Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,243.75 |
1,243.50 |
-0.25 |
0.0% |
1,172.00 |
High |
1,251.00 |
1,262.75 |
11.75 |
0.9% |
1,262.75 |
Low |
1,235.75 |
1,242.00 |
6.25 |
0.5% |
1,169.25 |
Close |
1,243.50 |
1,243.50 |
0.00 |
0.0% |
1,243.50 |
Range |
15.25 |
20.75 |
5.50 |
36.1% |
93.50 |
ATR |
31.19 |
30.45 |
-0.75 |
-2.4% |
0.00 |
Volume |
2,110,117 |
2,177,069 |
66,952 |
3.2% |
12,364,191 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.75 |
1,298.25 |
1,255.00 |
|
R3 |
1,291.00 |
1,277.50 |
1,249.25 |
|
R2 |
1,270.25 |
1,270.25 |
1,247.25 |
|
R1 |
1,256.75 |
1,256.75 |
1,245.50 |
1,254.00 |
PP |
1,249.50 |
1,249.50 |
1,249.50 |
1,248.00 |
S1 |
1,236.00 |
1,236.00 |
1,241.50 |
1,233.00 |
S2 |
1,228.75 |
1,228.75 |
1,239.75 |
|
S3 |
1,208.00 |
1,215.25 |
1,237.75 |
|
S4 |
1,187.25 |
1,194.50 |
1,232.00 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.75 |
1,468.00 |
1,295.00 |
|
R3 |
1,412.25 |
1,374.50 |
1,269.25 |
|
R2 |
1,318.75 |
1,318.75 |
1,260.75 |
|
R1 |
1,281.00 |
1,281.00 |
1,252.00 |
1,300.00 |
PP |
1,225.25 |
1,225.25 |
1,225.25 |
1,234.50 |
S1 |
1,187.50 |
1,187.50 |
1,235.00 |
1,206.50 |
S2 |
1,131.75 |
1,131.75 |
1,226.25 |
|
S3 |
1,038.25 |
1,094.00 |
1,217.75 |
|
S4 |
944.75 |
1,000.50 |
1,192.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.75 |
1,169.25 |
93.50 |
7.5% |
29.25 |
2.4% |
79% |
True |
False |
2,472,838 |
10 |
1,262.75 |
1,147.50 |
115.25 |
9.3% |
26.75 |
2.2% |
83% |
True |
False |
2,286,243 |
20 |
1,275.25 |
1,147.50 |
127.75 |
10.3% |
28.75 |
2.3% |
75% |
False |
False |
2,333,338 |
40 |
1,289.25 |
1,144.75 |
144.50 |
11.6% |
29.75 |
2.4% |
68% |
False |
False |
2,415,086 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.8% |
32.50 |
2.6% |
79% |
False |
False |
2,688,937 |
80 |
1,289.25 |
1,068.00 |
221.25 |
17.8% |
33.25 |
2.7% |
79% |
False |
False |
2,039,818 |
100 |
1,342.00 |
1,068.00 |
274.00 |
22.0% |
33.75 |
2.7% |
64% |
False |
False |
1,632,707 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.6% |
31.25 |
2.5% |
63% |
False |
False |
1,360,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.00 |
2.618 |
1,317.00 |
1.618 |
1,296.25 |
1.000 |
1,283.50 |
0.618 |
1,275.50 |
HIGH |
1,262.75 |
0.618 |
1,254.75 |
0.500 |
1,252.50 |
0.382 |
1,250.00 |
LOW |
1,242.00 |
0.618 |
1,229.25 |
1.000 |
1,221.25 |
1.618 |
1,208.50 |
2.618 |
1,187.75 |
4.250 |
1,153.75 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,252.50 |
1,236.50 |
PP |
1,249.50 |
1,229.75 |
S1 |
1,246.50 |
1,223.00 |
|