Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,678.5 |
1,699.9 |
21.4 |
1.3% |
1,789.4 |
High |
1,706.4 |
1,710.8 |
4.4 |
0.3% |
1,797.6 |
Low |
1,667.5 |
1,677.1 |
9.6 |
0.6% |
1,711.0 |
Close |
1,702.4 |
1,695.9 |
-6.5 |
-0.4% |
1,725.1 |
Range |
38.9 |
33.7 |
-5.2 |
-13.4% |
86.6 |
ATR |
40.8 |
40.3 |
-0.5 |
-1.2% |
0.0 |
Volume |
156,923 |
160,891 |
3,968 |
2.5% |
699,970 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.7 |
1,779.5 |
1,714.4 |
|
R3 |
1,762.0 |
1,745.8 |
1,705.2 |
|
R2 |
1,728.3 |
1,728.3 |
1,702.1 |
|
R1 |
1,712.1 |
1,712.1 |
1,699.0 |
1,703.4 |
PP |
1,694.6 |
1,694.6 |
1,694.6 |
1,690.2 |
S1 |
1,678.4 |
1,678.4 |
1,692.8 |
1,669.7 |
S2 |
1,660.9 |
1,660.9 |
1,689.7 |
|
S3 |
1,627.2 |
1,644.7 |
1,686.6 |
|
S4 |
1,593.5 |
1,611.0 |
1,677.4 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.4 |
1,951.3 |
1,772.7 |
|
R3 |
1,917.8 |
1,864.7 |
1,748.9 |
|
R2 |
1,831.2 |
1,831.2 |
1,741.0 |
|
R1 |
1,778.1 |
1,778.1 |
1,733.0 |
1,761.4 |
PP |
1,744.6 |
1,744.6 |
1,744.6 |
1,736.2 |
S1 |
1,691.5 |
1,691.5 |
1,717.2 |
1,674.8 |
S2 |
1,658.0 |
1,658.0 |
1,709.2 |
|
S3 |
1,571.4 |
1,604.9 |
1,701.3 |
|
S4 |
1,484.8 |
1,518.3 |
1,677.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,768.0 |
1,667.1 |
100.9 |
5.9% |
43.4 |
2.6% |
29% |
False |
False |
168,658 |
10 |
1,797.6 |
1,667.1 |
130.5 |
7.7% |
38.5 |
2.3% |
22% |
False |
False |
147,065 |
20 |
1,804.4 |
1,667.1 |
137.3 |
8.1% |
36.8 |
2.2% |
21% |
False |
False |
138,272 |
40 |
1,804.4 |
1,585.0 |
219.4 |
12.9% |
38.5 |
2.3% |
51% |
False |
False |
134,723 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.9% |
46.4 |
2.7% |
41% |
False |
False |
163,983 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.9% |
48.2 |
2.8% |
41% |
False |
False |
183,861 |
100 |
1,923.7 |
1,512.8 |
410.9 |
24.2% |
42.9 |
2.5% |
45% |
False |
False |
158,287 |
120 |
1,923.7 |
1,481.0 |
442.7 |
26.1% |
38.8 |
2.3% |
49% |
False |
False |
132,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.0 |
2.618 |
1,799.0 |
1.618 |
1,765.3 |
1.000 |
1,744.5 |
0.618 |
1,731.6 |
HIGH |
1,710.8 |
0.618 |
1,697.9 |
0.500 |
1,694.0 |
0.382 |
1,690.0 |
LOW |
1,677.1 |
0.618 |
1,656.3 |
1.000 |
1,643.4 |
1.618 |
1,622.6 |
2.618 |
1,588.9 |
4.250 |
1,533.9 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,695.3 |
1,697.3 |
PP |
1,694.6 |
1,696.8 |
S1 |
1,694.0 |
1,696.4 |
|