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 |
11,497 |
11,555 |
58 |
0.5% |
11,721 |
High |
11,615 |
12,036 |
421 |
3.6% |
11,725 |
Low |
11,454 |
11,451 |
-3 |
0.0% |
11,128 |
Close |
11,565 |
12,034 |
469 |
4.1% |
11,187 |
Range |
161 |
585 |
424 |
263.4% |
597 |
ATR |
259 |
282 |
23 |
9.0% |
0 |
Volume |
125,534 |
157,013 |
31,479 |
25.1% |
433,452 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,595 |
13,400 |
12,356 |
|
R3 |
13,010 |
12,815 |
12,195 |
|
R2 |
12,425 |
12,425 |
12,141 |
|
R1 |
12,230 |
12,230 |
12,088 |
12,328 |
PP |
11,840 |
11,840 |
11,840 |
11,889 |
S1 |
11,645 |
11,645 |
11,981 |
11,743 |
S2 |
11,255 |
11,255 |
11,927 |
|
S3 |
10,670 |
11,060 |
11,873 |
|
S4 |
10,085 |
10,475 |
11,712 |
|
|
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 |
12,036 |
11,128 |
908 |
7.5% |
290 |
2.4% |
100% |
True |
False |
120,852 |
10 |
12,083 |
11,128 |
955 |
7.9% |
263 |
2.2% |
95% |
False |
False |
128,420 |
20 |
12,203 |
11,128 |
1,075 |
8.9% |
268 |
2.2% |
84% |
False |
False |
127,126 |
40 |
12,228 |
10,619 |
1,609 |
13.4% |
260 |
2.2% |
88% |
False |
False |
127,999 |
60 |
12,228 |
10,328 |
1,900 |
15.8% |
282 |
2.3% |
90% |
False |
False |
132,533 |
80 |
12,228 |
10,328 |
1,900 |
15.8% |
295 |
2.4% |
90% |
False |
False |
99,502 |
100 |
12,675 |
10,328 |
2,347 |
19.5% |
284 |
2.4% |
73% |
False |
False |
79,625 |
120 |
12,675 |
10,328 |
2,347 |
19.5% |
258 |
2.1% |
73% |
False |
False |
66,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,522 |
2.618 |
13,568 |
1.618 |
12,983 |
1.000 |
12,621 |
0.618 |
12,398 |
HIGH |
12,036 |
0.618 |
11,813 |
0.500 |
11,744 |
0.382 |
11,675 |
LOW |
11,451 |
0.618 |
11,090 |
1.000 |
10,866 |
1.618 |
10,505 |
2.618 |
9,920 |
4.250 |
8,965 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,937 |
11,914 |
PP |
11,840 |
11,794 |
S1 |
11,744 |
11,674 |
|