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 |
5,547.0 |
5,501.0 |
-46.0 |
-0.8% |
5,559.5 |
High |
5,576.5 |
5,563.0 |
-13.5 |
-0.2% |
5,641.0 |
Low |
5,467.0 |
5,415.5 |
-51.5 |
-0.9% |
5,327.0 |
Close |
5,487.0 |
5,538.0 |
51.0 |
0.9% |
5,528.5 |
Range |
109.5 |
147.5 |
38.0 |
34.7% |
314.0 |
ATR |
145.7 |
145.9 |
0.1 |
0.1% |
0.0 |
Volume |
100,816 |
136,014 |
35,198 |
34.9% |
606,215 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,948.0 |
5,890.5 |
5,619.0 |
|
R3 |
5,800.5 |
5,743.0 |
5,578.5 |
|
R2 |
5,653.0 |
5,653.0 |
5,565.0 |
|
R1 |
5,595.5 |
5,595.5 |
5,551.5 |
5,624.0 |
PP |
5,505.5 |
5,505.5 |
5,505.5 |
5,520.0 |
S1 |
5,448.0 |
5,448.0 |
5,524.5 |
5,477.0 |
S2 |
5,358.0 |
5,358.0 |
5,511.0 |
|
S3 |
5,210.5 |
5,300.5 |
5,497.5 |
|
S4 |
5,063.0 |
5,153.0 |
5,457.0 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,441.0 |
6,298.5 |
5,701.0 |
|
R3 |
6,127.0 |
5,984.5 |
5,615.0 |
|
R2 |
5,813.0 |
5,813.0 |
5,586.0 |
|
R1 |
5,670.5 |
5,670.5 |
5,557.5 |
5,585.0 |
PP |
5,499.0 |
5,499.0 |
5,499.0 |
5,456.0 |
S1 |
5,356.5 |
5,356.5 |
5,499.5 |
5,271.0 |
S2 |
5,185.0 |
5,185.0 |
5,471.0 |
|
S3 |
4,871.0 |
5,042.5 |
5,442.0 |
|
S4 |
4,557.0 |
4,728.5 |
5,356.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,632.5 |
5,327.0 |
305.5 |
5.5% |
161.0 |
2.9% |
69% |
False |
False |
126,619 |
10 |
5,641.0 |
5,327.0 |
314.0 |
5.7% |
153.5 |
2.8% |
67% |
False |
False |
124,987 |
20 |
5,763.5 |
5,312.5 |
451.0 |
8.1% |
140.0 |
2.5% |
50% |
False |
False |
124,556 |
40 |
5,763.5 |
4,839.5 |
924.0 |
16.7% |
146.0 |
2.6% |
76% |
False |
False |
128,352 |
60 |
5,763.5 |
4,839.5 |
924.0 |
16.7% |
141.5 |
2.6% |
76% |
False |
False |
105,675 |
80 |
5,873.5 |
4,819.5 |
1,054.0 |
19.0% |
139.0 |
2.5% |
68% |
False |
False |
79,329 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
21.3% |
118.0 |
2.1% |
61% |
False |
False |
63,466 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.3% |
101.0 |
1.8% |
61% |
False |
False |
52,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,190.0 |
2.618 |
5,949.0 |
1.618 |
5,801.5 |
1.000 |
5,710.5 |
0.618 |
5,654.0 |
HIGH |
5,563.0 |
0.618 |
5,506.5 |
0.500 |
5,489.0 |
0.382 |
5,472.0 |
LOW |
5,415.5 |
0.618 |
5,324.5 |
1.000 |
5,268.0 |
1.618 |
5,177.0 |
2.618 |
5,029.5 |
4.250 |
4,788.5 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,522.0 |
5,524.0 |
PP |
5,505.5 |
5,510.0 |
S1 |
5,489.0 |
5,496.0 |
|