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 |
4,452.0 |
4,463.0 |
11.0 |
0.2% |
4,366.0 |
High |
4,458.0 |
4,493.0 |
35.0 |
0.8% |
4,443.0 |
Low |
4,442.0 |
4,455.0 |
13.0 |
0.3% |
4,352.0 |
Close |
4,451.0 |
4,489.0 |
38.0 |
0.9% |
4,420.0 |
Range |
16.0 |
38.0 |
22.0 |
137.5% |
91.0 |
ATR |
36.8 |
37.1 |
0.4 |
1.0% |
0.0 |
Volume |
13,516 |
17,102 |
3,586 |
26.5% |
94,509 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.0 |
4,579.0 |
4,509.9 |
|
R3 |
4,555.0 |
4,541.0 |
4,499.5 |
|
R2 |
4,517.0 |
4,517.0 |
4,496.0 |
|
R1 |
4,503.0 |
4,503.0 |
4,492.5 |
4,510.0 |
PP |
4,479.0 |
4,479.0 |
4,479.0 |
4,482.5 |
S1 |
4,465.0 |
4,465.0 |
4,485.5 |
4,472.0 |
S2 |
4,441.0 |
4,441.0 |
4,482.0 |
|
S3 |
4,403.0 |
4,427.0 |
4,478.6 |
|
S4 |
4,365.0 |
4,389.0 |
4,468.1 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.0 |
4,640.0 |
4,470.1 |
|
R3 |
4,587.0 |
4,549.0 |
4,445.0 |
|
R2 |
4,496.0 |
4,496.0 |
4,436.7 |
|
R1 |
4,458.0 |
4,458.0 |
4,428.3 |
4,477.0 |
PP |
4,405.0 |
4,405.0 |
4,405.0 |
4,414.5 |
S1 |
4,367.0 |
4,367.0 |
4,411.7 |
4,386.0 |
S2 |
4,314.0 |
4,314.0 |
4,403.3 |
|
S3 |
4,223.0 |
4,276.0 |
4,395.0 |
|
S4 |
4,132.0 |
4,185.0 |
4,370.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,493.0 |
4,408.0 |
85.0 |
1.9% |
25.2 |
0.6% |
95% |
True |
False |
15,714 |
10 |
4,493.0 |
4,342.0 |
151.0 |
3.4% |
26.7 |
0.6% |
97% |
True |
False |
17,917 |
20 |
4,509.0 |
4,342.0 |
167.0 |
3.7% |
33.0 |
0.7% |
88% |
False |
False |
21,278 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.6 |
0.7% |
62% |
False |
False |
21,917 |
60 |
4,580.0 |
4,321.0 |
259.0 |
5.8% |
31.5 |
0.7% |
65% |
False |
False |
23,356 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
26.8 |
0.6% |
74% |
False |
False |
17,554 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.2% |
22.4 |
0.5% |
83% |
False |
False |
14,064 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
19.1 |
0.4% |
85% |
False |
False |
11,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.5 |
2.618 |
4,592.5 |
1.618 |
4,554.5 |
1.000 |
4,531.0 |
0.618 |
4,516.5 |
HIGH |
4,493.0 |
0.618 |
4,478.5 |
0.500 |
4,474.0 |
0.382 |
4,469.5 |
LOW |
4,455.0 |
0.618 |
4,431.5 |
1.000 |
4,417.0 |
1.618 |
4,393.5 |
2.618 |
4,355.5 |
4.250 |
4,293.5 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,484.0 |
4,480.5 |
PP |
4,479.0 |
4,472.0 |
S1 |
4,474.0 |
4,463.5 |
|