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 |
8,640 |
8,610 |
-30 |
-0.3% |
8,205 |
High |
8,675 |
8,750 |
75 |
0.9% |
8,750 |
Low |
8,565 |
8,595 |
30 |
0.4% |
8,200 |
Close |
8,595 |
8,655 |
60 |
0.7% |
8,655 |
Range |
110 |
155 |
45 |
40.9% |
550 |
ATR |
167 |
166 |
-1 |
-0.5% |
0 |
Volume |
5,853 |
5,698 |
-155 |
-2.6% |
35,511 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,132 |
9,048 |
8,740 |
|
R3 |
8,977 |
8,893 |
8,698 |
|
R2 |
8,822 |
8,822 |
8,684 |
|
R1 |
8,738 |
8,738 |
8,669 |
8,780 |
PP |
8,667 |
8,667 |
8,667 |
8,688 |
S1 |
8,583 |
8,583 |
8,641 |
8,625 |
S2 |
8,512 |
8,512 |
8,627 |
|
S3 |
8,357 |
8,428 |
8,613 |
|
S4 |
8,202 |
8,273 |
8,570 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,185 |
9,970 |
8,958 |
|
R3 |
9,635 |
9,420 |
8,806 |
|
R2 |
9,085 |
9,085 |
8,756 |
|
R1 |
8,870 |
8,870 |
8,706 |
8,978 |
PP |
8,535 |
8,535 |
8,535 |
8,589 |
S1 |
8,320 |
8,320 |
8,605 |
8,428 |
S2 |
7,985 |
7,985 |
8,554 |
|
S3 |
7,435 |
7,770 |
8,504 |
|
S4 |
6,885 |
7,220 |
8,353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,750 |
8,200 |
550 |
6.4% |
184 |
2.1% |
83% |
True |
False |
7,102 |
10 |
8,750 |
8,105 |
645 |
7.5% |
156 |
1.8% |
85% |
True |
False |
6,310 |
20 |
8,815 |
8,105 |
710 |
8.2% |
148 |
1.7% |
77% |
False |
False |
6,270 |
40 |
9,170 |
8,105 |
1,065 |
12.3% |
163 |
1.9% |
52% |
False |
False |
6,564 |
60 |
9,170 |
8,105 |
1,065 |
12.3% |
175 |
2.0% |
52% |
False |
False |
7,281 |
80 |
9,170 |
8,105 |
1,065 |
12.3% |
167 |
1.9% |
52% |
False |
False |
6,147 |
100 |
10,120 |
8,105 |
2,015 |
23.3% |
151 |
1.7% |
27% |
False |
False |
4,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,409 |
2.618 |
9,156 |
1.618 |
9,001 |
1.000 |
8,905 |
0.618 |
8,846 |
HIGH |
8,750 |
0.618 |
8,691 |
0.500 |
8,673 |
0.382 |
8,654 |
LOW |
8,595 |
0.618 |
8,499 |
1.000 |
8,440 |
1.618 |
8,344 |
2.618 |
8,189 |
4.250 |
7,936 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
8,673 |
8,623 |
PP |
8,667 |
8,592 |
S1 |
8,661 |
8,560 |
|