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 |
9,370 |
9,460 |
90 |
1.0% |
9,435 |
High |
9,475 |
9,540 |
65 |
0.7% |
9,540 |
Low |
9,340 |
9,400 |
60 |
0.6% |
9,225 |
Close |
9,470 |
9,505 |
35 |
0.4% |
9,505 |
Range |
135 |
140 |
5 |
3.7% |
315 |
ATR |
148 |
147 |
-1 |
-0.4% |
0 |
Volume |
5,074 |
8,363 |
3,289 |
64.8% |
32,148 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,902 |
9,843 |
9,582 |
|
R3 |
9,762 |
9,703 |
9,544 |
|
R2 |
9,622 |
9,622 |
9,531 |
|
R1 |
9,563 |
9,563 |
9,518 |
9,593 |
PP |
9,482 |
9,482 |
9,482 |
9,496 |
S1 |
9,423 |
9,423 |
9,492 |
9,453 |
S2 |
9,342 |
9,342 |
9,479 |
|
S3 |
9,202 |
9,283 |
9,467 |
|
S4 |
9,062 |
9,143 |
9,428 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,368 |
10,252 |
9,678 |
|
R3 |
10,053 |
9,937 |
9,592 |
|
R2 |
9,738 |
9,738 |
9,563 |
|
R1 |
9,622 |
9,622 |
9,534 |
9,680 |
PP |
9,423 |
9,423 |
9,423 |
9,453 |
S1 |
9,307 |
9,307 |
9,476 |
9,365 |
S2 |
9,108 |
9,108 |
9,447 |
|
S3 |
8,793 |
8,992 |
9,419 |
|
S4 |
8,478 |
8,677 |
9,332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,540 |
9,225 |
315 |
3.3% |
143 |
1.5% |
89% |
True |
False |
6,429 |
10 |
9,540 |
8,880 |
660 |
6.9% |
153 |
1.6% |
95% |
True |
False |
7,322 |
20 |
9,540 |
8,625 |
915 |
9.6% |
143 |
1.5% |
96% |
True |
False |
6,312 |
40 |
9,540 |
8,505 |
1,035 |
10.9% |
150 |
1.6% |
97% |
True |
False |
5,700 |
60 |
9,540 |
8,505 |
1,035 |
10.9% |
142 |
1.5% |
97% |
True |
False |
5,536 |
80 |
9,540 |
8,505 |
1,035 |
10.9% |
122 |
1.3% |
97% |
True |
False |
4,207 |
100 |
9,540 |
8,365 |
1,175 |
12.4% |
99 |
1.0% |
97% |
True |
False |
3,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,135 |
2.618 |
9,907 |
1.618 |
9,767 |
1.000 |
9,680 |
0.618 |
9,627 |
HIGH |
9,540 |
0.618 |
9,487 |
0.500 |
9,470 |
0.382 |
9,454 |
LOW |
9,400 |
0.618 |
9,314 |
1.000 |
9,260 |
1.618 |
9,174 |
2.618 |
9,034 |
4.250 |
8,805 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
9,493 |
9,464 |
PP |
9,482 |
9,423 |
S1 |
9,470 |
9,383 |
|