Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,721.5 |
1,755.0 |
33.5 |
1.9% |
1,725.2 |
High |
1,756.2 |
1,760.6 |
4.4 |
0.3% |
1,731.1 |
Low |
1,708.1 |
1,741.7 |
33.6 |
2.0% |
1,675.0 |
Close |
1,753.1 |
1,742.6 |
-10.5 |
-0.6% |
1,691.7 |
Range |
48.1 |
18.9 |
-29.2 |
-60.7% |
56.1 |
ATR |
35.0 |
33.8 |
-1.1 |
-3.3% |
0.0 |
Volume |
5,248 |
5,806 |
558 |
10.6% |
19,074 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.0 |
1,792.7 |
1,753.0 |
|
R3 |
1,786.1 |
1,773.8 |
1,747.8 |
|
R2 |
1,767.2 |
1,767.2 |
1,746.1 |
|
R1 |
1,754.9 |
1,754.9 |
1,744.3 |
1,751.6 |
PP |
1,748.3 |
1,748.3 |
1,748.3 |
1,746.7 |
S1 |
1,736.0 |
1,736.0 |
1,740.9 |
1,732.7 |
S2 |
1,729.4 |
1,729.4 |
1,739.1 |
|
S3 |
1,710.5 |
1,717.1 |
1,737.4 |
|
S4 |
1,691.6 |
1,698.2 |
1,732.2 |
|
|
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 |
1,760.6 |
1,679.3 |
81.3 |
4.7% |
28.3 |
1.6% |
78% |
True |
False |
5,810 |
10 |
1,772.7 |
1,675.0 |
97.7 |
5.6% |
33.5 |
1.9% |
69% |
False |
False |
4,615 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.6% |
31.6 |
1.8% |
51% |
False |
False |
3,698 |
40 |
1,808.0 |
1,609.0 |
199.0 |
11.4% |
30.5 |
1.8% |
67% |
False |
False |
2,332 |
60 |
1,888.2 |
1,553.4 |
334.8 |
19.2% |
38.7 |
2.2% |
57% |
False |
False |
1,768 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.3% |
41.8 |
2.4% |
51% |
False |
False |
1,433 |
100 |
1,925.0 |
1,553.4 |
371.6 |
21.3% |
37.4 |
2.1% |
51% |
False |
False |
1,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.9 |
2.618 |
1,810.1 |
1.618 |
1,791.2 |
1.000 |
1,779.5 |
0.618 |
1,772.3 |
HIGH |
1,760.6 |
0.618 |
1,753.4 |
0.500 |
1,751.2 |
0.382 |
1,748.9 |
LOW |
1,741.7 |
0.618 |
1,730.0 |
1.000 |
1,722.8 |
1.618 |
1,711.1 |
2.618 |
1,692.2 |
4.250 |
1,661.4 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,751.2 |
1,739.9 |
PP |
1,748.3 |
1,737.1 |
S1 |
1,745.5 |
1,734.4 |
|