Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,693.9 |
1,685.4 |
-8.5 |
-0.5% |
1,725.1 |
High |
1,702.7 |
1,722.4 |
19.7 |
1.2% |
1,727.4 |
Low |
1,672.6 |
1,684.0 |
11.4 |
0.7% |
1,667.1 |
Close |
1,685.7 |
1,710.8 |
25.1 |
1.5% |
1,685.7 |
Range |
30.1 |
38.4 |
8.3 |
27.6% |
60.3 |
ATR |
39.6 |
39.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
134,386 |
167,323 |
32,937 |
24.5% |
644,285 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.9 |
1,804.3 |
1,731.9 |
|
R3 |
1,782.5 |
1,765.9 |
1,721.4 |
|
R2 |
1,744.1 |
1,744.1 |
1,717.8 |
|
R1 |
1,727.5 |
1,727.5 |
1,714.3 |
1,735.8 |
PP |
1,705.7 |
1,705.7 |
1,705.7 |
1,709.9 |
S1 |
1,689.1 |
1,689.1 |
1,707.3 |
1,697.4 |
S2 |
1,667.3 |
1,667.3 |
1,703.8 |
|
S3 |
1,628.9 |
1,650.7 |
1,700.2 |
|
S4 |
1,590.5 |
1,612.3 |
1,689.7 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.3 |
1,840.3 |
1,718.9 |
|
R3 |
1,814.0 |
1,780.0 |
1,702.3 |
|
R2 |
1,753.7 |
1,753.7 |
1,696.8 |
|
R1 |
1,719.7 |
1,719.7 |
1,691.2 |
1,706.6 |
PP |
1,693.4 |
1,693.4 |
1,693.4 |
1,686.8 |
S1 |
1,659.4 |
1,659.4 |
1,680.2 |
1,646.3 |
S2 |
1,633.1 |
1,633.1 |
1,674.6 |
|
S3 |
1,572.8 |
1,599.1 |
1,669.1 |
|
S4 |
1,512.5 |
1,538.8 |
1,652.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,727.4 |
1,667.1 |
60.3 |
3.5% |
40.3 |
2.4% |
72% |
False |
False |
162,321 |
10 |
1,797.6 |
1,667.1 |
130.5 |
7.6% |
36.7 |
2.1% |
33% |
False |
False |
151,157 |
20 |
1,804.4 |
1,667.1 |
137.3 |
8.0% |
36.9 |
2.2% |
32% |
False |
False |
141,313 |
40 |
1,804.4 |
1,596.6 |
207.8 |
12.1% |
38.0 |
2.2% |
55% |
False |
False |
134,388 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
46.7 |
2.7% |
45% |
False |
False |
164,230 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
48.3 |
2.8% |
45% |
False |
False |
181,685 |
100 |
1,923.7 |
1,527.3 |
396.4 |
23.2% |
43.2 |
2.5% |
46% |
False |
False |
161,114 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.9% |
39.1 |
2.3% |
52% |
False |
False |
135,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.6 |
2.618 |
1,822.9 |
1.618 |
1,784.5 |
1.000 |
1,760.8 |
0.618 |
1,746.1 |
HIGH |
1,722.4 |
0.618 |
1,707.7 |
0.500 |
1,703.2 |
0.382 |
1,698.7 |
LOW |
1,684.0 |
0.618 |
1,660.3 |
1.000 |
1,645.6 |
1.618 |
1,621.9 |
2.618 |
1,583.5 |
4.250 |
1,520.8 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,708.3 |
1,706.4 |
PP |
1,705.7 |
1,701.9 |
S1 |
1,703.2 |
1,697.5 |
|