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 |
5,595.5 |
5,757.0 |
161.5 |
2.9% |
5,750.0 |
High |
5,757.5 |
5,829.0 |
71.5 |
1.2% |
5,783.5 |
Low |
5,567.0 |
5,692.0 |
125.0 |
2.2% |
5,366.0 |
Close |
5,726.0 |
5,790.0 |
64.0 |
1.1% |
5,462.5 |
Range |
190.5 |
137.0 |
-53.5 |
-28.1% |
417.5 |
ATR |
212.4 |
207.0 |
-5.4 |
-2.5% |
0.0 |
Volume |
167,232 |
178,745 |
11,513 |
6.9% |
684,951 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,181.3 |
6,122.7 |
5,865.4 |
|
R3 |
6,044.3 |
5,985.7 |
5,827.7 |
|
R2 |
5,907.3 |
5,907.3 |
5,815.1 |
|
R1 |
5,848.7 |
5,848.7 |
5,802.6 |
5,878.0 |
PP |
5,770.3 |
5,770.3 |
5,770.3 |
5,785.0 |
S1 |
5,711.7 |
5,711.7 |
5,777.4 |
5,741.0 |
S2 |
5,633.3 |
5,633.3 |
5,764.9 |
|
S3 |
5,496.3 |
5,574.7 |
5,752.3 |
|
S4 |
5,359.3 |
5,437.7 |
5,714.7 |
|
|
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 |
5,829.0 |
5,366.0 |
463.0 |
8.0% |
156.5 |
2.7% |
92% |
True |
False |
171,079 |
10 |
6,036.0 |
5,366.0 |
670.0 |
11.6% |
168.9 |
2.9% |
63% |
False |
False |
180,016 |
20 |
6,202.0 |
5,366.0 |
836.0 |
14.4% |
211.9 |
3.7% |
51% |
False |
False |
186,429 |
40 |
6,442.0 |
5,132.0 |
1,310.0 |
22.6% |
203.5 |
3.5% |
50% |
False |
False |
182,990 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
25.4% |
208.0 |
3.6% |
56% |
False |
False |
170,478 |
80 |
6,442.0 |
4,971.0 |
1,471.0 |
25.4% |
222.3 |
3.8% |
56% |
False |
False |
128,139 |
100 |
7,436.5 |
4,971.0 |
2,465.5 |
42.6% |
212.1 |
3.7% |
33% |
False |
False |
102,619 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
45.0% |
192.8 |
3.3% |
31% |
False |
False |
85,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,411.3 |
2.618 |
6,187.7 |
1.618 |
6,050.7 |
1.000 |
5,966.0 |
0.618 |
5,913.7 |
HIGH |
5,829.0 |
0.618 |
5,776.7 |
0.500 |
5,760.5 |
0.382 |
5,744.3 |
LOW |
5,692.0 |
0.618 |
5,607.3 |
1.000 |
5,555.0 |
1.618 |
5,470.3 |
2.618 |
5,333.3 |
4.250 |
5,109.8 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,780.2 |
5,725.8 |
PP |
5,770.3 |
5,661.7 |
S1 |
5,760.5 |
5,597.5 |
|