Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,250.5 |
5,499.0 |
248.5 |
4.7% |
5,286.5 |
High |
5,501.0 |
5,512.5 |
11.5 |
0.2% |
5,286.5 |
Low |
5,238.0 |
5,448.0 |
210.0 |
4.0% |
5,040.0 |
Close |
5,455.0 |
5,456.5 |
1.5 |
0.0% |
5,127.5 |
Range |
263.0 |
64.5 |
-198.5 |
-75.5% |
246.5 |
ATR |
113.5 |
110.0 |
-3.5 |
-3.1% |
0.0 |
Volume |
16,197 |
2,723 |
-13,474 |
-83.2% |
10,952 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,666.0 |
5,625.5 |
5,492.0 |
|
R3 |
5,601.5 |
5,561.0 |
5,474.0 |
|
R2 |
5,537.0 |
5,537.0 |
5,468.5 |
|
R1 |
5,496.5 |
5,496.5 |
5,462.5 |
5,484.5 |
PP |
5,472.5 |
5,472.5 |
5,472.5 |
5,466.0 |
S1 |
5,432.0 |
5,432.0 |
5,450.5 |
5,420.0 |
S2 |
5,408.0 |
5,408.0 |
5,444.5 |
|
S3 |
5,343.5 |
5,367.5 |
5,439.0 |
|
S4 |
5,279.0 |
5,303.0 |
5,421.0 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,891.0 |
5,755.5 |
5,263.0 |
|
R3 |
5,644.5 |
5,509.0 |
5,195.5 |
|
R2 |
5,398.0 |
5,398.0 |
5,172.5 |
|
R1 |
5,262.5 |
5,262.5 |
5,150.0 |
5,207.0 |
PP |
5,151.5 |
5,151.5 |
5,151.5 |
5,123.5 |
S1 |
5,016.0 |
5,016.0 |
5,105.0 |
4,960.5 |
S2 |
4,905.0 |
4,905.0 |
5,082.5 |
|
S3 |
4,658.5 |
4,769.5 |
5,059.5 |
|
S4 |
4,412.0 |
4,523.0 |
4,992.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,512.5 |
5,040.0 |
472.5 |
8.7% |
128.5 |
2.4% |
88% |
True |
False |
4,572 |
10 |
5,512.5 |
5,040.0 |
472.5 |
8.7% |
100.5 |
1.8% |
88% |
True |
False |
3,398 |
20 |
5,564.5 |
5,040.0 |
524.5 |
9.6% |
88.5 |
1.6% |
79% |
False |
False |
1,747 |
40 |
5,709.0 |
5,040.0 |
669.0 |
12.3% |
81.5 |
1.5% |
62% |
False |
False |
912 |
60 |
5,709.0 |
4,887.5 |
821.5 |
15.1% |
66.5 |
1.2% |
69% |
False |
False |
614 |
80 |
5,709.0 |
4,887.5 |
821.5 |
15.1% |
52.0 |
1.0% |
69% |
False |
False |
462 |
100 |
5,829.5 |
4,887.5 |
942.0 |
17.3% |
44.0 |
0.8% |
60% |
False |
False |
371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,786.5 |
2.618 |
5,681.5 |
1.618 |
5,617.0 |
1.000 |
5,577.0 |
0.618 |
5,552.5 |
HIGH |
5,512.5 |
0.618 |
5,488.0 |
0.500 |
5,480.0 |
0.382 |
5,472.5 |
LOW |
5,448.0 |
0.618 |
5,408.0 |
1.000 |
5,383.5 |
1.618 |
5,343.5 |
2.618 |
5,279.0 |
4.250 |
5,174.0 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,480.0 |
5,429.5 |
PP |
5,472.5 |
5,402.5 |
S1 |
5,464.5 |
5,375.0 |
|