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 |
5,464.5 |
5,606.5 |
142.0 |
2.6% |
5,776.0 |
High |
5,537.0 |
5,765.0 |
228.0 |
4.1% |
5,789.0 |
Low |
5,382.0 |
5,585.0 |
203.0 |
3.8% |
5,382.0 |
Close |
5,496.5 |
5,747.0 |
250.5 |
4.6% |
5,496.5 |
Range |
155.0 |
180.0 |
25.0 |
16.1% |
407.0 |
ATR |
195.6 |
200.8 |
5.2 |
2.7% |
0.0 |
Volume |
2,100 |
1,158 |
-942 |
-44.9% |
5,793 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,239.0 |
6,173.0 |
5,846.0 |
|
R3 |
6,059.0 |
5,993.0 |
5,796.5 |
|
R2 |
5,879.0 |
5,879.0 |
5,780.0 |
|
R1 |
5,813.0 |
5,813.0 |
5,763.5 |
5,846.0 |
PP |
5,699.0 |
5,699.0 |
5,699.0 |
5,715.5 |
S1 |
5,633.0 |
5,633.0 |
5,730.5 |
5,666.0 |
S2 |
5,519.0 |
5,519.0 |
5,714.0 |
|
S3 |
5,339.0 |
5,453.0 |
5,697.5 |
|
S4 |
5,159.0 |
5,273.0 |
5,648.0 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,776.8 |
6,543.7 |
5,720.4 |
|
R3 |
6,369.8 |
6,136.7 |
5,608.4 |
|
R2 |
5,962.8 |
5,962.8 |
5,571.1 |
|
R1 |
5,729.7 |
5,729.7 |
5,533.8 |
5,642.8 |
PP |
5,555.8 |
5,555.8 |
5,555.8 |
5,512.4 |
S1 |
5,322.7 |
5,322.7 |
5,459.2 |
5,235.8 |
S2 |
5,148.8 |
5,148.8 |
5,421.9 |
|
S3 |
4,741.8 |
4,915.7 |
5,384.6 |
|
S4 |
4,334.8 |
4,508.7 |
5,272.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,765.0 |
5,382.0 |
383.0 |
6.7% |
153.0 |
2.7% |
95% |
True |
False |
1,290 |
10 |
6,029.5 |
5,382.0 |
647.5 |
11.3% |
160.2 |
2.8% |
56% |
False |
False |
831 |
20 |
6,202.0 |
5,382.0 |
820.0 |
14.3% |
198.7 |
3.5% |
45% |
False |
False |
710 |
40 |
6,456.0 |
5,147.5 |
1,308.5 |
22.8% |
190.7 |
3.3% |
46% |
False |
False |
647 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
25.5% |
195.7 |
3.4% |
52% |
False |
False |
1,783 |
80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.5% |
201.8 |
3.5% |
52% |
False |
False |
1,383 |
100 |
7,454.0 |
4,988.0 |
2,466.0 |
42.9% |
192.6 |
3.4% |
31% |
False |
False |
1,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,530.0 |
2.618 |
6,236.2 |
1.618 |
6,056.2 |
1.000 |
5,945.0 |
0.618 |
5,876.2 |
HIGH |
5,765.0 |
0.618 |
5,696.2 |
0.500 |
5,675.0 |
0.382 |
5,653.8 |
LOW |
5,585.0 |
0.618 |
5,473.8 |
1.000 |
5,405.0 |
1.618 |
5,293.8 |
2.618 |
5,113.8 |
4.250 |
4,820.0 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,723.0 |
5,689.2 |
PP |
5,699.0 |
5,631.3 |
S1 |
5,675.0 |
5,573.5 |
|