Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,782.3 |
1,764.7 |
-17.6 |
-1.0% |
1,755.2 |
High |
1,784.8 |
1,768.0 |
-16.8 |
-0.9% |
1,804.4 |
Low |
1,753.9 |
1,711.0 |
-42.9 |
-2.4% |
1,736.6 |
Close |
1,774.3 |
1,720.2 |
-54.1 |
-3.0% |
1,788.1 |
Range |
30.9 |
57.0 |
26.1 |
84.5% |
67.8 |
ATR |
38.7 |
40.4 |
1.8 |
4.6% |
0.0 |
Volume |
161,892 |
196,053 |
34,161 |
21.1% |
668,862 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.1 |
1,869.1 |
1,751.6 |
|
R3 |
1,847.1 |
1,812.1 |
1,735.9 |
|
R2 |
1,790.1 |
1,790.1 |
1,730.7 |
|
R1 |
1,755.1 |
1,755.1 |
1,725.4 |
1,744.1 |
PP |
1,733.1 |
1,733.1 |
1,733.1 |
1,727.6 |
S1 |
1,698.1 |
1,698.1 |
1,715.0 |
1,687.1 |
S2 |
1,676.1 |
1,676.1 |
1,709.8 |
|
S3 |
1,619.1 |
1,641.1 |
1,704.5 |
|
S4 |
1,562.1 |
1,584.1 |
1,688.9 |
|
|
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 |
1,711.0 |
86.6 |
5.0% |
36.9 |
2.1% |
11% |
False |
True |
132,157 |
10 |
1,804.4 |
1,711.0 |
93.4 |
5.4% |
34.9 |
2.0% |
10% |
False |
True |
131,608 |
20 |
1,804.4 |
1,612.8 |
191.6 |
11.1% |
36.8 |
2.1% |
56% |
False |
False |
132,796 |
40 |
1,804.4 |
1,535.0 |
269.4 |
15.7% |
44.2 |
2.6% |
69% |
False |
False |
146,399 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.6% |
48.1 |
2.8% |
48% |
False |
False |
169,135 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.6% |
47.6 |
2.8% |
48% |
False |
False |
183,402 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.7% |
42.1 |
2.4% |
54% |
False |
False |
152,190 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.7% |
38.1 |
2.2% |
54% |
False |
False |
127,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.3 |
2.618 |
1,917.2 |
1.618 |
1,860.2 |
1.000 |
1,825.0 |
0.618 |
1,803.2 |
HIGH |
1,768.0 |
0.618 |
1,746.2 |
0.500 |
1,739.5 |
0.382 |
1,732.8 |
LOW |
1,711.0 |
0.618 |
1,675.8 |
1.000 |
1,654.0 |
1.618 |
1,618.8 |
2.618 |
1,561.8 |
4.250 |
1,468.8 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,739.5 |
1,749.4 |
PP |
1,733.1 |
1,739.7 |
S1 |
1,726.6 |
1,729.9 |
|