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 |
12,046.21 |
12,022.37 |
-23.84 |
-0.2% |
11,232.47 |
High |
12,062.64 |
12,146.68 |
84.04 |
0.7% |
12,146.68 |
Low |
11,974.62 |
12,007.12 |
32.50 |
0.3% |
11,232.16 |
Close |
12,020.03 |
12,019.42 |
-0.61 |
0.0% |
12,019.42 |
Range |
88.02 |
139.56 |
51.54 |
58.6% |
914.52 |
ATR |
228.09 |
221.76 |
-6.32 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,476.42 |
12,387.48 |
12,096.18 |
|
R3 |
12,336.86 |
12,247.92 |
12,057.80 |
|
R2 |
12,197.30 |
12,197.30 |
12,045.01 |
|
R1 |
12,108.36 |
12,108.36 |
12,032.21 |
12,083.05 |
PP |
12,057.74 |
12,057.74 |
12,057.74 |
12,045.09 |
S1 |
11,968.80 |
11,968.80 |
12,006.63 |
11,943.49 |
S2 |
11,918.18 |
11,918.18 |
11,993.83 |
|
S3 |
11,778.62 |
11,829.24 |
11,981.04 |
|
S4 |
11,639.06 |
11,689.68 |
11,942.66 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,542.98 |
14,195.72 |
12,522.41 |
|
R3 |
13,628.46 |
13,281.20 |
12,270.91 |
|
R2 |
12,713.94 |
12,713.94 |
12,187.08 |
|
R1 |
12,366.68 |
12,366.68 |
12,103.25 |
12,540.31 |
PP |
11,799.42 |
11,799.42 |
11,799.42 |
11,886.24 |
S1 |
11,452.16 |
11,452.16 |
11,935.59 |
11,625.79 |
S2 |
10,884.90 |
10,884.90 |
11,851.76 |
|
S3 |
9,970.38 |
10,537.64 |
11,767.93 |
|
S4 |
9,055.86 |
9,623.12 |
11,516.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,146.68 |
11,232.16 |
914.52 |
7.6% |
230.18 |
1.9% |
86% |
True |
False |
|
10 |
12,146.68 |
11,231.56 |
915.12 |
7.6% |
209.45 |
1.7% |
86% |
True |
False |
|
20 |
12,187.51 |
11,231.56 |
955.95 |
8.0% |
217.94 |
1.8% |
82% |
False |
False |
|
40 |
12,284.31 |
11,051.13 |
1,233.18 |
10.3% |
220.52 |
1.8% |
79% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
240.66 |
2.0% |
86% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
249.80 |
2.1% |
86% |
False |
False |
|
100 |
12,751.43 |
10,404.49 |
2,346.94 |
19.5% |
252.62 |
2.1% |
69% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
234.38 |
1.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,739.81 |
2.618 |
12,512.05 |
1.618 |
12,372.49 |
1.000 |
12,286.24 |
0.618 |
12,232.93 |
HIGH |
12,146.68 |
0.618 |
12,093.37 |
0.500 |
12,076.90 |
0.382 |
12,060.43 |
LOW |
12,007.12 |
0.618 |
11,920.87 |
1.000 |
11,867.56 |
1.618 |
11,781.31 |
2.618 |
11,641.75 |
4.250 |
11,413.99 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
12,076.90 |
11,963.94 |
PP |
12,057.74 |
11,908.46 |
S1 |
12,038.58 |
11,852.98 |
|