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 |
1,406.75 |
1,411.50 |
4.75 |
0.3% |
1,403.25 |
High |
1,418.50 |
1,419.50 |
1.00 |
0.1% |
1,419.50 |
Low |
1,404.50 |
1,409.75 |
5.25 |
0.4% |
1,383.00 |
Close |
1,415.75 |
1,414.50 |
-1.25 |
-0.1% |
1,414.50 |
Range |
14.00 |
9.75 |
-4.25 |
-30.4% |
36.50 |
ATR |
18.63 |
18.00 |
-0.63 |
-3.4% |
0.00 |
Volume |
1,877,829 |
1,686,640 |
-191,189 |
-10.2% |
8,552,848 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.75 |
1,439.00 |
1,419.75 |
|
R3 |
1,434.00 |
1,429.25 |
1,417.25 |
|
R2 |
1,424.25 |
1,424.25 |
1,416.25 |
|
R1 |
1,419.50 |
1,419.50 |
1,415.50 |
1,422.00 |
PP |
1,414.50 |
1,414.50 |
1,414.50 |
1,415.75 |
S1 |
1,409.75 |
1,409.75 |
1,413.50 |
1,412.00 |
S2 |
1,404.75 |
1,404.75 |
1,412.75 |
|
S3 |
1,395.00 |
1,400.00 |
1,411.75 |
|
S4 |
1,385.25 |
1,390.25 |
1,409.25 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.25 |
1,501.25 |
1,434.50 |
|
R3 |
1,478.75 |
1,464.75 |
1,424.50 |
|
R2 |
1,442.25 |
1,442.25 |
1,421.25 |
|
R1 |
1,428.25 |
1,428.25 |
1,417.75 |
1,435.25 |
PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,409.00 |
S1 |
1,391.75 |
1,391.75 |
1,411.25 |
1,398.75 |
S2 |
1,369.25 |
1,369.25 |
1,407.75 |
|
S3 |
1,332.75 |
1,355.25 |
1,404.50 |
|
S4 |
1,296.25 |
1,318.75 |
1,394.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.50 |
1,383.00 |
36.50 |
2.6% |
14.25 |
1.0% |
86% |
True |
False |
1,710,569 |
10 |
1,419.50 |
1,340.25 |
79.25 |
5.6% |
16.50 |
1.2% |
94% |
True |
False |
1,643,049 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
19.75 |
1.4% |
81% |
False |
False |
1,885,430 |
40 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
18.50 |
1.3% |
59% |
False |
False |
1,741,475 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
17.25 |
1.2% |
58% |
False |
False |
1,630,523 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
15.75 |
1.1% |
58% |
False |
False |
1,224,700 |
100 |
1,468.00 |
1,314.25 |
153.75 |
10.9% |
16.25 |
1.2% |
65% |
False |
False |
980,202 |
120 |
1,468.00 |
1,296.00 |
172.00 |
12.2% |
16.75 |
1.2% |
69% |
False |
False |
817,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.00 |
2.618 |
1,445.00 |
1.618 |
1,435.25 |
1.000 |
1,429.25 |
0.618 |
1,425.50 |
HIGH |
1,419.50 |
0.618 |
1,415.75 |
0.500 |
1,414.50 |
0.382 |
1,413.50 |
LOW |
1,409.75 |
0.618 |
1,403.75 |
1.000 |
1,400.00 |
1.618 |
1,394.00 |
2.618 |
1,384.25 |
4.250 |
1,368.25 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,414.50 |
1,410.00 |
PP |
1,414.50 |
1,405.75 |
S1 |
1,414.50 |
1,401.25 |
|