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 |
12,017 |
12,001 |
-16 |
-0.1% |
11,356 |
High |
12,069 |
12,178 |
109 |
0.9% |
12,178 |
Low |
11,961 |
11,992 |
31 |
0.3% |
11,311 |
Close |
12,003 |
12,000 |
-3 |
0.0% |
12,000 |
Range |
108 |
186 |
78 |
72.2% |
867 |
ATR |
270 |
264 |
-6 |
-2.2% |
0 |
Volume |
101,458 |
105,275 |
3,817 |
3.8% |
616,323 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,615 |
12,493 |
12,102 |
|
R3 |
12,429 |
12,307 |
12,051 |
|
R2 |
12,243 |
12,243 |
12,034 |
|
R1 |
12,121 |
12,121 |
12,017 |
12,089 |
PP |
12,057 |
12,057 |
12,057 |
12,041 |
S1 |
11,935 |
11,935 |
11,983 |
11,903 |
S2 |
11,871 |
11,871 |
11,966 |
|
S3 |
11,685 |
11,749 |
11,949 |
|
S4 |
11,499 |
11,563 |
11,898 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,431 |
14,082 |
12,477 |
|
R3 |
13,564 |
13,215 |
12,239 |
|
R2 |
12,697 |
12,697 |
12,159 |
|
R1 |
12,348 |
12,348 |
12,080 |
12,523 |
PP |
11,830 |
11,830 |
11,830 |
11,917 |
S1 |
11,481 |
11,481 |
11,921 |
11,656 |
S2 |
10,963 |
10,963 |
11,841 |
|
S3 |
10,096 |
10,614 |
11,762 |
|
S4 |
9,229 |
9,747 |
11,523 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,178 |
11,311 |
867 |
7.2% |
254 |
2.1% |
79% |
True |
False |
123,264 |
10 |
12,178 |
11,128 |
1,050 |
8.8% |
239 |
2.0% |
83% |
True |
False |
116,420 |
20 |
12,203 |
11,128 |
1,075 |
9.0% |
252 |
2.1% |
81% |
False |
False |
124,593 |
40 |
12,228 |
10,983 |
1,245 |
10.4% |
253 |
2.1% |
82% |
False |
False |
125,532 |
60 |
12,228 |
10,328 |
1,900 |
15.8% |
279 |
2.3% |
88% |
False |
False |
135,347 |
80 |
12,228 |
10,328 |
1,900 |
15.8% |
282 |
2.3% |
88% |
False |
False |
102,075 |
100 |
12,675 |
10,328 |
2,347 |
19.6% |
283 |
2.4% |
71% |
False |
False |
81,691 |
120 |
12,675 |
10,328 |
2,347 |
19.6% |
261 |
2.2% |
71% |
False |
False |
68,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,969 |
2.618 |
12,665 |
1.618 |
12,479 |
1.000 |
12,364 |
0.618 |
12,293 |
HIGH |
12,178 |
0.618 |
12,107 |
0.500 |
12,085 |
0.382 |
12,063 |
LOW |
11,992 |
0.618 |
11,877 |
1.000 |
11,806 |
1.618 |
11,691 |
2.618 |
11,505 |
4.250 |
11,202 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,085 |
11,938 |
PP |
12,057 |
11,876 |
S1 |
12,028 |
11,815 |
|