Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,741.5 |
1,719.6 |
-21.9 |
-1.3% |
1,714.4 |
High |
1,743.1 |
1,729.0 |
-14.1 |
-0.8% |
1,755.0 |
Low |
1,705.5 |
1,717.7 |
12.2 |
0.7% |
1,713.4 |
Close |
1,716.5 |
1,727.2 |
10.7 |
0.6% |
1,751.4 |
Range |
37.6 |
11.3 |
-26.3 |
-69.9% |
41.6 |
ATR |
19.3 |
18.8 |
-0.5 |
-2.5% |
0.0 |
Volume |
276,136 |
65,599 |
-210,537 |
-76.2% |
548,531 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.5 |
1,754.2 |
1,733.4 |
|
R3 |
1,747.2 |
1,742.9 |
1,730.3 |
|
R2 |
1,735.9 |
1,735.9 |
1,729.3 |
|
R1 |
1,731.6 |
1,731.6 |
1,728.2 |
1,733.8 |
PP |
1,724.6 |
1,724.6 |
1,724.6 |
1,725.7 |
S1 |
1,720.3 |
1,720.3 |
1,726.2 |
1,722.5 |
S2 |
1,713.3 |
1,713.3 |
1,725.1 |
|
S3 |
1,702.0 |
1,709.0 |
1,724.1 |
|
S4 |
1,690.7 |
1,697.7 |
1,721.0 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.7 |
1,849.7 |
1,774.3 |
|
R3 |
1,823.1 |
1,808.1 |
1,762.8 |
|
R2 |
1,781.5 |
1,781.5 |
1,759.0 |
|
R1 |
1,766.5 |
1,766.5 |
1,755.2 |
1,774.0 |
PP |
1,739.9 |
1,739.9 |
1,739.9 |
1,743.7 |
S1 |
1,724.9 |
1,724.9 |
1,747.6 |
1,732.4 |
S2 |
1,698.3 |
1,698.3 |
1,743.8 |
|
S3 |
1,656.7 |
1,683.3 |
1,740.0 |
|
S4 |
1,615.1 |
1,641.7 |
1,728.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.0 |
1,705.5 |
49.5 |
2.9% |
18.8 |
1.1% |
44% |
False |
False |
174,494 |
10 |
1,755.0 |
1,704.5 |
50.5 |
2.9% |
17.9 |
1.0% |
45% |
False |
False |
157,376 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
19.7 |
1.1% |
66% |
False |
False |
159,980 |
40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
18.6 |
1.1% |
44% |
False |
False |
142,381 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
20.1 |
1.2% |
44% |
False |
False |
150,068 |
80 |
1,798.1 |
1,592.1 |
206.0 |
11.9% |
19.6 |
1.1% |
66% |
False |
False |
138,627 |
100 |
1,798.1 |
1,559.5 |
238.6 |
13.8% |
19.7 |
1.1% |
70% |
False |
False |
121,986 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.2% |
20.6 |
1.2% |
71% |
False |
False |
102,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.0 |
2.618 |
1,758.6 |
1.618 |
1,747.3 |
1.000 |
1,740.3 |
0.618 |
1,736.0 |
HIGH |
1,729.0 |
0.618 |
1,724.7 |
0.500 |
1,723.4 |
0.382 |
1,722.0 |
LOW |
1,717.7 |
0.618 |
1,710.7 |
1.000 |
1,706.4 |
1.618 |
1,699.4 |
2.618 |
1,688.1 |
4.250 |
1,669.7 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.9 |
1,728.7 |
PP |
1,724.6 |
1,728.2 |
S1 |
1,723.4 |
1,727.7 |
|