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 |
1,172.00 |
1,190.75 |
18.75 |
1.6% |
1,208.00 |
High |
1,196.25 |
1,206.00 |
9.75 |
0.8% |
1,209.00 |
Low |
1,169.25 |
1,186.25 |
17.00 |
1.5% |
1,147.50 |
Close |
1,191.00 |
1,196.50 |
5.50 |
0.5% |
1,153.50 |
Range |
27.00 |
19.75 |
-7.25 |
-26.9% |
61.50 |
ATR |
30.80 |
30.01 |
-0.79 |
-2.6% |
0.00 |
Volume |
2,362,957 |
2,421,277 |
58,320 |
2.5% |
8,326,274 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.50 |
1,245.75 |
1,207.25 |
|
R3 |
1,235.75 |
1,226.00 |
1,202.00 |
|
R2 |
1,216.00 |
1,216.00 |
1,200.00 |
|
R1 |
1,206.25 |
1,206.25 |
1,198.25 |
1,211.00 |
PP |
1,196.25 |
1,196.25 |
1,196.25 |
1,198.75 |
S1 |
1,186.50 |
1,186.50 |
1,194.75 |
1,191.50 |
S2 |
1,176.50 |
1,176.50 |
1,193.00 |
|
S3 |
1,156.75 |
1,166.75 |
1,191.00 |
|
S4 |
1,137.00 |
1,147.00 |
1,185.75 |
|
|
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 |
1,206.00 |
1,147.50 |
58.50 |
4.9% |
23.75 |
2.0% |
84% |
True |
False |
2,186,378 |
10 |
1,262.25 |
1,147.50 |
114.75 |
9.6% |
26.00 |
2.2% |
43% |
False |
False |
2,333,118 |
20 |
1,275.25 |
1,147.50 |
127.75 |
10.7% |
29.25 |
2.4% |
38% |
False |
False |
2,390,729 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.5% |
30.00 |
2.5% |
58% |
False |
False |
2,477,918 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.5% |
32.25 |
2.7% |
58% |
False |
False |
2,589,849 |
80 |
1,289.25 |
1,068.00 |
221.25 |
18.5% |
35.00 |
2.9% |
58% |
False |
False |
1,945,545 |
100 |
1,342.00 |
1,068.00 |
274.00 |
22.9% |
33.50 |
2.8% |
47% |
False |
False |
1,556,969 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.5% |
31.00 |
2.6% |
46% |
False |
False |
1,297,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.00 |
2.618 |
1,257.75 |
1.618 |
1,238.00 |
1.000 |
1,225.75 |
0.618 |
1,218.25 |
HIGH |
1,206.00 |
0.618 |
1,198.50 |
0.500 |
1,196.00 |
0.382 |
1,193.75 |
LOW |
1,186.25 |
0.618 |
1,174.00 |
1.000 |
1,166.50 |
1.618 |
1,154.25 |
2.618 |
1,134.50 |
4.250 |
1,102.25 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,196.50 |
1,190.00 |
PP |
1,196.25 |
1,183.25 |
S1 |
1,196.00 |
1,176.75 |
|