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 |
11,559.27 |
12,046.21 |
486.94 |
4.2% |
11,795.55 |
High |
12,045.68 |
12,062.64 |
16.96 |
0.1% |
11,795.70 |
Low |
11,559.27 |
11,974.62 |
415.35 |
3.6% |
11,231.56 |
Close |
12,045.68 |
12,020.03 |
-25.65 |
-0.2% |
11,231.78 |
Range |
486.41 |
88.02 |
-398.39 |
-81.9% |
564.14 |
ATR |
238.86 |
228.09 |
-10.77 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,283.16 |
12,239.61 |
12,068.44 |
|
R3 |
12,195.14 |
12,151.59 |
12,044.24 |
|
R2 |
12,107.12 |
12,107.12 |
12,036.17 |
|
R1 |
12,063.57 |
12,063.57 |
12,028.10 |
12,041.34 |
PP |
12,019.10 |
12,019.10 |
12,019.10 |
12,007.98 |
S1 |
11,975.55 |
11,975.55 |
12,011.96 |
11,953.32 |
S2 |
11,931.08 |
11,931.08 |
12,003.89 |
|
S3 |
11,843.06 |
11,887.53 |
11,995.82 |
|
S4 |
11,755.04 |
11,799.51 |
11,971.62 |
|
|
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 |
12,062.64 |
11,231.56 |
831.08 |
6.9% |
228.25 |
1.9% |
95% |
True |
False |
|
10 |
12,062.64 |
11,231.56 |
831.08 |
6.9% |
222.70 |
1.9% |
95% |
True |
False |
|
20 |
12,187.51 |
11,231.56 |
955.95 |
8.0% |
222.49 |
1.9% |
82% |
False |
False |
|
40 |
12,284.31 |
10,858.67 |
1,425.64 |
11.9% |
223.87 |
1.9% |
81% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
241.56 |
2.0% |
86% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
254.82 |
2.1% |
86% |
False |
False |
|
100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.5% |
252.86 |
2.1% |
69% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
234.63 |
2.0% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,436.73 |
2.618 |
12,293.08 |
1.618 |
12,205.06 |
1.000 |
12,150.66 |
0.618 |
12,117.04 |
HIGH |
12,062.64 |
0.618 |
12,029.02 |
0.500 |
12,018.63 |
0.382 |
12,008.24 |
LOW |
11,974.62 |
0.618 |
11,920.22 |
1.000 |
11,886.60 |
1.618 |
11,832.20 |
2.618 |
11,744.18 |
4.250 |
11,600.54 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,019.56 |
11,943.30 |
PP |
12,019.10 |
11,866.57 |
S1 |
12,018.63 |
11,789.84 |
|