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 |
7,391.0 |
7,396.0 |
5.0 |
0.1% |
7,292.0 |
High |
7,418.5 |
7,445.0 |
26.5 |
0.4% |
7,445.0 |
Low |
7,371.0 |
7,390.5 |
19.5 |
0.3% |
7,265.0 |
Close |
7,401.0 |
7,419.0 |
18.0 |
0.2% |
7,419.0 |
Range |
47.5 |
54.5 |
7.0 |
14.7% |
180.0 |
ATR |
102.7 |
99.2 |
-3.4 |
-3.4% |
0.0 |
Volume |
104,553 |
123,079 |
18,526 |
17.7% |
591,114 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,581.7 |
7,554.8 |
7,449.0 |
|
R3 |
7,527.2 |
7,500.3 |
7,434.0 |
|
R2 |
7,472.7 |
7,472.7 |
7,429.0 |
|
R1 |
7,445.8 |
7,445.8 |
7,424.0 |
7,459.3 |
PP |
7,418.2 |
7,418.2 |
7,418.2 |
7,424.9 |
S1 |
7,391.3 |
7,391.3 |
7,414.0 |
7,404.8 |
S2 |
7,363.7 |
7,363.7 |
7,409.0 |
|
S3 |
7,309.2 |
7,336.8 |
7,404.0 |
|
S4 |
7,254.7 |
7,282.3 |
7,389.0 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,916.3 |
7,847.7 |
7,518.0 |
|
R3 |
7,736.3 |
7,667.7 |
7,468.5 |
|
R2 |
7,556.3 |
7,556.3 |
7,452.0 |
|
R1 |
7,487.7 |
7,487.7 |
7,435.5 |
7,522.0 |
PP |
7,376.3 |
7,376.3 |
7,376.3 |
7,393.5 |
S1 |
7,307.7 |
7,307.7 |
7,402.5 |
7,342.0 |
S2 |
7,196.3 |
7,196.3 |
7,386.0 |
|
S3 |
7,016.3 |
7,127.7 |
7,369.5 |
|
S4 |
6,836.3 |
6,947.7 |
7,320.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,445.0 |
7,265.0 |
180.0 |
2.4% |
64.8 |
0.9% |
86% |
True |
False |
118,222 |
10 |
7,445.0 |
6,948.0 |
497.0 |
6.7% |
83.2 |
1.1% |
95% |
True |
False |
105,499 |
20 |
7,445.0 |
6,948.0 |
497.0 |
6.7% |
97.7 |
1.3% |
95% |
True |
False |
115,491 |
40 |
7,449.5 |
6,948.0 |
501.5 |
6.8% |
94.8 |
1.3% |
94% |
False |
False |
114,880 |
60 |
7,483.5 |
6,948.0 |
535.5 |
7.2% |
93.6 |
1.3% |
88% |
False |
False |
104,198 |
80 |
7,483.5 |
6,875.0 |
608.5 |
8.2% |
92.7 |
1.2% |
89% |
False |
False |
78,498 |
100 |
7,483.5 |
6,320.0 |
1,163.5 |
15.7% |
101.6 |
1.4% |
94% |
False |
False |
62,902 |
120 |
7,483.5 |
6,086.0 |
1,397.5 |
18.8% |
102.6 |
1.4% |
95% |
False |
False |
52,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,676.6 |
2.618 |
7,587.7 |
1.618 |
7,533.2 |
1.000 |
7,499.5 |
0.618 |
7,478.7 |
HIGH |
7,445.0 |
0.618 |
7,424.2 |
0.500 |
7,417.8 |
0.382 |
7,411.3 |
LOW |
7,390.5 |
0.618 |
7,356.8 |
1.000 |
7,336.0 |
1.618 |
7,302.3 |
2.618 |
7,247.8 |
4.250 |
7,158.9 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,418.6 |
7,397.7 |
PP |
7,418.2 |
7,376.3 |
S1 |
7,417.8 |
7,355.0 |
|