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 |
1,743.9 |
1,722.4 |
-21.5 |
-1.2% |
1,716.9 |
High |
1,745.5 |
1,731.2 |
-14.3 |
-0.8% |
1,757.1 |
Low |
1,707.9 |
1,720.1 |
12.2 |
0.7% |
1,715.6 |
Close |
1,718.8 |
1,729.5 |
10.7 |
0.6% |
1,753.8 |
Range |
37.6 |
11.1 |
-26.5 |
-70.5% |
41.5 |
ATR |
18.8 |
18.4 |
-0.5 |
-2.4% |
0.0 |
Volume |
100,103 |
178,274 |
78,171 |
78.1% |
89,986 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.2 |
1,756.0 |
1,735.6 |
|
R3 |
1,749.1 |
1,744.9 |
1,732.6 |
|
R2 |
1,738.0 |
1,738.0 |
1,731.5 |
|
R1 |
1,733.8 |
1,733.8 |
1,730.5 |
1,735.9 |
PP |
1,726.9 |
1,726.9 |
1,726.9 |
1,728.0 |
S1 |
1,722.7 |
1,722.7 |
1,728.5 |
1,724.8 |
S2 |
1,715.8 |
1,715.8 |
1,727.5 |
|
S3 |
1,704.7 |
1,711.6 |
1,726.4 |
|
S4 |
1,693.6 |
1,700.5 |
1,723.4 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.7 |
1,851.7 |
1,776.6 |
|
R3 |
1,825.2 |
1,810.2 |
1,765.2 |
|
R2 |
1,783.7 |
1,783.7 |
1,761.4 |
|
R1 |
1,768.7 |
1,768.7 |
1,757.6 |
1,776.2 |
PP |
1,742.2 |
1,742.2 |
1,742.2 |
1,745.9 |
S1 |
1,727.2 |
1,727.2 |
1,750.0 |
1,734.7 |
S2 |
1,700.7 |
1,700.7 |
1,746.2 |
|
S3 |
1,659.2 |
1,685.7 |
1,742.4 |
|
S4 |
1,617.7 |
1,644.2 |
1,731.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,757.1 |
1,707.9 |
49.2 |
2.8% |
18.7 |
1.1% |
44% |
False |
False |
85,428 |
10 |
1,757.1 |
1,707.0 |
50.1 |
2.9% |
17.7 |
1.0% |
45% |
False |
False |
51,281 |
20 |
1,757.1 |
1,674.7 |
82.4 |
4.8% |
19.3 |
1.1% |
67% |
False |
False |
33,329 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
17.8 |
1.0% |
44% |
False |
False |
19,247 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
19.0 |
1.1% |
44% |
False |
False |
13,895 |
80 |
1,800.0 |
1,598.0 |
202.0 |
11.7% |
18.0 |
1.0% |
65% |
False |
False |
10,716 |
100 |
1,800.0 |
1,564.7 |
235.3 |
13.6% |
17.4 |
1.0% |
70% |
False |
False |
8,776 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
17.7 |
1.0% |
71% |
False |
False |
7,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.4 |
2.618 |
1,760.3 |
1.618 |
1,749.2 |
1.000 |
1,742.3 |
0.618 |
1,738.1 |
HIGH |
1,731.2 |
0.618 |
1,727.0 |
0.500 |
1,725.7 |
0.382 |
1,724.3 |
LOW |
1,720.1 |
0.618 |
1,713.2 |
1.000 |
1,709.0 |
1.618 |
1,702.1 |
2.618 |
1,691.0 |
4.250 |
1,672.9 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,728.2 |
1,731.1 |
PP |
1,726.9 |
1,730.5 |
S1 |
1,725.7 |
1,730.0 |
|