Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,747.0 |
1,744.8 |
-2.2 |
-0.1% |
1,685.4 |
High |
1,753.3 |
1,762.9 |
9.6 |
0.5% |
1,762.9 |
Low |
1,734.5 |
1,741.6 |
7.1 |
0.4% |
1,684.0 |
Close |
1,735.3 |
1,747.0 |
11.7 |
0.7% |
1,747.0 |
Range |
18.8 |
21.3 |
2.5 |
13.3% |
78.9 |
ATR |
37.1 |
36.4 |
-0.7 |
-1.8% |
0.0 |
Volume |
1,350 |
1,067 |
-283 |
-21.0% |
237,672 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.4 |
1,802.0 |
1,758.7 |
|
R3 |
1,793.1 |
1,780.7 |
1,752.9 |
|
R2 |
1,771.8 |
1,771.8 |
1,750.9 |
|
R1 |
1,759.4 |
1,759.4 |
1,749.0 |
1,765.6 |
PP |
1,750.5 |
1,750.5 |
1,750.5 |
1,753.6 |
S1 |
1,738.1 |
1,738.1 |
1,745.0 |
1,744.3 |
S2 |
1,729.2 |
1,729.2 |
1,743.1 |
|
S3 |
1,707.9 |
1,716.8 |
1,741.1 |
|
S4 |
1,686.6 |
1,695.5 |
1,735.3 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.0 |
1,936.4 |
1,790.4 |
|
R3 |
1,889.1 |
1,857.5 |
1,768.7 |
|
R2 |
1,810.2 |
1,810.2 |
1,761.5 |
|
R1 |
1,778.6 |
1,778.6 |
1,754.2 |
1,794.4 |
PP |
1,731.3 |
1,731.3 |
1,731.3 |
1,739.2 |
S1 |
1,699.7 |
1,699.7 |
1,739.8 |
1,715.5 |
S2 |
1,652.4 |
1,652.4 |
1,732.5 |
|
S3 |
1,573.5 |
1,620.8 |
1,725.3 |
|
S4 |
1,494.6 |
1,541.9 |
1,703.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,762.9 |
1,684.0 |
78.9 |
4.5% |
28.4 |
1.6% |
80% |
True |
False |
47,534 |
10 |
1,762.9 |
1,667.1 |
95.8 |
5.5% |
33.2 |
1.9% |
83% |
True |
False |
101,929 |
20 |
1,804.4 |
1,667.1 |
137.3 |
7.9% |
34.1 |
2.0% |
58% |
False |
False |
116,769 |
40 |
1,804.4 |
1,604.7 |
199.7 |
11.4% |
35.4 |
2.0% |
71% |
False |
False |
121,472 |
60 |
1,889.1 |
1,535.0 |
354.1 |
20.3% |
44.0 |
2.5% |
60% |
False |
False |
147,547 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.2% |
47.1 |
2.7% |
55% |
False |
False |
168,980 |
100 |
1,923.7 |
1,535.0 |
388.7 |
22.2% |
43.4 |
2.5% |
55% |
False |
False |
161,073 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.3% |
39.4 |
2.3% |
60% |
False |
False |
135,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.4 |
2.618 |
1,818.7 |
1.618 |
1,797.4 |
1.000 |
1,784.2 |
0.618 |
1,776.1 |
HIGH |
1,762.9 |
0.618 |
1,754.8 |
0.500 |
1,752.3 |
0.382 |
1,749.7 |
LOW |
1,741.6 |
0.618 |
1,728.4 |
1.000 |
1,720.3 |
1.618 |
1,707.1 |
2.618 |
1,685.8 |
4.250 |
1,651.1 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,752.3 |
1,741.8 |
PP |
1,750.5 |
1,736.6 |
S1 |
1,748.8 |
1,731.4 |
|