Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
11,555 |
12,017 |
462 |
4.0% |
11,721 |
High |
12,036 |
12,069 |
33 |
0.3% |
11,725 |
Low |
11,451 |
11,961 |
510 |
4.5% |
11,128 |
Close |
12,034 |
12,003 |
-31 |
-0.3% |
11,187 |
Range |
585 |
108 |
-477 |
-81.5% |
597 |
ATR |
282 |
270 |
-12 |
-4.4% |
0 |
Volume |
157,013 |
101,458 |
-55,555 |
-35.4% |
433,452 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,335 |
12,277 |
12,063 |
|
R3 |
12,227 |
12,169 |
12,033 |
|
R2 |
12,119 |
12,119 |
12,023 |
|
R1 |
12,061 |
12,061 |
12,013 |
12,036 |
PP |
12,011 |
12,011 |
12,011 |
11,999 |
S1 |
11,953 |
11,953 |
11,993 |
11,928 |
S2 |
11,903 |
11,903 |
11,983 |
|
S3 |
11,795 |
11,845 |
11,973 |
|
S4 |
11,687 |
11,737 |
11,944 |
|
|
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 |
12,069 |
11,128 |
941 |
7.8% |
261 |
2.2% |
93% |
True |
False |
115,796 |
10 |
12,069 |
11,128 |
941 |
7.8% |
249 |
2.1% |
93% |
True |
False |
123,427 |
20 |
12,203 |
11,128 |
1,075 |
9.0% |
263 |
2.2% |
81% |
False |
False |
126,215 |
40 |
12,228 |
10,787 |
1,441 |
12.0% |
256 |
2.1% |
84% |
False |
False |
126,545 |
60 |
12,228 |
10,328 |
1,900 |
15.8% |
279 |
2.3% |
88% |
False |
False |
134,195 |
80 |
12,228 |
10,328 |
1,900 |
15.8% |
287 |
2.4% |
88% |
False |
False |
100,766 |
100 |
12,675 |
10,328 |
2,347 |
19.6% |
283 |
2.4% |
71% |
False |
False |
80,639 |
120 |
12,675 |
10,328 |
2,347 |
19.6% |
259 |
2.2% |
71% |
False |
False |
67,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,528 |
2.618 |
12,352 |
1.618 |
12,244 |
1.000 |
12,177 |
0.618 |
12,136 |
HIGH |
12,069 |
0.618 |
12,028 |
0.500 |
12,015 |
0.382 |
12,002 |
LOW |
11,961 |
0.618 |
11,894 |
1.000 |
11,853 |
1.618 |
11,786 |
2.618 |
11,678 |
4.250 |
11,502 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,015 |
11,922 |
PP |
12,011 |
11,841 |
S1 |
12,007 |
11,760 |
|