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 |
1,697.0 |
1,693.9 |
-3.1 |
-0.2% |
1,725.2 |
High |
1,706.2 |
1,725.5 |
19.3 |
1.1% |
1,731.1 |
Low |
1,679.3 |
1,693.9 |
14.6 |
0.9% |
1,675.0 |
Close |
1,691.7 |
1,717.7 |
26.0 |
1.5% |
1,691.7 |
Range |
26.9 |
31.6 |
4.7 |
17.5% |
56.1 |
ATR |
35.5 |
35.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
6,991 |
4,518 |
-2,473 |
-35.4% |
19,074 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.2 |
1,794.0 |
1,735.1 |
|
R3 |
1,775.6 |
1,762.4 |
1,726.4 |
|
R2 |
1,744.0 |
1,744.0 |
1,723.5 |
|
R1 |
1,730.8 |
1,730.8 |
1,720.6 |
1,737.4 |
PP |
1,712.4 |
1,712.4 |
1,712.4 |
1,715.7 |
S1 |
1,699.2 |
1,699.2 |
1,714.8 |
1,705.8 |
S2 |
1,680.8 |
1,680.8 |
1,711.9 |
|
S3 |
1,649.2 |
1,667.6 |
1,709.0 |
|
S4 |
1,617.6 |
1,636.0 |
1,700.3 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.6 |
1,835.7 |
1,722.6 |
|
R3 |
1,811.5 |
1,779.6 |
1,707.1 |
|
R2 |
1,755.4 |
1,755.4 |
1,702.0 |
|
R1 |
1,723.5 |
1,723.5 |
1,696.8 |
1,711.4 |
PP |
1,699.3 |
1,699.3 |
1,699.3 |
1,693.2 |
S1 |
1,667.4 |
1,667.4 |
1,686.6 |
1,655.3 |
S2 |
1,643.2 |
1,643.2 |
1,681.4 |
|
S3 |
1,587.1 |
1,611.3 |
1,676.3 |
|
S4 |
1,531.0 |
1,555.2 |
1,660.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,731.1 |
1,675.0 |
56.1 |
3.3% |
35.1 |
2.0% |
76% |
False |
False |
4,718 |
10 |
1,799.8 |
1,675.0 |
124.8 |
7.3% |
32.4 |
1.9% |
34% |
False |
False |
3,285 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.7% |
32.7 |
1.9% |
32% |
False |
False |
2,948 |
40 |
1,808.0 |
1,600.9 |
207.1 |
12.1% |
32.3 |
1.9% |
56% |
False |
False |
1,973 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.6% |
40.6 |
2.4% |
44% |
False |
False |
1,511 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.6% |
42.2 |
2.5% |
44% |
False |
False |
1,245 |
100 |
1,925.0 |
1,532.7 |
392.3 |
22.8% |
37.1 |
2.2% |
47% |
False |
False |
1,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,859.8 |
2.618 |
1,808.2 |
1.618 |
1,776.6 |
1.000 |
1,757.1 |
0.618 |
1,745.0 |
HIGH |
1,725.5 |
0.618 |
1,713.4 |
0.500 |
1,709.7 |
0.382 |
1,706.0 |
LOW |
1,693.9 |
0.618 |
1,674.4 |
1.000 |
1,662.3 |
1.618 |
1,642.8 |
2.618 |
1,611.2 |
4.250 |
1,559.6 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,715.0 |
1,712.6 |
PP |
1,712.4 |
1,707.5 |
S1 |
1,709.7 |
1,702.4 |
|