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 |
1,752.5 |
1,748.5 |
-4.0 |
-0.2% |
1,687.3 |
High |
1,758.0 |
1,767.1 |
9.1 |
0.5% |
1,767.1 |
Low |
1,737.2 |
1,741.7 |
4.5 |
0.3% |
1,686.7 |
Close |
1,739.8 |
1,751.3 |
11.5 |
0.7% |
1,751.3 |
Range |
20.8 |
25.4 |
4.6 |
22.1% |
80.4 |
ATR |
36.7 |
36.1 |
-0.7 |
-1.8% |
0.0 |
Volume |
107,601 |
102,618 |
-4,983 |
-4.6% |
582,983 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.6 |
1,815.8 |
1,765.3 |
|
R3 |
1,804.2 |
1,790.4 |
1,758.3 |
|
R2 |
1,778.8 |
1,778.8 |
1,756.0 |
|
R1 |
1,765.0 |
1,765.0 |
1,753.6 |
1,771.9 |
PP |
1,753.4 |
1,753.4 |
1,753.4 |
1,756.8 |
S1 |
1,739.6 |
1,739.6 |
1,749.0 |
1,746.5 |
S2 |
1,728.0 |
1,728.0 |
1,746.6 |
|
S3 |
1,702.6 |
1,714.2 |
1,744.3 |
|
S4 |
1,677.2 |
1,688.8 |
1,737.3 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.2 |
1,944.2 |
1,795.5 |
|
R3 |
1,895.8 |
1,863.8 |
1,773.4 |
|
R2 |
1,815.4 |
1,815.4 |
1,766.0 |
|
R1 |
1,783.4 |
1,783.4 |
1,758.7 |
1,799.4 |
PP |
1,735.0 |
1,735.0 |
1,735.0 |
1,743.1 |
S1 |
1,703.0 |
1,703.0 |
1,743.9 |
1,719.0 |
S2 |
1,654.6 |
1,654.6 |
1,736.6 |
|
S3 |
1,574.2 |
1,622.6 |
1,729.2 |
|
S4 |
1,493.8 |
1,542.2 |
1,707.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,767.1 |
1,686.7 |
80.4 |
4.6% |
30.3 |
1.7% |
80% |
True |
False |
116,596 |
10 |
1,767.1 |
1,670.5 |
96.6 |
5.5% |
33.8 |
1.9% |
84% |
True |
False |
75,327 |
20 |
1,806.6 |
1,670.5 |
136.1 |
7.8% |
34.0 |
1.9% |
59% |
False |
False |
46,012 |
40 |
1,806.6 |
1,607.3 |
199.3 |
11.4% |
34.5 |
2.0% |
72% |
False |
False |
25,129 |
60 |
1,890.5 |
1,543.3 |
347.2 |
19.8% |
42.4 |
2.4% |
60% |
False |
False |
18,124 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
45.4 |
2.6% |
54% |
False |
False |
14,330 |
100 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
41.3 |
2.4% |
54% |
False |
False |
11,969 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.3% |
37.1 |
2.1% |
61% |
False |
False |
10,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,875.1 |
2.618 |
1,833.6 |
1.618 |
1,808.2 |
1.000 |
1,792.5 |
0.618 |
1,782.8 |
HIGH |
1,767.1 |
0.618 |
1,757.4 |
0.500 |
1,754.4 |
0.382 |
1,751.4 |
LOW |
1,741.7 |
0.618 |
1,726.0 |
1.000 |
1,716.3 |
1.618 |
1,700.6 |
2.618 |
1,675.2 |
4.250 |
1,633.8 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,754.4 |
1,746.1 |
PP |
1,753.4 |
1,740.9 |
S1 |
1,752.3 |
1,735.7 |
|