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 |
1,398.75 |
1,404.25 |
5.50 |
0.4% |
1,395.25 |
High |
1,411.50 |
1,412.50 |
1.00 |
0.1% |
1,412.50 |
Low |
1,397.50 |
1,403.00 |
5.50 |
0.4% |
1,376.50 |
Close |
1,409.00 |
1,407.75 |
-1.25 |
-0.1% |
1,407.75 |
Range |
14.00 |
9.50 |
-4.50 |
-32.1% |
36.00 |
ATR |
18.00 |
17.40 |
-0.61 |
-3.4% |
0.00 |
Volume |
17,718 |
8,260 |
-9,458 |
-53.4% |
41,408 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.25 |
1,431.50 |
1,413.00 |
|
R3 |
1,426.75 |
1,422.00 |
1,410.25 |
|
R2 |
1,417.25 |
1,417.25 |
1,409.50 |
|
R1 |
1,412.50 |
1,412.50 |
1,408.50 |
1,415.00 |
PP |
1,407.75 |
1,407.75 |
1,407.75 |
1,409.00 |
S1 |
1,403.00 |
1,403.00 |
1,407.00 |
1,405.50 |
S2 |
1,398.25 |
1,398.25 |
1,406.00 |
|
S3 |
1,388.75 |
1,393.50 |
1,405.25 |
|
S4 |
1,379.25 |
1,384.00 |
1,402.50 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.00 |
1,493.25 |
1,427.50 |
|
R3 |
1,471.00 |
1,457.25 |
1,417.75 |
|
R2 |
1,435.00 |
1,435.00 |
1,414.25 |
|
R1 |
1,421.25 |
1,421.25 |
1,411.00 |
1,428.00 |
PP |
1,399.00 |
1,399.00 |
1,399.00 |
1,402.25 |
S1 |
1,385.25 |
1,385.25 |
1,404.50 |
1,392.00 |
S2 |
1,363.00 |
1,363.00 |
1,401.25 |
|
S3 |
1,327.00 |
1,349.25 |
1,397.75 |
|
S4 |
1,291.00 |
1,313.25 |
1,388.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,412.50 |
1,376.50 |
36.00 |
2.6% |
14.25 |
1.0% |
87% |
True |
False |
8,281 |
10 |
1,412.50 |
1,333.75 |
78.75 |
5.6% |
16.00 |
1.1% |
94% |
True |
False |
7,589 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.4% |
19.25 |
1.4% |
82% |
False |
False |
5,137 |
40 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
18.00 |
1.3% |
59% |
False |
False |
3,207 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.25 |
1.2% |
58% |
False |
False |
2,614 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.50 |
1.0% |
58% |
False |
False |
2,035 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
13.75 |
1.0% |
64% |
False |
False |
1,654 |
120 |
1,461.00 |
1,293.00 |
168.00 |
11.9% |
12.75 |
0.9% |
68% |
False |
False |
1,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.00 |
2.618 |
1,437.25 |
1.618 |
1,427.75 |
1.000 |
1,422.00 |
0.618 |
1,418.25 |
HIGH |
1,412.50 |
0.618 |
1,408.75 |
0.500 |
1,407.75 |
0.382 |
1,406.75 |
LOW |
1,403.00 |
0.618 |
1,397.25 |
1.000 |
1,393.50 |
1.618 |
1,387.75 |
2.618 |
1,378.25 |
4.250 |
1,362.50 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.75 |
1,403.25 |
PP |
1,407.75 |
1,399.00 |
S1 |
1,407.75 |
1,394.50 |
|