Trading Metrics calculated at close of trading on 30-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,184.50 |
1,188.00 |
3.50 |
0.3% |
1,203.50 |
High |
1,200.00 |
1,240.75 |
40.75 |
3.4% |
1,203.50 |
Low |
1,181.00 |
1,177.25 |
-3.75 |
-0.3% |
1,141.75 |
Close |
1,190.50 |
1,240.00 |
49.50 |
4.2% |
1,147.50 |
Range |
19.00 |
63.50 |
44.50 |
234.2% |
61.75 |
ATR |
29.46 |
31.89 |
2.43 |
8.3% |
0.00 |
Volume |
8,510 |
14,701 |
6,191 |
72.7% |
29,636 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.75 |
1,388.50 |
1,275.00 |
|
R3 |
1,346.25 |
1,325.00 |
1,257.50 |
|
R2 |
1,282.75 |
1,282.75 |
1,251.75 |
|
R1 |
1,261.50 |
1,261.50 |
1,245.75 |
1,272.00 |
PP |
1,219.25 |
1,219.25 |
1,219.25 |
1,224.75 |
S1 |
1,198.00 |
1,198.00 |
1,234.25 |
1,208.50 |
S2 |
1,155.75 |
1,155.75 |
1,228.25 |
|
S3 |
1,092.25 |
1,134.50 |
1,222.50 |
|
S4 |
1,028.75 |
1,071.00 |
1,205.00 |
|
|
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 |
1,240.75 |
1,141.75 |
99.00 |
8.0% |
32.50 |
2.6% |
99% |
True |
False |
9,192 |
10 |
1,251.75 |
1,141.75 |
110.00 |
8.9% |
29.25 |
2.4% |
89% |
False |
False |
8,355 |
20 |
1,269.00 |
1,141.75 |
127.25 |
10.3% |
29.75 |
2.4% |
77% |
False |
False |
6,237 |
40 |
1,283.00 |
1,100.50 |
182.50 |
14.7% |
29.75 |
2.4% |
76% |
False |
False |
4,222 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
31.75 |
2.6% |
81% |
False |
False |
3,106 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
33.25 |
2.7% |
81% |
False |
False |
2,362 |
100 |
1,335.75 |
1,062.00 |
273.75 |
22.1% |
32.25 |
2.6% |
65% |
False |
False |
1,895 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
29.25 |
2.4% |
63% |
False |
False |
1,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.50 |
2.618 |
1,407.00 |
1.618 |
1,343.50 |
1.000 |
1,304.25 |
0.618 |
1,280.00 |
HIGH |
1,240.75 |
0.618 |
1,216.50 |
0.500 |
1,209.00 |
0.382 |
1,201.50 |
LOW |
1,177.25 |
0.618 |
1,138.00 |
1.000 |
1,113.75 |
1.618 |
1,074.50 |
2.618 |
1,011.00 |
4.250 |
907.50 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,229.75 |
1,227.50 |
PP |
1,219.25 |
1,215.00 |
S1 |
1,209.00 |
1,202.50 |
|