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 |
7,390.5 |
7,402.0 |
11.5 |
0.2% |
7,302.0 |
High |
7,423.0 |
7,449.0 |
26.0 |
0.4% |
7,449.0 |
Low |
7,377.0 |
7,399.5 |
22.5 |
0.3% |
7,271.5 |
Close |
7,405.0 |
7,423.5 |
18.5 |
0.2% |
7,423.5 |
Range |
46.0 |
49.5 |
3.5 |
7.6% |
177.5 |
ATR |
93.7 |
90.5 |
-3.2 |
-3.4% |
0.0 |
Volume |
559 |
494 |
-65 |
-11.6% |
6,609 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,572.5 |
7,547.5 |
7,450.7 |
|
R3 |
7,523.0 |
7,498.0 |
7,437.1 |
|
R2 |
7,473.5 |
7,473.5 |
7,432.6 |
|
R1 |
7,448.5 |
7,448.5 |
7,428.0 |
7,461.0 |
PP |
7,424.0 |
7,424.0 |
7,424.0 |
7,430.3 |
S1 |
7,399.0 |
7,399.0 |
7,419.0 |
7,411.5 |
S2 |
7,374.5 |
7,374.5 |
7,414.4 |
|
S3 |
7,325.0 |
7,349.5 |
7,409.9 |
|
S4 |
7,275.5 |
7,300.0 |
7,396.3 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,913.8 |
7,846.2 |
7,521.1 |
|
R3 |
7,736.3 |
7,668.7 |
7,472.3 |
|
R2 |
7,558.8 |
7,558.8 |
7,456.0 |
|
R1 |
7,491.2 |
7,491.2 |
7,439.8 |
7,525.0 |
PP |
7,381.3 |
7,381.3 |
7,381.3 |
7,398.3 |
S1 |
7,313.7 |
7,313.7 |
7,407.2 |
7,347.5 |
S2 |
7,203.8 |
7,203.8 |
7,391.0 |
|
S3 |
7,026.3 |
7,136.2 |
7,374.7 |
|
S4 |
6,848.8 |
6,958.7 |
7,325.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,449.0 |
7,271.5 |
177.5 |
2.4% |
60.0 |
0.8% |
86% |
True |
False |
1,321 |
10 |
7,449.0 |
7,011.0 |
438.0 |
5.9% |
72.8 |
1.0% |
94% |
True |
False |
1,035 |
20 |
7,449.0 |
6,953.0 |
496.0 |
6.7% |
89.9 |
1.2% |
95% |
True |
False |
1,343 |
40 |
7,450.5 |
6,953.0 |
497.5 |
6.7% |
85.7 |
1.2% |
95% |
False |
False |
1,071 |
60 |
7,475.0 |
6,953.0 |
522.0 |
7.0% |
84.9 |
1.1% |
90% |
False |
False |
1,419 |
80 |
7,475.0 |
6,895.0 |
580.0 |
7.8% |
82.0 |
1.1% |
91% |
False |
False |
1,115 |
100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.3% |
85.6 |
1.2% |
95% |
False |
False |
899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,659.4 |
2.618 |
7,578.6 |
1.618 |
7,529.1 |
1.000 |
7,498.5 |
0.618 |
7,479.6 |
HIGH |
7,449.0 |
0.618 |
7,430.1 |
0.500 |
7,424.3 |
0.382 |
7,418.4 |
LOW |
7,399.5 |
0.618 |
7,368.9 |
1.000 |
7,350.0 |
1.618 |
7,319.4 |
2.618 |
7,269.9 |
4.250 |
7,189.1 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
7,424.3 |
7,402.4 |
PP |
7,424.0 |
7,381.3 |
S1 |
7,423.8 |
7,360.3 |
|