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 |
11,251.88 |
11,232.47 |
-19.41 |
-0.2% |
11,795.55 |
High |
11,361.47 |
11,562.10 |
200.63 |
1.8% |
11,795.70 |
Low |
11,231.56 |
11,232.16 |
0.60 |
0.0% |
11,231.56 |
Close |
11,231.78 |
11,523.01 |
291.23 |
2.6% |
11,231.78 |
Range |
129.91 |
329.94 |
200.03 |
154.0% |
564.14 |
ATR |
220.34 |
228.20 |
7.86 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,428.91 |
12,305.90 |
11,704.48 |
|
R3 |
12,098.97 |
11,975.96 |
11,613.74 |
|
R2 |
11,769.03 |
11,769.03 |
11,583.50 |
|
R1 |
11,646.02 |
11,646.02 |
11,553.25 |
11,707.53 |
PP |
11,439.09 |
11,439.09 |
11,439.09 |
11,469.84 |
S1 |
11,316.08 |
11,316.08 |
11,492.77 |
11,377.59 |
S2 |
11,109.15 |
11,109.15 |
11,462.52 |
|
S3 |
10,779.21 |
10,986.14 |
11,432.28 |
|
S4 |
10,449.27 |
10,656.20 |
11,341.54 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,112.10 |
12,736.08 |
11,542.06 |
|
R3 |
12,547.96 |
12,171.94 |
11,386.92 |
|
R2 |
11,983.82 |
11,983.82 |
11,335.21 |
|
R1 |
11,607.80 |
11,607.80 |
11,283.49 |
11,513.74 |
PP |
11,419.68 |
11,419.68 |
11,419.68 |
11,372.65 |
S1 |
11,043.66 |
11,043.66 |
11,180.07 |
10,949.60 |
S2 |
10,855.54 |
10,855.54 |
11,128.35 |
|
S3 |
10,291.40 |
10,479.52 |
11,076.64 |
|
S4 |
9,727.26 |
9,915.38 |
10,921.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,795.70 |
11,231.56 |
564.14 |
4.9% |
234.91 |
2.0% |
52% |
False |
False |
|
10 |
12,170.56 |
11,231.56 |
939.00 |
8.1% |
207.14 |
1.8% |
31% |
False |
False |
|
20 |
12,229.29 |
11,231.56 |
997.73 |
8.7% |
229.17 |
2.0% |
29% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
230.83 |
2.0% |
60% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
244.59 |
2.1% |
60% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
267.31 |
2.3% |
60% |
False |
False |
|
100 |
12,751.43 |
10,404.49 |
2,346.94 |
20.4% |
250.64 |
2.2% |
48% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
232.41 |
2.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,964.35 |
2.618 |
12,425.88 |
1.618 |
12,095.94 |
1.000 |
11,892.04 |
0.618 |
11,766.00 |
HIGH |
11,562.10 |
0.618 |
11,436.06 |
0.500 |
11,397.13 |
0.382 |
11,358.20 |
LOW |
11,232.16 |
0.618 |
11,028.26 |
1.000 |
10,902.22 |
1.618 |
10,698.32 |
2.618 |
10,368.38 |
4.250 |
9,829.92 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,481.05 |
11,480.95 |
PP |
11,439.09 |
11,438.89 |
S1 |
11,397.13 |
11,396.83 |
|