Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,789.4 |
1,782.0 |
-7.4 |
-0.4% |
1,755.2 |
High |
1,797.6 |
1,787.8 |
-9.8 |
-0.5% |
1,804.4 |
Low |
1,774.2 |
1,760.9 |
-13.3 |
-0.7% |
1,736.6 |
Close |
1,778.4 |
1,782.2 |
3.8 |
0.2% |
1,788.1 |
Range |
23.4 |
26.9 |
3.5 |
15.0% |
67.8 |
ATR |
40.2 |
39.3 |
-1.0 |
-2.4% |
0.0 |
Volume |
83,596 |
121,090 |
37,494 |
44.9% |
668,862 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.7 |
1,846.8 |
1,797.0 |
|
R3 |
1,830.8 |
1,819.9 |
1,789.6 |
|
R2 |
1,803.9 |
1,803.9 |
1,787.1 |
|
R1 |
1,793.0 |
1,793.0 |
1,784.7 |
1,798.5 |
PP |
1,777.0 |
1,777.0 |
1,777.0 |
1,779.7 |
S1 |
1,766.1 |
1,766.1 |
1,779.7 |
1,771.6 |
S2 |
1,750.1 |
1,750.1 |
1,777.3 |
|
S3 |
1,723.2 |
1,739.2 |
1,774.8 |
|
S4 |
1,696.3 |
1,712.3 |
1,767.4 |
|
|
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 |
1,801.1 |
1,736.6 |
64.5 |
3.6% |
34.5 |
1.9% |
71% |
False |
False |
122,643 |
10 |
1,804.4 |
1,715.5 |
88.9 |
5.0% |
33.7 |
1.9% |
75% |
False |
False |
123,583 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.2% |
35.8 |
2.0% |
89% |
False |
False |
129,180 |
40 |
1,819.4 |
1,535.0 |
284.4 |
16.0% |
44.7 |
2.5% |
87% |
False |
False |
148,356 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.8% |
49.9 |
2.8% |
64% |
False |
False |
175,698 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.8% |
46.9 |
2.6% |
64% |
False |
False |
181,054 |
100 |
1,923.7 |
1,481.0 |
442.7 |
24.8% |
41.5 |
2.3% |
68% |
False |
False |
148,748 |
120 |
1,923.7 |
1,481.0 |
442.7 |
24.8% |
37.6 |
2.1% |
68% |
False |
False |
124,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.1 |
2.618 |
1,858.2 |
1.618 |
1,831.3 |
1.000 |
1,814.7 |
0.618 |
1,804.4 |
HIGH |
1,787.8 |
0.618 |
1,777.5 |
0.500 |
1,774.4 |
0.382 |
1,771.2 |
LOW |
1,760.9 |
0.618 |
1,744.3 |
1.000 |
1,734.0 |
1.618 |
1,717.4 |
2.618 |
1,690.5 |
4.250 |
1,646.6 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,779.6 |
1,778.6 |
PP |
1,777.0 |
1,774.9 |
S1 |
1,774.4 |
1,771.3 |
|