Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,759.6 |
1,789.4 |
29.8 |
1.7% |
1,755.2 |
High |
1,791.1 |
1,797.6 |
6.5 |
0.4% |
1,804.4 |
Low |
1,745.0 |
1,774.2 |
29.2 |
1.7% |
1,736.6 |
Close |
1,788.1 |
1,778.4 |
-9.7 |
-0.5% |
1,788.1 |
Range |
46.1 |
23.4 |
-22.7 |
-49.2% |
67.8 |
ATR |
41.5 |
40.2 |
-1.3 |
-3.1% |
0.0 |
Volume |
98,156 |
83,596 |
-14,560 |
-14.8% |
668,862 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.6 |
1,839.4 |
1,791.3 |
|
R3 |
1,830.2 |
1,816.0 |
1,784.8 |
|
R2 |
1,806.8 |
1,806.8 |
1,782.7 |
|
R1 |
1,792.6 |
1,792.6 |
1,780.5 |
1,788.0 |
PP |
1,783.4 |
1,783.4 |
1,783.4 |
1,781.1 |
S1 |
1,769.2 |
1,769.2 |
1,776.3 |
1,764.6 |
S2 |
1,760.0 |
1,760.0 |
1,774.1 |
|
S3 |
1,736.6 |
1,745.8 |
1,772.0 |
|
S4 |
1,713.2 |
1,722.4 |
1,765.5 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.8 |
1,951.7 |
1,825.4 |
|
R3 |
1,912.0 |
1,883.9 |
1,806.7 |
|
R2 |
1,844.2 |
1,844.2 |
1,800.5 |
|
R1 |
1,816.1 |
1,816.1 |
1,794.3 |
1,830.2 |
PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,783.4 |
S1 |
1,748.3 |
1,748.3 |
1,781.9 |
1,762.4 |
S2 |
1,708.6 |
1,708.6 |
1,775.7 |
|
S3 |
1,640.8 |
1,680.5 |
1,769.5 |
|
S4 |
1,573.0 |
1,612.7 |
1,750.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,804.4 |
1,736.6 |
67.8 |
3.8% |
34.4 |
1.9% |
62% |
False |
False |
123,053 |
10 |
1,804.4 |
1,681.2 |
123.2 |
6.9% |
35.5 |
2.0% |
79% |
False |
False |
128,014 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.2% |
37.0 |
2.1% |
87% |
False |
False |
131,807 |
40 |
1,819.4 |
1,535.0 |
284.4 |
16.0% |
45.0 |
2.5% |
86% |
False |
False |
149,337 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.9% |
50.2 |
2.8% |
63% |
False |
False |
177,634 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.9% |
46.8 |
2.6% |
63% |
False |
False |
180,179 |
100 |
1,923.7 |
1,481.0 |
442.7 |
24.9% |
41.5 |
2.3% |
67% |
False |
False |
147,615 |
120 |
1,923.7 |
1,481.0 |
442.7 |
24.9% |
37.5 |
2.1% |
67% |
False |
False |
123,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.1 |
2.618 |
1,858.9 |
1.618 |
1,835.5 |
1.000 |
1,821.0 |
0.618 |
1,812.1 |
HIGH |
1,797.6 |
0.618 |
1,788.7 |
0.500 |
1,785.9 |
0.382 |
1,783.1 |
LOW |
1,774.2 |
0.618 |
1,759.7 |
1.000 |
1,750.8 |
1.618 |
1,736.3 |
2.618 |
1,712.9 |
4.250 |
1,674.8 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,785.9 |
1,774.6 |
PP |
1,783.4 |
1,770.9 |
S1 |
1,780.9 |
1,767.1 |
|