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 |
7,315.0 |
7,391.0 |
76.0 |
1.0% |
7,012.0 |
High |
7,387.0 |
7,418.5 |
31.5 |
0.4% |
7,336.0 |
Low |
7,265.0 |
7,371.0 |
106.0 |
1.5% |
7,006.0 |
Close |
7,349.0 |
7,401.0 |
52.0 |
0.7% |
7,306.5 |
Range |
122.0 |
47.5 |
-74.5 |
-61.1% |
330.0 |
ATR |
105.2 |
102.7 |
-2.6 |
-2.4% |
0.0 |
Volume |
121,984 |
104,553 |
-17,431 |
-14.3% |
350,529 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,539.3 |
7,517.7 |
7,427.1 |
|
R3 |
7,491.8 |
7,470.2 |
7,414.1 |
|
R2 |
7,444.3 |
7,444.3 |
7,409.7 |
|
R1 |
7,422.7 |
7,422.7 |
7,405.4 |
7,433.5 |
PP |
7,396.8 |
7,396.8 |
7,396.8 |
7,402.3 |
S1 |
7,375.2 |
7,375.2 |
7,396.6 |
7,386.0 |
S2 |
7,349.3 |
7,349.3 |
7,392.3 |
|
S3 |
7,301.8 |
7,327.7 |
7,387.9 |
|
S4 |
7,254.3 |
7,280.2 |
7,374.9 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,206.2 |
8,086.3 |
7,488.0 |
|
R3 |
7,876.2 |
7,756.3 |
7,397.3 |
|
R2 |
7,546.2 |
7,546.2 |
7,367.0 |
|
R1 |
7,426.3 |
7,426.3 |
7,336.8 |
7,486.3 |
PP |
7,216.2 |
7,216.2 |
7,216.2 |
7,246.1 |
S1 |
7,096.3 |
7,096.3 |
7,276.3 |
7,156.3 |
S2 |
6,886.2 |
6,886.2 |
7,246.0 |
|
S3 |
6,556.2 |
6,766.3 |
7,215.8 |
|
S4 |
6,226.2 |
6,436.3 |
7,125.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,418.5 |
7,220.5 |
198.0 |
2.7% |
77.0 |
1.0% |
91% |
True |
False |
111,126 |
10 |
7,418.5 |
6,948.0 |
470.5 |
6.4% |
84.6 |
1.1% |
96% |
True |
False |
109,332 |
20 |
7,440.0 |
6,948.0 |
492.0 |
6.6% |
100.7 |
1.4% |
92% |
False |
False |
115,008 |
40 |
7,449.5 |
6,948.0 |
501.5 |
6.8% |
95.8 |
1.3% |
90% |
False |
False |
114,608 |
60 |
7,483.5 |
6,948.0 |
535.5 |
7.2% |
95.9 |
1.3% |
85% |
False |
False |
102,279 |
80 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
92.6 |
1.3% |
86% |
False |
False |
76,961 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
15.7% |
101.7 |
1.4% |
93% |
False |
False |
61,672 |
120 |
7,483.5 |
6,086.0 |
1,397.5 |
18.9% |
103.2 |
1.4% |
94% |
False |
False |
51,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,620.4 |
2.618 |
7,542.9 |
1.618 |
7,495.4 |
1.000 |
7,466.0 |
0.618 |
7,447.9 |
HIGH |
7,418.5 |
0.618 |
7,400.4 |
0.500 |
7,394.8 |
0.382 |
7,389.1 |
LOW |
7,371.0 |
0.618 |
7,341.6 |
1.000 |
7,323.5 |
1.618 |
7,294.1 |
2.618 |
7,246.6 |
4.250 |
7,169.1 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,398.9 |
7,381.3 |
PP |
7,396.8 |
7,361.5 |
S1 |
7,394.8 |
7,341.8 |
|