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 |
11,356 |
11,497 |
141 |
1.2% |
11,721 |
High |
11,541 |
11,615 |
74 |
0.6% |
11,725 |
Low |
11,311 |
11,454 |
143 |
1.3% |
11,128 |
Close |
11,498 |
11,565 |
67 |
0.6% |
11,187 |
Range |
230 |
161 |
-69 |
-30.0% |
597 |
ATR |
266 |
259 |
-8 |
-2.8% |
0 |
Volume |
127,043 |
125,534 |
-1,509 |
-1.2% |
433,452 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,028 |
11,957 |
11,654 |
|
R3 |
11,867 |
11,796 |
11,609 |
|
R2 |
11,706 |
11,706 |
11,595 |
|
R1 |
11,635 |
11,635 |
11,580 |
11,671 |
PP |
11,545 |
11,545 |
11,545 |
11,562 |
S1 |
11,474 |
11,474 |
11,550 |
11,510 |
S2 |
11,384 |
11,384 |
11,536 |
|
S3 |
11,223 |
11,313 |
11,521 |
|
S4 |
11,062 |
11,152 |
11,477 |
|
|
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 |
11,615 |
11,128 |
487 |
4.2% |
209 |
1.8% |
90% |
True |
False |
114,320 |
10 |
12,129 |
11,128 |
1,001 |
8.7% |
225 |
1.9% |
44% |
False |
False |
124,627 |
20 |
12,203 |
11,128 |
1,075 |
9.3% |
256 |
2.2% |
41% |
False |
False |
128,541 |
40 |
12,228 |
10,328 |
1,900 |
16.4% |
255 |
2.2% |
65% |
False |
False |
129,480 |
60 |
12,228 |
10,328 |
1,900 |
16.4% |
277 |
2.4% |
65% |
False |
False |
129,935 |
80 |
12,228 |
10,328 |
1,900 |
16.4% |
295 |
2.5% |
65% |
False |
False |
97,542 |
100 |
12,675 |
10,328 |
2,347 |
20.3% |
279 |
2.4% |
53% |
False |
False |
78,056 |
120 |
12,675 |
10,328 |
2,347 |
20.3% |
253 |
2.2% |
53% |
False |
False |
65,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,299 |
2.618 |
12,037 |
1.618 |
11,876 |
1.000 |
11,776 |
0.618 |
11,715 |
HIGH |
11,615 |
0.618 |
11,554 |
0.500 |
11,535 |
0.382 |
11,516 |
LOW |
11,454 |
0.618 |
11,355 |
1.000 |
11,293 |
1.618 |
11,194 |
2.618 |
11,033 |
4.250 |
10,770 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,555 |
11,501 |
PP |
11,545 |
11,436 |
S1 |
11,535 |
11,372 |
|