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 |
1,755.0 |
1,748.4 |
-6.6 |
-0.4% |
1,693.9 |
High |
1,760.6 |
1,769.7 |
9.1 |
0.5% |
1,769.7 |
Low |
1,741.7 |
1,747.5 |
5.8 |
0.3% |
1,693.9 |
Close |
1,742.6 |
1,754.2 |
11.6 |
0.7% |
1,754.2 |
Range |
18.9 |
22.2 |
3.3 |
17.5% |
75.8 |
ATR |
33.8 |
33.4 |
-0.5 |
-1.4% |
0.0 |
Volume |
5,806 |
3,629 |
-2,177 |
-37.5% |
25,689 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.7 |
1,811.2 |
1,766.4 |
|
R3 |
1,801.5 |
1,789.0 |
1,760.3 |
|
R2 |
1,779.3 |
1,779.3 |
1,758.3 |
|
R1 |
1,766.8 |
1,766.8 |
1,756.2 |
1,773.1 |
PP |
1,757.1 |
1,757.1 |
1,757.1 |
1,760.3 |
S1 |
1,744.6 |
1,744.6 |
1,752.2 |
1,750.9 |
S2 |
1,734.9 |
1,734.9 |
1,750.1 |
|
S3 |
1,712.7 |
1,722.4 |
1,748.1 |
|
S4 |
1,690.5 |
1,700.2 |
1,742.0 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.7 |
1,936.2 |
1,795.9 |
|
R3 |
1,890.9 |
1,860.4 |
1,775.0 |
|
R2 |
1,815.1 |
1,815.1 |
1,768.1 |
|
R1 |
1,784.6 |
1,784.6 |
1,761.1 |
1,799.9 |
PP |
1,739.3 |
1,739.3 |
1,739.3 |
1,746.9 |
S1 |
1,708.8 |
1,708.8 |
1,747.3 |
1,724.1 |
S2 |
1,663.5 |
1,663.5 |
1,740.3 |
|
S3 |
1,587.7 |
1,633.0 |
1,733.4 |
|
S4 |
1,511.9 |
1,557.2 |
1,712.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,769.7 |
1,693.9 |
75.8 |
4.3% |
27.4 |
1.6% |
80% |
True |
False |
5,137 |
10 |
1,769.7 |
1,675.0 |
94.7 |
5.4% |
30.5 |
1.7% |
84% |
True |
False |
4,740 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.6% |
30.8 |
1.8% |
60% |
False |
False |
3,777 |
40 |
1,808.0 |
1,609.0 |
199.0 |
11.3% |
30.6 |
1.7% |
73% |
False |
False |
2,397 |
60 |
1,888.2 |
1,553.4 |
334.8 |
19.1% |
38.1 |
2.2% |
60% |
False |
False |
1,821 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
41.6 |
2.4% |
54% |
False |
False |
1,473 |
100 |
1,925.0 |
1,553.4 |
371.6 |
21.2% |
37.5 |
2.1% |
54% |
False |
False |
1,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.1 |
2.618 |
1,827.8 |
1.618 |
1,805.6 |
1.000 |
1,791.9 |
0.618 |
1,783.4 |
HIGH |
1,769.7 |
0.618 |
1,761.2 |
0.500 |
1,758.6 |
0.382 |
1,756.0 |
LOW |
1,747.5 |
0.618 |
1,733.8 |
1.000 |
1,725.3 |
1.618 |
1,711.6 |
2.618 |
1,689.4 |
4.250 |
1,653.2 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,758.6 |
1,749.1 |
PP |
1,757.1 |
1,744.0 |
S1 |
1,755.7 |
1,738.9 |
|