Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
4,463.0 |
4,507.0 |
44.0 |
1.0% |
4,438.0 |
High |
4,493.0 |
4,525.0 |
32.0 |
0.7% |
4,525.0 |
Low |
4,455.0 |
4,505.0 |
50.0 |
1.1% |
4,429.0 |
Close |
4,489.0 |
4,516.0 |
27.0 |
0.6% |
4,516.0 |
Range |
38.0 |
20.0 |
-18.0 |
-47.4% |
96.0 |
ATR |
37.1 |
37.0 |
-0.1 |
-0.2% |
0.0 |
Volume |
17,102 |
28,855 |
11,753 |
68.7% |
96,416 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,575.3 |
4,565.7 |
4,527.0 |
|
R3 |
4,555.3 |
4,545.7 |
4,521.5 |
|
R2 |
4,535.3 |
4,535.3 |
4,519.7 |
|
R1 |
4,525.7 |
4,525.7 |
4,517.8 |
4,530.5 |
PP |
4,515.3 |
4,515.3 |
4,515.3 |
4,517.8 |
S1 |
4,505.7 |
4,505.7 |
4,514.2 |
4,510.5 |
S2 |
4,495.3 |
4,495.3 |
4,512.3 |
|
S3 |
4,475.3 |
4,485.7 |
4,510.5 |
|
S4 |
4,455.3 |
4,465.7 |
4,505.0 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,778.0 |
4,743.0 |
4,568.8 |
|
R3 |
4,682.0 |
4,647.0 |
4,542.4 |
|
R2 |
4,586.0 |
4,586.0 |
4,533.6 |
|
R1 |
4,551.0 |
4,551.0 |
4,524.8 |
4,568.5 |
PP |
4,490.0 |
4,490.0 |
4,490.0 |
4,498.8 |
S1 |
4,455.0 |
4,455.0 |
4,507.2 |
4,472.5 |
S2 |
4,394.0 |
4,394.0 |
4,498.4 |
|
S3 |
4,298.0 |
4,359.0 |
4,489.6 |
|
S4 |
4,202.0 |
4,263.0 |
4,463.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,525.0 |
4,429.0 |
96.0 |
2.1% |
25.2 |
0.6% |
91% |
True |
False |
19,283 |
10 |
4,525.0 |
4,352.0 |
173.0 |
3.8% |
26.5 |
0.6% |
95% |
True |
False |
19,092 |
20 |
4,525.0 |
4,342.0 |
183.0 |
4.1% |
32.3 |
0.7% |
95% |
True |
False |
21,623 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.2 |
0.7% |
73% |
False |
False |
22,097 |
60 |
4,580.0 |
4,321.0 |
259.0 |
5.7% |
31.1 |
0.7% |
75% |
False |
False |
23,835 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.6% |
27.0 |
0.6% |
81% |
False |
False |
17,915 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.2% |
22.6 |
0.5% |
88% |
False |
False |
14,352 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.2% |
19.3 |
0.4% |
89% |
False |
False |
11,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,610.0 |
2.618 |
4,577.4 |
1.618 |
4,557.4 |
1.000 |
4,545.0 |
0.618 |
4,537.4 |
HIGH |
4,525.0 |
0.618 |
4,517.4 |
0.500 |
4,515.0 |
0.382 |
4,512.6 |
LOW |
4,505.0 |
0.618 |
4,492.6 |
1.000 |
4,485.0 |
1.618 |
4,472.6 |
2.618 |
4,452.6 |
4.250 |
4,420.0 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4,515.7 |
4,505.2 |
PP |
4,515.3 |
4,494.3 |
S1 |
4,515.0 |
4,483.5 |
|