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 |
1,782.0 |
1,782.3 |
0.3 |
0.0% |
1,755.2 |
High |
1,787.8 |
1,784.8 |
-3.0 |
-0.2% |
1,804.4 |
Low |
1,760.9 |
1,753.9 |
-7.0 |
-0.4% |
1,736.6 |
Close |
1,782.2 |
1,774.3 |
-7.9 |
-0.4% |
1,788.1 |
Range |
26.9 |
30.9 |
4.0 |
14.9% |
67.8 |
ATR |
39.3 |
38.7 |
-0.6 |
-1.5% |
0.0 |
Volume |
121,090 |
161,892 |
40,802 |
33.7% |
668,862 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.7 |
1,849.9 |
1,791.3 |
|
R3 |
1,832.8 |
1,819.0 |
1,782.8 |
|
R2 |
1,801.9 |
1,801.9 |
1,780.0 |
|
R1 |
1,788.1 |
1,788.1 |
1,777.1 |
1,779.6 |
PP |
1,771.0 |
1,771.0 |
1,771.0 |
1,766.7 |
S1 |
1,757.2 |
1,757.2 |
1,771.5 |
1,748.7 |
S2 |
1,740.1 |
1,740.1 |
1,768.6 |
|
S3 |
1,709.2 |
1,726.3 |
1,765.8 |
|
S4 |
1,678.3 |
1,695.4 |
1,757.3 |
|
|
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 |
1,797.6 |
1,736.6 |
61.0 |
3.4% |
33.5 |
1.9% |
62% |
False |
False |
125,471 |
10 |
1,804.4 |
1,724.0 |
80.4 |
4.5% |
33.8 |
1.9% |
63% |
False |
False |
126,347 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.3% |
36.1 |
2.0% |
85% |
False |
False |
131,829 |
40 |
1,804.4 |
1,535.0 |
269.4 |
15.2% |
44.5 |
2.5% |
89% |
False |
False |
147,984 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.9% |
48.9 |
2.8% |
62% |
False |
False |
172,631 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.9% |
47.1 |
2.7% |
62% |
False |
False |
182,242 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.0% |
41.7 |
2.3% |
66% |
False |
False |
150,290 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.0% |
37.7 |
2.1% |
66% |
False |
False |
125,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.1 |
2.618 |
1,865.7 |
1.618 |
1,834.8 |
1.000 |
1,815.7 |
0.618 |
1,803.9 |
HIGH |
1,784.8 |
0.618 |
1,773.0 |
0.500 |
1,769.4 |
0.382 |
1,765.7 |
LOW |
1,753.9 |
0.618 |
1,734.8 |
1.000 |
1,723.0 |
1.618 |
1,703.9 |
2.618 |
1,673.0 |
4.250 |
1,622.6 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,772.7 |
1,775.8 |
PP |
1,771.0 |
1,775.3 |
S1 |
1,769.4 |
1,774.8 |
|