Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,693.9 |
1,716.4 |
22.5 |
1.3% |
1,725.2 |
High |
1,725.5 |
1,726.9 |
1.4 |
0.1% |
1,731.1 |
Low |
1,693.9 |
1,710.8 |
16.9 |
1.0% |
1,675.0 |
Close |
1,717.7 |
1,721.8 |
4.1 |
0.2% |
1,691.7 |
Range |
31.6 |
16.1 |
-15.5 |
-49.1% |
56.1 |
ATR |
35.3 |
34.0 |
-1.4 |
-3.9% |
0.0 |
Volume |
4,518 |
6,488 |
1,970 |
43.6% |
19,074 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.1 |
1,761.1 |
1,730.7 |
|
R3 |
1,752.0 |
1,745.0 |
1,726.2 |
|
R2 |
1,735.9 |
1,735.9 |
1,724.8 |
|
R1 |
1,728.9 |
1,728.9 |
1,723.3 |
1,732.4 |
PP |
1,719.8 |
1,719.8 |
1,719.8 |
1,721.6 |
S1 |
1,712.8 |
1,712.8 |
1,720.3 |
1,716.3 |
S2 |
1,703.7 |
1,703.7 |
1,718.8 |
|
S3 |
1,687.6 |
1,696.7 |
1,717.4 |
|
S4 |
1,671.5 |
1,680.6 |
1,712.9 |
|
|
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 |
1,726.9 |
1,679.3 |
47.6 |
2.8% |
27.1 |
1.6% |
89% |
True |
False |
5,742 |
10 |
1,791.5 |
1,675.0 |
116.5 |
6.8% |
32.0 |
1.9% |
40% |
False |
False |
3,730 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.7% |
31.7 |
1.8% |
35% |
False |
False |
3,248 |
40 |
1,808.0 |
1,600.9 |
207.1 |
12.0% |
31.9 |
1.9% |
58% |
False |
False |
2,121 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.6% |
39.9 |
2.3% |
45% |
False |
False |
1,616 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.6% |
42.1 |
2.4% |
45% |
False |
False |
1,311 |
100 |
1,925.0 |
1,550.0 |
375.0 |
21.8% |
37.1 |
2.2% |
46% |
False |
False |
1,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.3 |
2.618 |
1,769.0 |
1.618 |
1,752.9 |
1.000 |
1,743.0 |
0.618 |
1,736.8 |
HIGH |
1,726.9 |
0.618 |
1,720.7 |
0.500 |
1,718.9 |
0.382 |
1,717.0 |
LOW |
1,710.8 |
0.618 |
1,700.9 |
1.000 |
1,694.7 |
1.618 |
1,684.8 |
2.618 |
1,668.7 |
4.250 |
1,642.4 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,720.8 |
1,715.6 |
PP |
1,719.8 |
1,709.3 |
S1 |
1,718.9 |
1,703.1 |
|