Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,699.9 |
1,693.9 |
-6.0 |
-0.4% |
1,725.1 |
High |
1,710.8 |
1,702.7 |
-8.1 |
-0.5% |
1,727.4 |
Low |
1,677.1 |
1,672.6 |
-4.5 |
-0.3% |
1,667.1 |
Close |
1,695.9 |
1,685.7 |
-10.2 |
-0.6% |
1,685.7 |
Range |
33.7 |
30.1 |
-3.6 |
-10.7% |
60.3 |
ATR |
40.3 |
39.6 |
-0.7 |
-1.8% |
0.0 |
Volume |
160,891 |
134,386 |
-26,505 |
-16.5% |
644,285 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.3 |
1,761.6 |
1,702.3 |
|
R3 |
1,747.2 |
1,731.5 |
1,694.0 |
|
R2 |
1,717.1 |
1,717.1 |
1,691.2 |
|
R1 |
1,701.4 |
1,701.4 |
1,688.5 |
1,694.2 |
PP |
1,687.0 |
1,687.0 |
1,687.0 |
1,683.4 |
S1 |
1,671.3 |
1,671.3 |
1,682.9 |
1,664.1 |
S2 |
1,656.9 |
1,656.9 |
1,680.2 |
|
S3 |
1,626.8 |
1,641.2 |
1,677.4 |
|
S4 |
1,596.7 |
1,611.1 |
1,669.1 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.3 |
1,840.3 |
1,718.9 |
|
R3 |
1,814.0 |
1,780.0 |
1,702.3 |
|
R2 |
1,753.7 |
1,753.7 |
1,696.8 |
|
R1 |
1,719.7 |
1,719.7 |
1,691.2 |
1,706.6 |
PP |
1,693.4 |
1,693.4 |
1,693.4 |
1,686.8 |
S1 |
1,659.4 |
1,659.4 |
1,680.2 |
1,646.3 |
S2 |
1,633.1 |
1,633.1 |
1,674.6 |
|
S3 |
1,572.8 |
1,599.1 |
1,669.1 |
|
S4 |
1,512.5 |
1,538.8 |
1,652.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,738.5 |
1,667.1 |
71.4 |
4.2% |
38.0 |
2.3% |
26% |
False |
False |
156,324 |
10 |
1,797.6 |
1,667.1 |
130.5 |
7.7% |
37.4 |
2.2% |
14% |
False |
False |
144,241 |
20 |
1,804.4 |
1,667.1 |
137.3 |
8.1% |
36.1 |
2.1% |
14% |
False |
False |
137,878 |
40 |
1,804.4 |
1,596.6 |
207.8 |
12.3% |
37.9 |
2.2% |
43% |
False |
False |
133,714 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.1% |
46.4 |
2.8% |
39% |
False |
False |
163,637 |
80 |
1,923.7 |
1,535.0 |
388.7 |
23.1% |
48.3 |
2.9% |
39% |
False |
False |
183,204 |
100 |
1,923.7 |
1,524.3 |
399.4 |
23.7% |
43.0 |
2.5% |
40% |
False |
False |
159,531 |
120 |
1,923.7 |
1,481.0 |
442.7 |
26.3% |
38.9 |
2.3% |
46% |
False |
False |
133,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.6 |
2.618 |
1,781.5 |
1.618 |
1,751.4 |
1.000 |
1,732.8 |
0.618 |
1,721.3 |
HIGH |
1,702.7 |
0.618 |
1,691.2 |
0.500 |
1,687.7 |
0.382 |
1,684.1 |
LOW |
1,672.6 |
0.618 |
1,654.0 |
1.000 |
1,642.5 |
1.618 |
1,623.9 |
2.618 |
1,593.8 |
4.250 |
1,544.7 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,687.7 |
1,689.2 |
PP |
1,687.0 |
1,688.0 |
S1 |
1,686.4 |
1,686.9 |
|