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 |
1,687.3 |
1,715.3 |
28.0 |
1.7% |
1,729.0 |
High |
1,724.9 |
1,724.1 |
-0.8 |
0.0% |
1,729.0 |
Low |
1,686.7 |
1,707.2 |
20.5 |
1.2% |
1,670.5 |
Close |
1,714.5 |
1,718.9 |
4.4 |
0.3% |
1,688.5 |
Range |
38.2 |
16.9 |
-21.3 |
-55.8% |
58.5 |
ATR |
38.6 |
37.0 |
-1.5 |
-4.0% |
0.0 |
Volume |
64,868 |
134,952 |
70,084 |
108.0% |
138,215 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.4 |
1,760.1 |
1,728.2 |
|
R3 |
1,750.5 |
1,743.2 |
1,723.5 |
|
R2 |
1,733.6 |
1,733.6 |
1,722.0 |
|
R1 |
1,726.3 |
1,726.3 |
1,720.4 |
1,730.0 |
PP |
1,716.7 |
1,716.7 |
1,716.7 |
1,718.6 |
S1 |
1,709.4 |
1,709.4 |
1,717.4 |
1,713.1 |
S2 |
1,699.8 |
1,699.8 |
1,715.8 |
|
S3 |
1,682.9 |
1,692.5 |
1,714.3 |
|
S4 |
1,666.0 |
1,675.6 |
1,709.6 |
|
|
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 |
1,724.9 |
1,671.7 |
53.2 |
3.1% |
31.3 |
1.8% |
89% |
False |
False |
64,297 |
10 |
1,790.0 |
1,670.5 |
119.5 |
7.0% |
35.4 |
2.1% |
41% |
False |
False |
42,234 |
20 |
1,806.6 |
1,670.5 |
136.1 |
7.9% |
34.9 |
2.0% |
36% |
False |
False |
27,922 |
40 |
1,806.6 |
1,599.4 |
207.2 |
12.1% |
35.9 |
2.1% |
58% |
False |
False |
15,886 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
44.2 |
2.6% |
46% |
False |
False |
11,907 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
46.1 |
2.7% |
46% |
False |
False |
9,761 |
100 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
41.0 |
2.4% |
46% |
False |
False |
8,157 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.7% |
36.6 |
2.1% |
53% |
False |
False |
6,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.9 |
2.618 |
1,768.3 |
1.618 |
1,751.4 |
1.000 |
1,741.0 |
0.618 |
1,734.5 |
HIGH |
1,724.1 |
0.618 |
1,717.6 |
0.500 |
1,715.7 |
0.382 |
1,713.7 |
LOW |
1,707.2 |
0.618 |
1,696.8 |
1.000 |
1,690.3 |
1.618 |
1,679.9 |
2.618 |
1,663.0 |
4.250 |
1,635.4 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,717.8 |
1,712.7 |
PP |
1,716.7 |
1,706.4 |
S1 |
1,715.7 |
1,700.2 |
|