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 |
5,531.5 |
5,439.5 |
-92.0 |
-1.7% |
5,559.5 |
High |
5,560.5 |
5,500.0 |
-60.5 |
-1.1% |
5,641.0 |
Low |
5,443.5 |
5,337.5 |
-106.0 |
-1.9% |
5,327.0 |
Close |
5,454.0 |
5,360.0 |
-94.0 |
-1.7% |
5,528.5 |
Range |
117.0 |
162.5 |
45.5 |
38.9% |
314.0 |
ATR |
143.8 |
145.1 |
1.3 |
0.9% |
0.0 |
Volume |
128,146 |
146,739 |
18,593 |
14.5% |
606,215 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.5 |
5,786.0 |
5,449.5 |
|
R3 |
5,724.0 |
5,623.5 |
5,404.5 |
|
R2 |
5,561.5 |
5,561.5 |
5,390.0 |
|
R1 |
5,461.0 |
5,461.0 |
5,375.0 |
5,430.0 |
PP |
5,399.0 |
5,399.0 |
5,399.0 |
5,384.0 |
S1 |
5,298.5 |
5,298.5 |
5,345.0 |
5,267.5 |
S2 |
5,236.5 |
5,236.5 |
5,330.0 |
|
S3 |
5,074.0 |
5,136.0 |
5,315.5 |
|
S4 |
4,911.5 |
4,973.5 |
5,270.5 |
|
|
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 |
5,576.5 |
5,337.5 |
239.0 |
4.5% |
130.5 |
2.4% |
9% |
False |
True |
120,701 |
10 |
5,641.0 |
5,327.0 |
314.0 |
5.9% |
148.0 |
2.8% |
11% |
False |
False |
123,651 |
20 |
5,763.5 |
5,312.5 |
451.0 |
8.4% |
144.5 |
2.7% |
11% |
False |
False |
126,491 |
40 |
5,763.5 |
4,839.5 |
924.0 |
17.2% |
143.0 |
2.7% |
56% |
False |
False |
127,940 |
60 |
5,763.5 |
4,839.5 |
924.0 |
17.2% |
142.5 |
2.7% |
56% |
False |
False |
110,147 |
80 |
5,847.0 |
4,819.5 |
1,027.5 |
19.2% |
141.5 |
2.6% |
53% |
False |
False |
82,765 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.0% |
121.0 |
2.3% |
46% |
False |
False |
66,214 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.0% |
103.5 |
1.9% |
46% |
False |
False |
55,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,190.5 |
2.618 |
5,925.5 |
1.618 |
5,763.0 |
1.000 |
5,662.5 |
0.618 |
5,600.5 |
HIGH |
5,500.0 |
0.618 |
5,438.0 |
0.500 |
5,419.0 |
0.382 |
5,399.5 |
LOW |
5,337.5 |
0.618 |
5,237.0 |
1.000 |
5,175.0 |
1.618 |
5,074.5 |
2.618 |
4,912.0 |
4.250 |
4,647.0 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,419.0 |
5,450.0 |
PP |
5,399.0 |
5,420.0 |
S1 |
5,379.5 |
5,390.0 |
|