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 |
6,130.0 |
6,103.5 |
-26.5 |
-0.4% |
5,606.5 |
High |
6,134.0 |
6,175.5 |
41.5 |
0.7% |
6,175.5 |
Low |
6,030.0 |
6,059.5 |
29.5 |
0.5% |
5,585.0 |
Close |
6,047.5 |
6,086.0 |
38.5 |
0.6% |
6,086.0 |
Range |
104.0 |
116.0 |
12.0 |
11.5% |
590.5 |
ATR |
203.8 |
198.4 |
-5.4 |
-2.7% |
0.0 |
Volume |
4,968 |
789 |
-4,179 |
-84.1% |
8,796 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,455.0 |
6,386.5 |
6,149.8 |
|
R3 |
6,339.0 |
6,270.5 |
6,117.9 |
|
R2 |
6,223.0 |
6,223.0 |
6,107.3 |
|
R1 |
6,154.5 |
6,154.5 |
6,096.6 |
6,130.8 |
PP |
6,107.0 |
6,107.0 |
6,107.0 |
6,095.1 |
S1 |
6,038.5 |
6,038.5 |
6,075.4 |
6,014.8 |
S2 |
5,991.0 |
5,991.0 |
6,064.7 |
|
S3 |
5,875.0 |
5,922.5 |
6,054.1 |
|
S4 |
5,759.0 |
5,806.5 |
6,022.2 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,720.3 |
7,493.7 |
6,410.8 |
|
R3 |
7,129.8 |
6,903.2 |
6,248.4 |
|
R2 |
6,539.3 |
6,539.3 |
6,194.3 |
|
R1 |
6,312.7 |
6,312.7 |
6,140.1 |
6,426.0 |
PP |
5,948.8 |
5,948.8 |
5,948.8 |
6,005.5 |
S1 |
5,722.2 |
5,722.2 |
6,031.9 |
5,835.5 |
S2 |
5,358.3 |
5,358.3 |
5,977.7 |
|
S3 |
4,767.8 |
5,131.7 |
5,923.6 |
|
S4 |
4,177.3 |
4,541.2 |
5,761.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,175.5 |
5,585.0 |
590.5 |
9.7% |
189.2 |
3.1% |
85% |
True |
False |
1,759 |
10 |
6,175.5 |
5,382.0 |
793.5 |
13.0% |
171.0 |
2.8% |
89% |
True |
False |
1,458 |
20 |
6,175.5 |
5,382.0 |
793.5 |
13.0% |
184.7 |
3.0% |
89% |
True |
False |
1,002 |
40 |
6,456.0 |
5,382.0 |
1,074.0 |
17.6% |
190.9 |
3.1% |
66% |
False |
False |
767 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.1% |
197.0 |
3.2% |
75% |
False |
False |
1,850 |
80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.1% |
189.2 |
3.1% |
75% |
False |
False |
1,465 |
100 |
7,454.0 |
4,988.0 |
2,466.0 |
40.5% |
196.9 |
3.2% |
45% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,668.5 |
2.618 |
6,479.2 |
1.618 |
6,363.2 |
1.000 |
6,291.5 |
0.618 |
6,247.2 |
HIGH |
6,175.5 |
0.618 |
6,131.2 |
0.500 |
6,117.5 |
0.382 |
6,103.8 |
LOW |
6,059.5 |
0.618 |
5,987.8 |
1.000 |
5,943.5 |
1.618 |
5,871.8 |
2.618 |
5,755.8 |
4.250 |
5,566.5 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
6,117.5 |
6,040.1 |
PP |
6,107.0 |
5,994.2 |
S1 |
6,096.5 |
5,948.3 |
|