 |
HIGH |
5,757.5 |
0.618 |
5,684.7 |
0.500 |
5,662.3 |
0.382 |
5,639.8 |
LOW |
5,567.0 |
0.618 |
5,449.3 |
1.000 |
5,376.5 |
1.618 |
5,258.8 |
2.618 |
5,068.3 |
4.250 |
4,757.4 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,704.8 |
5,671.3 |
PP |
5,683.5 |
5,616.5 |
S1 |
5,662.3 |
5,561.8 |
|