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 |
1,162.50 |
1,172.00 |
9.50 |
0.8% |
1,208.00 |
High |
1,173.75 |
1,196.25 |
22.50 |
1.9% |
1,209.00 |
Low |
1,147.50 |
1,169.25 |
21.75 |
1.9% |
1,147.50 |
Close |
1,153.50 |
1,191.00 |
37.50 |
3.3% |
1,153.50 |
Range |
26.25 |
27.00 |
0.75 |
2.9% |
61.50 |
ATR |
29.88 |
30.80 |
0.92 |
3.1% |
0.00 |
Volume |
1,518,196 |
2,362,957 |
844,761 |
55.6% |
8,326,274 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.50 |
1,255.75 |
1,205.75 |
|
R3 |
1,239.50 |
1,228.75 |
1,198.50 |
|
R2 |
1,212.50 |
1,212.50 |
1,196.00 |
|
R1 |
1,201.75 |
1,201.75 |
1,193.50 |
1,207.00 |
PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,188.25 |
S1 |
1,174.75 |
1,174.75 |
1,188.50 |
1,180.00 |
S2 |
1,158.50 |
1,158.50 |
1,186.00 |
|
S3 |
1,131.50 |
1,147.75 |
1,183.50 |
|
S4 |
1,104.50 |
1,120.75 |
1,176.25 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.50 |
1,315.50 |
1,187.25 |
|
R3 |
1,293.00 |
1,254.00 |
1,170.50 |
|
R2 |
1,231.50 |
1,231.50 |
1,164.75 |
|
R1 |
1,192.50 |
1,192.50 |
1,159.25 |
1,181.25 |
PP |
1,170.00 |
1,170.00 |
1,170.00 |
1,164.50 |
S1 |
1,131.00 |
1,131.00 |
1,147.75 |
1,119.75 |
S2 |
1,108.50 |
1,108.50 |
1,142.25 |
|
S3 |
1,047.00 |
1,069.50 |
1,136.50 |
|
S4 |
985.50 |
1,008.00 |
1,119.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,209.00 |
1,147.50 |
61.50 |
5.2% |
25.50 |
2.1% |
71% |
False |
False |
2,137,846 |
10 |
1,270.75 |
1,147.50 |
123.25 |
10.3% |
26.75 |
2.2% |
35% |
False |
False |
2,277,579 |
20 |
1,280.75 |
1,147.50 |
133.25 |
11.2% |
30.00 |
2.5% |
33% |
False |
False |
2,381,582 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.6% |
30.75 |
2.6% |
56% |
False |
False |
2,504,802 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.6% |
32.50 |
2.7% |
56% |
False |
False |
2,550,056 |
80 |
1,289.25 |
1,068.00 |
221.25 |
18.6% |
35.50 |
3.0% |
56% |
False |
False |
1,915,440 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.6% |
33.50 |
2.8% |
44% |
False |
False |
1,532,767 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.6% |
31.00 |
2.6% |
44% |
False |
False |
1,277,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.00 |
2.618 |
1,267.00 |
1.618 |
1,240.00 |
1.000 |
1,223.25 |
0.618 |
1,213.00 |
HIGH |
1,196.25 |
0.618 |
1,186.00 |
0.500 |
1,182.75 |
0.382 |
1,179.50 |
LOW |
1,169.25 |
0.618 |
1,152.50 |
1.000 |
1,142.25 |
1.618 |
1,125.50 |
2.618 |
1,098.50 |
4.250 |
1,054.50 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,188.25 |
1,184.50 |
PP |
1,185.50 |
1,178.25 |
S1 |
1,182.75 |
1,172.00 |
|