Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,780.03 |
11,896.28 |
116.25 |
1.0% |
11,983.02 |
High |
11,961.14 |
12,179.72 |
218.58 |
1.8% |
12,187.51 |
Low |
11,779.88 |
11,896.28 |
116.40 |
1.0% |
11,736.93 |
Close |
11,893.79 |
12,153.68 |
259.89 |
2.2% |
12,153.68 |
Range |
181.26 |
283.44 |
102.18 |
56.4% |
450.58 |
ATR |
242.46 |
245.56 |
3.11 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,926.88 |
12,823.72 |
12,309.57 |
|
R3 |
12,643.44 |
12,540.28 |
12,231.63 |
|
R2 |
12,360.00 |
12,360.00 |
12,205.64 |
|
R1 |
12,256.84 |
12,256.84 |
12,179.66 |
12,308.42 |
PP |
12,076.56 |
12,076.56 |
12,076.56 |
12,102.35 |
S1 |
11,973.40 |
11,973.40 |
12,127.70 |
12,024.98 |
S2 |
11,793.12 |
11,793.12 |
12,101.72 |
|
S3 |
11,509.68 |
11,689.96 |
12,075.73 |
|
S4 |
11,226.24 |
11,406.52 |
11,997.79 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,377.78 |
13,216.31 |
12,401.50 |
|
R3 |
12,927.20 |
12,765.73 |
12,277.59 |
|
R2 |
12,476.62 |
12,476.62 |
12,236.29 |
|
R1 |
12,315.15 |
12,315.15 |
12,194.98 |
12,395.89 |
PP |
12,026.04 |
12,026.04 |
12,026.04 |
12,066.41 |
S1 |
11,864.57 |
11,864.57 |
12,112.38 |
11,945.31 |
S2 |
11,575.46 |
11,575.46 |
12,071.07 |
|
S3 |
11,124.88 |
11,413.99 |
12,029.77 |
|
S4 |
10,674.30 |
10,963.41 |
11,905.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,187.51 |
11,736.93 |
450.58 |
3.7% |
254.65 |
2.1% |
92% |
False |
False |
|
10 |
12,229.29 |
11,630.03 |
599.26 |
4.9% |
251.19 |
2.1% |
87% |
False |
False |
|
20 |
12,284.31 |
11,296.12 |
988.19 |
8.1% |
240.99 |
2.0% |
87% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
252.33 |
2.1% |
93% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
253.26 |
2.1% |
93% |
False |
False |
|
80 |
12,740.87 |
10,404.49 |
2,336.38 |
19.2% |
268.26 |
2.2% |
75% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
244.29 |
2.0% |
74% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
225.86 |
1.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,384.34 |
2.618 |
12,921.77 |
1.618 |
12,638.33 |
1.000 |
12,463.16 |
0.618 |
12,354.89 |
HIGH |
12,179.72 |
0.618 |
12,071.45 |
0.500 |
12,038.00 |
0.382 |
12,004.55 |
LOW |
11,896.28 |
0.618 |
11,721.11 |
1.000 |
11,612.84 |
1.618 |
11,437.67 |
2.618 |
11,154.23 |
4.250 |
10,691.66 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,115.12 |
12,088.56 |
PP |
12,076.56 |
12,023.44 |
S1 |
12,038.00 |
11,958.33 |
|