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 |
1,695.9 |
1,687.3 |
-8.6 |
-0.5% |
1,729.0 |
High |
1,705.5 |
1,724.9 |
19.4 |
1.1% |
1,729.0 |
Low |
1,675.4 |
1,686.7 |
11.3 |
0.7% |
1,670.5 |
Close |
1,688.5 |
1,714.5 |
26.0 |
1.5% |
1,688.5 |
Range |
30.1 |
38.2 |
8.1 |
26.9% |
58.5 |
ATR |
38.6 |
38.6 |
0.0 |
-0.1% |
0.0 |
Volume |
63,630 |
64,868 |
1,238 |
1.9% |
138,215 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.3 |
1,807.1 |
1,735.5 |
|
R3 |
1,785.1 |
1,768.9 |
1,725.0 |
|
R2 |
1,746.9 |
1,746.9 |
1,721.5 |
|
R1 |
1,730.7 |
1,730.7 |
1,718.0 |
1,738.8 |
PP |
1,708.7 |
1,708.7 |
1,708.7 |
1,712.8 |
S1 |
1,692.5 |
1,692.5 |
1,711.0 |
1,700.6 |
S2 |
1,670.5 |
1,670.5 |
1,707.5 |
|
S3 |
1,632.3 |
1,654.3 |
1,704.0 |
|
S4 |
1,594.1 |
1,616.1 |
1,693.5 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.5 |
1,838.5 |
1,720.7 |
|
R3 |
1,813.0 |
1,780.0 |
1,704.6 |
|
R2 |
1,754.5 |
1,754.5 |
1,699.2 |
|
R1 |
1,721.5 |
1,721.5 |
1,693.9 |
1,708.8 |
PP |
1,696.0 |
1,696.0 |
1,696.0 |
1,689.6 |
S1 |
1,663.0 |
1,663.0 |
1,683.1 |
1,650.3 |
S2 |
1,637.5 |
1,637.5 |
1,677.8 |
|
S3 |
1,579.0 |
1,604.5 |
1,672.4 |
|
S4 |
1,520.5 |
1,546.0 |
1,656.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,729.0 |
1,670.5 |
58.5 |
3.4% |
39.6 |
2.3% |
75% |
False |
False |
40,616 |
10 |
1,799.5 |
1,670.5 |
129.0 |
7.5% |
36.0 |
2.1% |
34% |
False |
False |
30,116 |
20 |
1,806.6 |
1,670.5 |
136.1 |
7.9% |
35.9 |
2.1% |
32% |
False |
False |
21,359 |
40 |
1,806.6 |
1,599.4 |
207.2 |
12.1% |
36.6 |
2.1% |
56% |
False |
False |
12,571 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.3% |
44.9 |
2.6% |
45% |
False |
False |
9,678 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.3% |
46.2 |
2.7% |
45% |
False |
False |
8,173 |
100 |
1,925.1 |
1,529.3 |
395.8 |
23.1% |
41.0 |
2.4% |
47% |
False |
False |
6,808 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.8% |
36.6 |
2.1% |
52% |
False |
False |
5,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,887.3 |
2.618 |
1,824.9 |
1.618 |
1,786.7 |
1.000 |
1,763.1 |
0.618 |
1,748.5 |
HIGH |
1,724.9 |
0.618 |
1,710.3 |
0.500 |
1,705.8 |
0.382 |
1,701.3 |
LOW |
1,686.7 |
0.618 |
1,663.1 |
1.000 |
1,648.5 |
1.618 |
1,624.9 |
2.618 |
1,586.7 |
4.250 |
1,524.4 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,711.6 |
1,709.7 |
PP |
1,708.7 |
1,704.9 |
S1 |
1,705.8 |
1,700.2 |
|