Trading Metrics calculated at close of trading on 30-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,757.0 |
5,739.0 |
-18.0 |
-0.3% |
5,750.0 |
High |
5,829.0 |
6,134.5 |
305.5 |
5.2% |
5,783.5 |
Low |
5,692.0 |
5,704.5 |
12.5 |
0.2% |
5,366.0 |
Close |
5,790.0 |
6,117.5 |
327.5 |
5.7% |
5,462.5 |
Range |
137.0 |
430.0 |
293.0 |
213.9% |
417.5 |
ATR |
207.0 |
222.9 |
15.9 |
7.7% |
0.0 |
Volume |
178,745 |
260,018 |
81,273 |
45.5% |
684,951 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,275.5 |
7,126.5 |
6,354.0 |
|
R3 |
6,845.5 |
6,696.5 |
6,235.8 |
|
R2 |
6,415.5 |
6,415.5 |
6,196.3 |
|
R1 |
6,266.5 |
6,266.5 |
6,156.9 |
6,341.0 |
PP |
5,985.5 |
5,985.5 |
5,985.5 |
6,022.8 |
S1 |
5,836.5 |
5,836.5 |
6,078.1 |
5,911.0 |
S2 |
5,555.5 |
5,555.5 |
6,038.7 |
|
S3 |
5,125.5 |
5,406.5 |
5,999.3 |
|
S4 |
4,695.5 |
4,976.5 |
5,881.0 |
|
|
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 |
6,134.5 |
5,366.0 |
768.5 |
12.6% |
212.6 |
3.5% |
98% |
True |
False |
186,713 |
10 |
6,134.5 |
5,366.0 |
768.5 |
12.6% |
191.8 |
3.1% |
98% |
True |
False |
185,809 |
20 |
6,202.0 |
5,366.0 |
836.0 |
13.7% |
219.5 |
3.6% |
90% |
False |
False |
186,730 |
40 |
6,442.0 |
5,272.0 |
1,170.0 |
19.1% |
208.9 |
3.4% |
72% |
False |
False |
183,874 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.0% |
212.2 |
3.5% |
78% |
False |
False |
174,723 |
80 |
6,442.0 |
4,971.0 |
1,471.0 |
24.0% |
220.8 |
3.6% |
78% |
False |
False |
131,363 |
100 |
7,425.0 |
4,971.0 |
2,454.0 |
40.1% |
214.5 |
3.5% |
47% |
False |
False |
105,213 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
42.6% |
195.7 |
3.2% |
44% |
False |
False |
88,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,962.0 |
2.618 |
7,260.2 |
1.618 |
6,830.2 |
1.000 |
6,564.5 |
0.618 |
6,400.2 |
HIGH |
6,134.5 |
0.618 |
5,970.2 |
0.500 |
5,919.5 |
0.382 |
5,868.8 |
LOW |
5,704.5 |
0.618 |
5,438.8 |
1.000 |
5,274.5 |
1.618 |
5,008.8 |
2.618 |
4,578.8 |
4.250 |
3,877.0 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
6,051.5 |
6,028.6 |
PP |
5,985.5 |
5,939.7 |
S1 |
5,919.5 |
5,850.8 |
|