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 |
1,190.75 |
1,195.00 |
4.25 |
0.4% |
1,208.00 |
High |
1,206.00 |
1,246.75 |
40.75 |
3.4% |
1,209.00 |
Low |
1,186.25 |
1,183.00 |
-3.25 |
-0.3% |
1,147.50 |
Close |
1,196.50 |
1,246.00 |
49.50 |
4.1% |
1,153.50 |
Range |
19.75 |
63.75 |
44.00 |
222.8% |
61.50 |
ATR |
30.01 |
32.42 |
2.41 |
8.0% |
0.00 |
Volume |
2,421,277 |
3,292,771 |
871,494 |
36.0% |
8,326,274 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.50 |
1,395.00 |
1,281.00 |
|
R3 |
1,352.75 |
1,331.25 |
1,263.50 |
|
R2 |
1,289.00 |
1,289.00 |
1,257.75 |
|
R1 |
1,267.50 |
1,267.50 |
1,251.75 |
1,278.25 |
PP |
1,225.25 |
1,225.25 |
1,225.25 |
1,230.50 |
S1 |
1,203.75 |
1,203.75 |
1,240.25 |
1,214.50 |
S2 |
1,161.50 |
1,161.50 |
1,234.25 |
|
S3 |
1,097.75 |
1,140.00 |
1,228.50 |
|
S4 |
1,034.00 |
1,076.25 |
1,211.00 |
|
|
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 |
1,246.75 |
1,147.50 |
99.25 |
8.0% |
32.75 |
2.6% |
99% |
True |
False |
2,383,582 |
10 |
1,258.75 |
1,147.50 |
111.25 |
8.9% |
29.50 |
2.4% |
89% |
False |
False |
2,438,056 |
20 |
1,275.25 |
1,147.50 |
127.75 |
10.3% |
30.25 |
2.4% |
77% |
False |
False |
2,372,067 |
40 |
1,289.25 |
1,106.50 |
182.75 |
14.7% |
30.50 |
2.4% |
76% |
False |
False |
2,455,953 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.8% |
32.75 |
2.6% |
80% |
False |
False |
2,643,689 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.8% |
35.00 |
2.8% |
80% |
False |
False |
1,986,559 |
100 |
1,342.00 |
1,068.00 |
274.00 |
22.0% |
33.75 |
2.7% |
65% |
False |
False |
1,589,887 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.5% |
31.25 |
2.5% |
63% |
False |
False |
1,325,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,517.75 |
2.618 |
1,413.75 |
1.618 |
1,350.00 |
1.000 |
1,310.50 |
0.618 |
1,286.25 |
HIGH |
1,246.75 |
0.618 |
1,222.50 |
0.500 |
1,215.00 |
0.382 |
1,207.25 |
LOW |
1,183.00 |
0.618 |
1,143.50 |
1.000 |
1,119.25 |
1.618 |
1,079.75 |
2.618 |
1,016.00 |
4.250 |
912.00 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,235.50 |
1,233.25 |
PP |
1,225.25 |
1,220.75 |
S1 |
1,215.00 |
1,208.00 |
|