Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
122.50 |
120.19 |
-2.31 |
-1.9% |
126.19 |
High |
122.75 |
120.35 |
-2.40 |
-2.0% |
127.45 |
Low |
121.47 |
118.65 |
-2.82 |
-2.3% |
121.23 |
Close |
121.98 |
119.66 |
-2.32 |
-1.9% |
121.98 |
Range |
1.28 |
1.70 |
0.42 |
32.8% |
6.22 |
ATR |
2.65 |
2.70 |
0.05 |
1.8% |
0.00 |
Volume |
215,327,125 |
229,136,625 |
13,809,500 |
6.4% |
1,124,774,297 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.65 |
123.86 |
120.60 |
|
R3 |
122.95 |
122.16 |
120.13 |
|
R2 |
121.25 |
121.25 |
119.97 |
|
R1 |
120.46 |
120.46 |
119.82 |
120.01 |
PP |
119.55 |
119.55 |
119.55 |
119.33 |
S1 |
118.76 |
118.76 |
119.50 |
118.31 |
S2 |
117.85 |
117.85 |
119.35 |
|
S3 |
116.15 |
117.06 |
119.19 |
|
S4 |
114.45 |
115.36 |
118.73 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.21 |
138.32 |
125.40 |
|
R3 |
135.99 |
132.10 |
123.69 |
|
R2 |
129.77 |
129.77 |
123.12 |
|
R1 |
125.88 |
125.88 |
122.55 |
124.72 |
PP |
123.55 |
123.55 |
123.55 |
122.97 |
S1 |
119.66 |
119.66 |
121.41 |
118.50 |
S2 |
117.33 |
117.33 |
120.84 |
|
S3 |
111.11 |
113.44 |
120.27 |
|
S4 |
104.89 |
107.22 |
118.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.75 |
118.65 |
8.10 |
6.8% |
2.08 |
1.7% |
12% |
False |
True |
238,963,225 |
10 |
128.02 |
118.65 |
9.37 |
7.8% |
2.13 |
1.8% |
11% |
False |
True |
233,716,848 |
20 |
129.42 |
118.65 |
10.77 |
9.0% |
2.29 |
1.9% |
9% |
False |
True |
256,525,112 |
40 |
129.42 |
107.43 |
21.99 |
18.4% |
2.47 |
2.1% |
56% |
False |
False |
265,696,988 |
60 |
129.42 |
107.43 |
21.99 |
18.4% |
2.56 |
2.1% |
56% |
False |
False |
272,601,874 |
80 |
130.96 |
107.43 |
23.53 |
19.7% |
2.93 |
2.5% |
52% |
False |
False |
305,502,867 |
100 |
135.70 |
107.43 |
28.27 |
23.6% |
2.65 |
2.2% |
43% |
False |
False |
281,902,225 |
120 |
135.70 |
107.43 |
28.27 |
23.6% |
2.46 |
2.1% |
43% |
False |
False |
269,029,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.58 |
2.618 |
124.80 |
1.618 |
123.10 |
1.000 |
122.05 |
0.618 |
121.40 |
HIGH |
120.35 |
0.618 |
119.70 |
0.500 |
119.50 |
0.382 |
119.30 |
LOW |
118.65 |
0.618 |
117.60 |
1.000 |
116.95 |
1.618 |
115.90 |
2.618 |
114.20 |
4.250 |
111.43 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
119.61 |
121.41 |
PP |
119.55 |
120.82 |
S1 |
119.50 |
120.24 |
|