Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
125.17 |
124.82 |
-0.35 |
-0.3% |
125.39 |
High |
126.75 |
126.34 |
-0.41 |
-0.3% |
128.02 |
Low |
124.72 |
123.90 |
-0.82 |
-0.7% |
122.86 |
Close |
126.08 |
124.08 |
-2.00 |
-1.6% |
126.66 |
Range |
2.03 |
2.44 |
0.41 |
20.2% |
5.16 |
ATR |
2.77 |
2.75 |
-0.02 |
-0.8% |
0.00 |
Volume |
184,376,734 |
235,266,766 |
50,890,032 |
27.6% |
1,179,444,390 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.09 |
130.53 |
125.42 |
|
R3 |
129.65 |
128.09 |
124.75 |
|
R2 |
127.21 |
127.21 |
124.53 |
|
R1 |
125.65 |
125.65 |
124.30 |
125.21 |
PP |
124.77 |
124.77 |
124.77 |
124.56 |
S1 |
123.21 |
123.21 |
123.86 |
122.77 |
S2 |
122.33 |
122.33 |
123.63 |
|
S3 |
119.89 |
120.77 |
123.41 |
|
S4 |
117.45 |
118.33 |
122.74 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.33 |
139.15 |
129.50 |
|
R3 |
136.17 |
133.99 |
128.08 |
|
R2 |
131.01 |
131.01 |
127.61 |
|
R1 |
128.83 |
128.83 |
127.13 |
129.92 |
PP |
125.85 |
125.85 |
125.85 |
126.39 |
S1 |
123.67 |
123.67 |
126.19 |
124.76 |
S2 |
120.69 |
120.69 |
125.71 |
|
S3 |
115.53 |
118.51 |
125.24 |
|
S4 |
110.37 |
113.35 |
123.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127.45 |
123.02 |
4.43 |
3.6% |
2.02 |
1.6% |
24% |
False |
False |
200,031,346 |
10 |
128.02 |
122.86 |
5.16 |
4.2% |
2.22 |
1.8% |
24% |
False |
False |
229,390,729 |
20 |
129.42 |
119.82 |
9.60 |
7.7% |
2.27 |
1.8% |
44% |
False |
False |
254,950,666 |
40 |
129.42 |
107.43 |
21.99 |
17.7% |
2.53 |
2.0% |
76% |
False |
False |
273,351,286 |
60 |
129.42 |
107.43 |
21.99 |
17.7% |
2.64 |
2.1% |
76% |
False |
False |
274,227,741 |
80 |
132.63 |
107.43 |
25.20 |
20.3% |
2.94 |
2.4% |
66% |
False |
False |
305,345,873 |
100 |
135.70 |
107.43 |
28.27 |
22.8% |
2.63 |
2.1% |
59% |
False |
False |
280,410,511 |
120 |
135.70 |
107.43 |
28.27 |
22.8% |
2.46 |
2.0% |
59% |
False |
False |
267,082,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.71 |
2.618 |
132.73 |
1.618 |
130.29 |
1.000 |
128.78 |
0.618 |
127.85 |
HIGH |
126.34 |
0.618 |
125.41 |
0.500 |
125.12 |
0.382 |
124.83 |
LOW |
123.90 |
0.618 |
122.39 |
1.000 |
121.46 |
1.618 |
119.95 |
2.618 |
117.51 |
4.250 |
113.53 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
125.12 |
125.68 |
PP |
124.77 |
125.14 |
S1 |
124.43 |
124.61 |
|