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 |
1,165.50 |
1,184.50 |
19.00 |
1.6% |
1,203.50 |
High |
1,190.00 |
1,200.00 |
10.00 |
0.8% |
1,203.50 |
Low |
1,164.00 |
1,181.00 |
17.00 |
1.5% |
1,141.75 |
Close |
1,185.25 |
1,190.50 |
5.25 |
0.4% |
1,147.50 |
Range |
26.00 |
19.00 |
-7.00 |
-26.9% |
61.75 |
ATR |
30.26 |
29.46 |
-0.80 |
-2.7% |
0.00 |
Volume |
8,165 |
8,510 |
345 |
4.2% |
29,636 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.50 |
1,238.00 |
1,201.00 |
|
R3 |
1,228.50 |
1,219.00 |
1,195.75 |
|
R2 |
1,209.50 |
1,209.50 |
1,194.00 |
|
R1 |
1,200.00 |
1,200.00 |
1,192.25 |
1,204.75 |
PP |
1,190.50 |
1,190.50 |
1,190.50 |
1,193.00 |
S1 |
1,181.00 |
1,181.00 |
1,188.75 |
1,185.75 |
S2 |
1,171.50 |
1,171.50 |
1,187.00 |
|
S3 |
1,152.50 |
1,162.00 |
1,185.25 |
|
S4 |
1,133.50 |
1,143.00 |
1,180.00 |
|
|
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 |
1,200.00 |
1,141.75 |
58.25 |
4.9% |
23.50 |
2.0% |
84% |
True |
False |
7,529 |
10 |
1,256.00 |
1,141.75 |
114.25 |
9.6% |
25.50 |
2.2% |
43% |
False |
False |
7,812 |
20 |
1,269.00 |
1,141.75 |
127.25 |
10.7% |
28.50 |
2.4% |
38% |
False |
False |
5,558 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
29.50 |
2.5% |
58% |
False |
False |
3,895 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
31.25 |
2.6% |
58% |
False |
False |
2,862 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
33.50 |
2.8% |
58% |
False |
False |
2,180 |
100 |
1,335.75 |
1,062.00 |
273.75 |
23.0% |
31.75 |
2.7% |
47% |
False |
False |
1,749 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.6% |
28.75 |
2.4% |
46% |
False |
False |
1,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.75 |
2.618 |
1,249.75 |
1.618 |
1,230.75 |
1.000 |
1,219.00 |
0.618 |
1,211.75 |
HIGH |
1,200.00 |
0.618 |
1,192.75 |
0.500 |
1,190.50 |
0.382 |
1,188.25 |
LOW |
1,181.00 |
0.618 |
1,169.25 |
1.000 |
1,162.00 |
1.618 |
1,150.25 |
2.618 |
1,131.25 |
4.250 |
1,100.25 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,190.50 |
1,184.00 |
PP |
1,190.50 |
1,177.50 |
S1 |
1,190.50 |
1,171.00 |
|