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 |
1,153.50 |
1,165.50 |
12.00 |
1.0% |
1,203.50 |
High |
1,167.75 |
1,190.00 |
22.25 |
1.9% |
1,203.50 |
Low |
1,141.75 |
1,164.00 |
22.25 |
1.9% |
1,141.75 |
Close |
1,147.50 |
1,185.25 |
37.75 |
3.3% |
1,147.50 |
Range |
26.00 |
26.00 |
0.00 |
0.0% |
61.75 |
ATR |
29.32 |
30.26 |
0.94 |
3.2% |
0.00 |
Volume |
6,810 |
8,165 |
1,355 |
19.9% |
29,636 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.75 |
1,247.50 |
1,199.50 |
|
R3 |
1,231.75 |
1,221.50 |
1,192.50 |
|
R2 |
1,205.75 |
1,205.75 |
1,190.00 |
|
R1 |
1,195.50 |
1,195.50 |
1,187.75 |
1,200.50 |
PP |
1,179.75 |
1,179.75 |
1,179.75 |
1,182.25 |
S1 |
1,169.50 |
1,169.50 |
1,182.75 |
1,174.50 |
S2 |
1,153.75 |
1,153.75 |
1,180.50 |
|
S3 |
1,127.75 |
1,143.50 |
1,178.00 |
|
S4 |
1,101.75 |
1,117.50 |
1,171.00 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.50 |
1,310.25 |
1,181.50 |
|
R3 |
1,287.75 |
1,248.50 |
1,164.50 |
|
R2 |
1,226.00 |
1,226.00 |
1,158.75 |
|
R1 |
1,186.75 |
1,186.75 |
1,153.25 |
1,175.50 |
PP |
1,164.25 |
1,164.25 |
1,164.25 |
1,158.50 |
S1 |
1,125.00 |
1,125.00 |
1,141.75 |
1,113.75 |
S2 |
1,102.50 |
1,102.50 |
1,136.25 |
|
S3 |
1,040.75 |
1,063.25 |
1,130.50 |
|
S4 |
979.00 |
1,001.50 |
1,113.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,203.50 |
1,141.75 |
61.75 |
5.2% |
25.50 |
2.1% |
70% |
False |
False |
7,560 |
10 |
1,264.75 |
1,141.75 |
123.00 |
10.4% |
26.50 |
2.2% |
35% |
False |
False |
7,316 |
20 |
1,273.50 |
1,141.75 |
131.75 |
11.1% |
29.25 |
2.5% |
33% |
False |
False |
5,282 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
30.25 |
2.5% |
56% |
False |
False |
3,720 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
31.50 |
2.7% |
56% |
False |
False |
2,720 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
34.00 |
2.9% |
56% |
False |
False |
2,075 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
31.75 |
2.7% |
44% |
False |
False |
1,665 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
28.50 |
2.4% |
44% |
False |
False |
1,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.50 |
2.618 |
1,258.00 |
1.618 |
1,232.00 |
1.000 |
1,216.00 |
0.618 |
1,206.00 |
HIGH |
1,190.00 |
0.618 |
1,180.00 |
0.500 |
1,177.00 |
0.382 |
1,174.00 |
LOW |
1,164.00 |
0.618 |
1,148.00 |
1.000 |
1,138.00 |
1.618 |
1,122.00 |
2.618 |
1,096.00 |
4.250 |
1,053.50 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,182.50 |
1,178.75 |
PP |
1,179.75 |
1,172.25 |
S1 |
1,177.00 |
1,166.00 |
|