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 |
1,397.50 |
1,406.75 |
9.25 |
0.7% |
1,360.75 |
High |
1,408.75 |
1,418.50 |
9.75 |
0.7% |
1,407.50 |
Low |
1,383.00 |
1,404.50 |
21.50 |
1.6% |
1,360.25 |
Close |
1,407.00 |
1,415.75 |
8.75 |
0.6% |
1,405.25 |
Range |
25.75 |
14.00 |
-11.75 |
-45.6% |
47.25 |
ATR |
18.99 |
18.63 |
-0.36 |
-1.9% |
0.00 |
Volume |
2,128,449 |
1,877,829 |
-250,620 |
-11.8% |
5,272,122 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.00 |
1,449.25 |
1,423.50 |
|
R3 |
1,441.00 |
1,435.25 |
1,419.50 |
|
R2 |
1,427.00 |
1,427.00 |
1,418.25 |
|
R1 |
1,421.25 |
1,421.25 |
1,417.00 |
1,424.00 |
PP |
1,413.00 |
1,413.00 |
1,413.00 |
1,414.25 |
S1 |
1,407.25 |
1,407.25 |
1,414.50 |
1,410.00 |
S2 |
1,399.00 |
1,399.00 |
1,413.25 |
|
S3 |
1,385.00 |
1,393.25 |
1,412.00 |
|
S4 |
1,371.00 |
1,379.25 |
1,408.00 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.75 |
1,516.25 |
1,431.25 |
|
R3 |
1,485.50 |
1,469.00 |
1,418.25 |
|
R2 |
1,438.25 |
1,438.25 |
1,414.00 |
|
R1 |
1,421.75 |
1,421.75 |
1,409.50 |
1,430.00 |
PP |
1,391.00 |
1,391.00 |
1,391.00 |
1,395.00 |
S1 |
1,374.50 |
1,374.50 |
1,401.00 |
1,382.75 |
S2 |
1,343.75 |
1,343.75 |
1,396.50 |
|
S3 |
1,296.50 |
1,327.25 |
1,392.25 |
|
S4 |
1,249.25 |
1,280.00 |
1,379.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,418.50 |
1,383.00 |
35.50 |
2.5% |
16.50 |
1.2% |
92% |
True |
False |
1,555,902 |
10 |
1,418.50 |
1,340.25 |
78.25 |
5.5% |
16.75 |
1.2% |
96% |
True |
False |
1,716,052 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
20.75 |
1.5% |
83% |
False |
False |
1,886,397 |
40 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
18.75 |
1.3% |
60% |
False |
False |
1,738,477 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
17.50 |
1.2% |
59% |
False |
False |
1,603,232 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
15.75 |
1.1% |
59% |
False |
False |
1,203,630 |
100 |
1,468.00 |
1,313.25 |
154.75 |
10.9% |
16.50 |
1.2% |
66% |
False |
False |
963,372 |
120 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
16.75 |
1.2% |
70% |
False |
False |
803,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.00 |
2.618 |
1,455.25 |
1.618 |
1,441.25 |
1.000 |
1,432.50 |
0.618 |
1,427.25 |
HIGH |
1,418.50 |
0.618 |
1,413.25 |
0.500 |
1,411.50 |
0.382 |
1,409.75 |
LOW |
1,404.50 |
0.618 |
1,395.75 |
1.000 |
1,390.50 |
1.618 |
1,381.75 |
2.618 |
1,367.75 |
4.250 |
1,345.00 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,414.25 |
1,410.75 |
PP |
1,413.00 |
1,405.75 |
S1 |
1,411.50 |
1,400.75 |
|