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 |
1,722.4 |
1,728.3 |
5.9 |
0.3% |
1,754.7 |
High |
1,731.2 |
1,733.7 |
2.5 |
0.1% |
1,754.7 |
Low |
1,720.1 |
1,710.2 |
-9.9 |
-0.6% |
1,707.9 |
Close |
1,729.5 |
1,712.7 |
-16.8 |
-1.0% |
1,712.7 |
Range |
11.1 |
23.5 |
12.4 |
111.7% |
46.8 |
ATR |
18.4 |
18.7 |
0.4 |
2.0% |
0.0 |
Volume |
178,274 |
142,067 |
-36,207 |
-20.3% |
535,714 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.4 |
1,774.5 |
1,725.6 |
|
R3 |
1,765.9 |
1,751.0 |
1,719.2 |
|
R2 |
1,742.4 |
1,742.4 |
1,717.0 |
|
R1 |
1,727.5 |
1,727.5 |
1,714.9 |
1,723.2 |
PP |
1,718.9 |
1,718.9 |
1,718.9 |
1,716.7 |
S1 |
1,704.0 |
1,704.0 |
1,710.5 |
1,699.7 |
S2 |
1,695.4 |
1,695.4 |
1,708.4 |
|
S3 |
1,671.9 |
1,680.5 |
1,706.2 |
|
S4 |
1,648.4 |
1,657.0 |
1,699.8 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.5 |
1,835.9 |
1,738.4 |
|
R3 |
1,818.7 |
1,789.1 |
1,725.6 |
|
R2 |
1,771.9 |
1,771.9 |
1,721.3 |
|
R1 |
1,742.3 |
1,742.3 |
1,717.0 |
1,733.7 |
PP |
1,725.1 |
1,725.1 |
1,725.1 |
1,720.8 |
S1 |
1,695.5 |
1,695.5 |
1,708.4 |
1,686.9 |
S2 |
1,678.3 |
1,678.3 |
1,704.1 |
|
S3 |
1,631.5 |
1,648.7 |
1,699.8 |
|
S4 |
1,584.7 |
1,601.9 |
1,687.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.7 |
1,707.9 |
46.8 |
2.7% |
18.0 |
1.1% |
10% |
False |
False |
107,142 |
10 |
1,757.1 |
1,707.9 |
49.2 |
2.9% |
17.8 |
1.0% |
10% |
False |
False |
64,782 |
20 |
1,757.1 |
1,674.7 |
82.4 |
4.8% |
19.8 |
1.2% |
46% |
False |
False |
40,062 |
40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.0 |
1.0% |
30% |
False |
False |
22,619 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
19.1 |
1.1% |
30% |
False |
False |
16,241 |
80 |
1,800.0 |
1,598.0 |
202.0 |
11.8% |
18.2 |
1.1% |
57% |
False |
False |
12,479 |
100 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
17.5 |
1.0% |
63% |
False |
False |
10,182 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.7 |
1.0% |
64% |
False |
False |
8,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.6 |
2.618 |
1,795.2 |
1.618 |
1,771.7 |
1.000 |
1,757.2 |
0.618 |
1,748.2 |
HIGH |
1,733.7 |
0.618 |
1,724.7 |
0.500 |
1,722.0 |
0.382 |
1,719.2 |
LOW |
1,710.2 |
0.618 |
1,695.7 |
1.000 |
1,686.7 |
1.618 |
1,672.2 |
2.618 |
1,648.7 |
4.250 |
1,610.3 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,722.0 |
1,726.7 |
PP |
1,718.9 |
1,722.0 |
S1 |
1,715.8 |
1,717.4 |
|