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 |
11,259 |
11,356 |
97 |
0.9% |
11,721 |
High |
11,349 |
11,541 |
192 |
1.7% |
11,725 |
Low |
11,128 |
11,311 |
183 |
1.6% |
11,128 |
Close |
11,187 |
11,498 |
311 |
2.8% |
11,187 |
Range |
221 |
230 |
9 |
4.1% |
597 |
ATR |
259 |
266 |
7 |
2.6% |
0 |
Volume |
67,934 |
127,043 |
59,109 |
87.0% |
433,452 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,140 |
12,049 |
11,625 |
|
R3 |
11,910 |
11,819 |
11,561 |
|
R2 |
11,680 |
11,680 |
11,540 |
|
R1 |
11,589 |
11,589 |
11,519 |
11,635 |
PP |
11,450 |
11,450 |
11,450 |
11,473 |
S1 |
11,359 |
11,359 |
11,477 |
11,405 |
S2 |
11,220 |
11,220 |
11,456 |
|
S3 |
10,990 |
11,129 |
11,435 |
|
S4 |
10,760 |
10,899 |
11,372 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,138 |
12,759 |
11,515 |
|
R3 |
12,541 |
12,162 |
11,351 |
|
R2 |
11,944 |
11,944 |
11,297 |
|
R1 |
11,565 |
11,565 |
11,242 |
11,456 |
PP |
11,347 |
11,347 |
11,347 |
11,292 |
S1 |
10,968 |
10,968 |
11,132 |
10,859 |
S2 |
10,750 |
10,750 |
11,078 |
|
S3 |
10,153 |
10,371 |
11,023 |
|
S4 |
9,556 |
9,774 |
10,859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,725 |
11,128 |
597 |
5.2% |
237 |
2.1% |
62% |
False |
False |
112,099 |
10 |
12,203 |
11,128 |
1,075 |
9.3% |
231 |
2.0% |
34% |
False |
False |
123,066 |
20 |
12,203 |
11,128 |
1,075 |
9.3% |
262 |
2.3% |
34% |
False |
False |
127,500 |
40 |
12,228 |
10,328 |
1,900 |
16.5% |
261 |
2.3% |
62% |
False |
False |
130,880 |
60 |
12,228 |
10,328 |
1,900 |
16.5% |
279 |
2.4% |
62% |
False |
False |
127,862 |
80 |
12,228 |
10,328 |
1,900 |
16.5% |
298 |
2.6% |
62% |
False |
False |
95,976 |
100 |
12,675 |
10,328 |
2,347 |
20.4% |
280 |
2.4% |
50% |
False |
False |
76,801 |
120 |
12,675 |
10,328 |
2,347 |
20.4% |
252 |
2.2% |
50% |
False |
False |
64,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,519 |
2.618 |
12,143 |
1.618 |
11,913 |
1.000 |
11,771 |
0.618 |
11,683 |
HIGH |
11,541 |
0.618 |
11,453 |
0.500 |
11,426 |
0.382 |
11,399 |
LOW |
11,311 |
0.618 |
11,169 |
1.000 |
11,081 |
1.618 |
10,939 |
2.618 |
10,709 |
4.250 |
10,334 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,474 |
11,444 |
PP |
11,450 |
11,389 |
S1 |
11,426 |
11,335 |
|