Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,204.5 |
5,305.0 |
100.5 |
1.9% |
5,322.5 |
High |
5,327.0 |
5,343.5 |
16.5 |
0.3% |
5,331.5 |
Low |
5,193.5 |
5,269.0 |
75.5 |
1.5% |
5,071.5 |
Close |
5,318.0 |
5,323.0 |
5.0 |
0.1% |
5,136.0 |
Range |
133.5 |
74.5 |
-59.0 |
-44.2% |
260.0 |
ATR |
135.9 |
131.5 |
-4.4 |
-3.2% |
0.0 |
Volume |
104,002 |
103,137 |
-865 |
-0.8% |
490,027 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.5 |
5,503.5 |
5,364.0 |
|
R3 |
5,461.0 |
5,429.0 |
5,343.5 |
|
R2 |
5,386.5 |
5,386.5 |
5,336.5 |
|
R1 |
5,354.5 |
5,354.5 |
5,330.0 |
5,370.5 |
PP |
5,312.0 |
5,312.0 |
5,312.0 |
5,320.0 |
S1 |
5,280.0 |
5,280.0 |
5,316.0 |
5,296.0 |
S2 |
5,237.5 |
5,237.5 |
5,309.5 |
|
S3 |
5,163.0 |
5,205.5 |
5,302.5 |
|
S4 |
5,088.5 |
5,131.0 |
5,282.0 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.5 |
5,808.0 |
5,279.0 |
|
R3 |
5,699.5 |
5,548.0 |
5,207.5 |
|
R2 |
5,439.5 |
5,439.5 |
5,183.5 |
|
R1 |
5,288.0 |
5,288.0 |
5,160.0 |
5,234.0 |
PP |
5,179.5 |
5,179.5 |
5,179.5 |
5,152.5 |
S1 |
5,028.0 |
5,028.0 |
5,112.0 |
4,974.0 |
S2 |
4,919.5 |
4,919.5 |
5,088.5 |
|
S3 |
4,659.5 |
4,768.0 |
5,064.5 |
|
S4 |
4,399.5 |
4,508.0 |
4,993.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,343.5 |
5,071.5 |
272.0 |
5.1% |
107.5 |
2.0% |
92% |
True |
False |
95,965 |
10 |
5,560.5 |
5,071.5 |
489.0 |
9.2% |
111.5 |
2.1% |
51% |
False |
False |
108,983 |
20 |
5,641.0 |
5,071.5 |
569.5 |
10.7% |
132.5 |
2.5% |
44% |
False |
False |
116,985 |
40 |
5,763.5 |
4,973.5 |
790.0 |
14.8% |
130.0 |
2.4% |
44% |
False |
False |
120,394 |
60 |
5,763.5 |
4,839.5 |
924.0 |
17.4% |
139.0 |
2.6% |
52% |
False |
False |
122,948 |
80 |
5,763.5 |
4,819.5 |
944.0 |
17.7% |
139.0 |
2.6% |
53% |
False |
False |
92,949 |
100 |
5,885.0 |
4,819.5 |
1,065.5 |
20.0% |
125.5 |
2.4% |
47% |
False |
False |
74,362 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.2% |
110.0 |
2.1% |
43% |
False |
False |
61,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,660.0 |
2.618 |
5,538.5 |
1.618 |
5,464.0 |
1.000 |
5,418.0 |
0.618 |
5,389.5 |
HIGH |
5,343.5 |
0.618 |
5,315.0 |
0.500 |
5,306.0 |
0.382 |
5,297.5 |
LOW |
5,269.0 |
0.618 |
5,223.0 |
1.000 |
5,194.5 |
1.618 |
5,148.5 |
2.618 |
5,074.0 |
4.250 |
4,952.5 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,317.5 |
5,284.5 |
PP |
5,312.0 |
5,246.0 |
S1 |
5,306.0 |
5,207.5 |
|