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 |
124.82 |
123.85 |
-0.97 |
-0.8% |
125.39 |
High |
126.34 |
124.16 |
-2.18 |
-1.7% |
128.02 |
Low |
123.90 |
121.23 |
-2.67 |
-2.2% |
122.86 |
Close |
124.08 |
122.11 |
-1.97 |
-1.6% |
126.66 |
Range |
2.44 |
2.93 |
0.49 |
20.1% |
5.16 |
ATR |
2.75 |
2.76 |
0.01 |
0.5% |
0.00 |
Volume |
235,266,766 |
330,708,875 |
95,442,109 |
40.6% |
1,179,444,390 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.29 |
129.63 |
123.72 |
|
R3 |
128.36 |
126.70 |
122.92 |
|
R2 |
125.43 |
125.43 |
122.65 |
|
R1 |
123.77 |
123.77 |
122.38 |
123.14 |
PP |
122.50 |
122.50 |
122.50 |
122.18 |
S1 |
120.84 |
120.84 |
121.84 |
120.21 |
S2 |
119.57 |
119.57 |
121.57 |
|
S3 |
116.64 |
117.91 |
121.30 |
|
S4 |
113.71 |
114.98 |
120.50 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.33 |
139.15 |
129.50 |
|
R3 |
136.17 |
133.99 |
128.08 |
|
R2 |
131.01 |
131.01 |
127.61 |
|
R1 |
128.83 |
128.83 |
127.13 |
129.92 |
PP |
125.85 |
125.85 |
125.85 |
126.39 |
S1 |
123.67 |
123.67 |
126.19 |
124.76 |
S2 |
120.69 |
120.69 |
125.71 |
|
S3 |
115.53 |
118.51 |
125.24 |
|
S4 |
110.37 |
113.35 |
123.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127.45 |
121.23 |
6.22 |
5.1% |
2.23 |
1.8% |
14% |
False |
True |
219,867,965 |
10 |
128.02 |
121.23 |
6.79 |
5.6% |
2.22 |
1.8% |
13% |
False |
True |
233,810,176 |
20 |
129.42 |
121.23 |
8.19 |
6.7% |
2.30 |
1.9% |
11% |
False |
True |
258,389,037 |
40 |
129.42 |
107.43 |
21.99 |
18.0% |
2.53 |
2.1% |
67% |
False |
False |
268,776,268 |
60 |
129.42 |
107.43 |
21.99 |
18.0% |
2.65 |
2.2% |
67% |
False |
False |
275,633,356 |
80 |
131.77 |
107.43 |
24.34 |
19.9% |
2.95 |
2.4% |
60% |
False |
False |
306,370,067 |
100 |
135.70 |
107.43 |
28.27 |
23.2% |
2.65 |
2.2% |
52% |
False |
False |
282,133,297 |
120 |
135.70 |
107.43 |
28.27 |
23.2% |
2.48 |
2.0% |
52% |
False |
False |
268,467,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.61 |
2.618 |
131.83 |
1.618 |
128.90 |
1.000 |
127.09 |
0.618 |
125.97 |
HIGH |
124.16 |
0.618 |
123.04 |
0.500 |
122.70 |
0.382 |
122.35 |
LOW |
121.23 |
0.618 |
119.42 |
1.000 |
118.30 |
1.618 |
116.49 |
2.618 |
113.56 |
4.250 |
108.78 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
122.70 |
123.99 |
PP |
122.50 |
123.36 |
S1 |
122.31 |
122.74 |
|