Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,188.00 |
1,237.25 |
49.25 |
4.1% |
1,203.50 |
High |
1,240.75 |
1,245.00 |
4.25 |
0.3% |
1,203.50 |
Low |
1,177.25 |
1,229.75 |
52.50 |
4.5% |
1,141.75 |
Close |
1,240.00 |
1,237.75 |
-2.25 |
-0.2% |
1,147.50 |
Range |
63.50 |
15.25 |
-48.25 |
-76.0% |
61.75 |
ATR |
31.89 |
30.70 |
-1.19 |
-3.7% |
0.00 |
Volume |
14,701 |
50,882 |
36,181 |
246.1% |
29,636 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.25 |
1,275.75 |
1,246.25 |
|
R3 |
1,268.00 |
1,260.50 |
1,242.00 |
|
R2 |
1,252.75 |
1,252.75 |
1,240.50 |
|
R1 |
1,245.25 |
1,245.25 |
1,239.25 |
1,249.00 |
PP |
1,237.50 |
1,237.50 |
1,237.50 |
1,239.50 |
S1 |
1,230.00 |
1,230.00 |
1,236.25 |
1,233.75 |
S2 |
1,222.25 |
1,222.25 |
1,235.00 |
|
S3 |
1,207.00 |
1,214.75 |
1,233.50 |
|
S4 |
1,191.75 |
1,199.50 |
1,229.25 |
|
|
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 |
1,245.00 |
1,141.75 |
103.25 |
8.3% |
30.00 |
2.4% |
93% |
True |
False |
17,813 |
10 |
1,245.00 |
1,141.75 |
103.25 |
8.3% |
28.00 |
2.3% |
93% |
True |
False |
13,186 |
20 |
1,269.00 |
1,141.75 |
127.25 |
10.3% |
29.50 |
2.4% |
75% |
False |
False |
8,648 |
40 |
1,283.00 |
1,123.00 |
160.00 |
12.9% |
29.25 |
2.4% |
72% |
False |
False |
5,402 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
31.75 |
2.6% |
80% |
False |
False |
3,953 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
32.25 |
2.6% |
80% |
False |
False |
2,997 |
100 |
1,335.75 |
1,062.00 |
273.75 |
22.1% |
32.00 |
2.6% |
64% |
False |
False |
2,404 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.7% |
29.50 |
2.4% |
63% |
False |
False |
2,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.75 |
2.618 |
1,285.00 |
1.618 |
1,269.75 |
1.000 |
1,260.25 |
0.618 |
1,254.50 |
HIGH |
1,245.00 |
0.618 |
1,239.25 |
0.500 |
1,237.50 |
0.382 |
1,235.50 |
LOW |
1,229.75 |
0.618 |
1,220.25 |
1.000 |
1,214.50 |
1.618 |
1,205.00 |
2.618 |
1,189.75 |
4.250 |
1,165.00 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,237.50 |
1,229.00 |
PP |
1,237.50 |
1,220.00 |
S1 |
1,237.50 |
1,211.00 |
|