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 |
1,237.25 |
1,237.25 |
0.00 |
0.0% |
1,165.50 |
High |
1,245.00 |
1,257.00 |
12.00 |
1.0% |
1,257.00 |
Low |
1,229.75 |
1,234.25 |
4.50 |
0.4% |
1,164.00 |
Close |
1,237.75 |
1,237.50 |
-0.25 |
0.0% |
1,237.50 |
Range |
15.25 |
22.75 |
7.50 |
49.2% |
93.00 |
ATR |
30.70 |
30.13 |
-0.57 |
-1.8% |
0.00 |
Volume |
50,882 |
16,684 |
-34,198 |
-67.2% |
98,942 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.25 |
1,297.00 |
1,250.00 |
|
R3 |
1,288.50 |
1,274.25 |
1,243.75 |
|
R2 |
1,265.75 |
1,265.75 |
1,241.75 |
|
R1 |
1,251.50 |
1,251.50 |
1,239.50 |
1,258.50 |
PP |
1,243.00 |
1,243.00 |
1,243.00 |
1,246.50 |
S1 |
1,228.75 |
1,228.75 |
1,235.50 |
1,236.00 |
S2 |
1,220.25 |
1,220.25 |
1,233.25 |
|
S3 |
1,197.50 |
1,206.00 |
1,231.25 |
|
S4 |
1,174.75 |
1,183.25 |
1,225.00 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.50 |
1,461.00 |
1,288.75 |
|
R3 |
1,405.50 |
1,368.00 |
1,263.00 |
|
R2 |
1,312.50 |
1,312.50 |
1,254.50 |
|
R1 |
1,275.00 |
1,275.00 |
1,246.00 |
1,293.75 |
PP |
1,219.50 |
1,219.50 |
1,219.50 |
1,229.00 |
S1 |
1,182.00 |
1,182.00 |
1,229.00 |
1,200.75 |
S2 |
1,126.50 |
1,126.50 |
1,220.50 |
|
S3 |
1,033.50 |
1,089.00 |
1,212.00 |
|
S4 |
940.50 |
996.00 |
1,186.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,257.00 |
1,164.00 |
93.00 |
7.5% |
29.25 |
2.4% |
79% |
True |
False |
19,788 |
10 |
1,257.00 |
1,141.75 |
115.25 |
9.3% |
27.00 |
2.2% |
83% |
True |
False |
14,566 |
20 |
1,269.00 |
1,141.75 |
127.25 |
10.3% |
28.25 |
2.3% |
75% |
False |
False |
9,368 |
40 |
1,283.00 |
1,138.75 |
144.25 |
11.7% |
29.00 |
2.3% |
68% |
False |
False |
5,749 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
31.75 |
2.6% |
79% |
False |
False |
4,229 |
80 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
31.75 |
2.6% |
79% |
False |
False |
3,202 |
100 |
1,335.75 |
1,062.00 |
273.75 |
22.1% |
32.25 |
2.6% |
64% |
False |
False |
2,571 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.7% |
29.50 |
2.4% |
63% |
False |
False |
2,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.75 |
2.618 |
1,316.50 |
1.618 |
1,293.75 |
1.000 |
1,279.75 |
0.618 |
1,271.00 |
HIGH |
1,257.00 |
0.618 |
1,248.25 |
0.500 |
1,245.50 |
0.382 |
1,243.00 |
LOW |
1,234.25 |
0.618 |
1,220.25 |
1.000 |
1,211.50 |
1.618 |
1,197.50 |
2.618 |
1,174.75 |
4.250 |
1,137.50 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,245.50 |
1,230.75 |
PP |
1,243.00 |
1,224.00 |
S1 |
1,240.25 |
1,217.00 |
|